Estimating the Current Mean of a Process Subject to Abrupt Changes

DOI10.2307/1269915zbMath0837.62080OpenAlexW1997805698MaRDI QIDQ4864359

Emmanuel Yashchin

Publication date: 7 March 1996

Full work available at URL: https://doi.org/10.2307/1269915

zbMATH Keywords

changepointfilteringprocess controlcontrol chartsadaptive estimatorsestimation of the current process meanexponentially weighted moving average of past observationsMarkovian estimators

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

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The detection and estimation of the change point in a disccrete-time stochastic system ⋮ Decision rule of assignable causes removal under an SPC-EPC integration system ⋮ Optimal CUSUM and adaptive CUSUM charts with auxiliary information for process mean ⋮ Change-point models in industrial applications ⋮ Adaptive CUSUM control chart with variable sampling intervals ⋮ Scheduling of Data Transcription in Periodically Connected Databases ⋮ A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process ⋮ Adaptive CUSUM procedures with Markovian mean estimation ⋮ An adaptive exponentially weighted moving average-type control chart to monitor the process mean ⋮ Enhanced operation of wastewater treatment plant using state estimation-based fault detection strategies ⋮ Estimating the locations of multiple change points in the mean

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