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Erschienen in:
2009 | OriginalPaper | Buchkapitel
Outbreaks Detection at the Beginning of Monitoring Process: The CUSUM Test Modification
verfasst von : Julia Bondarenko
Erschienen in: Informatics in Control, Automation and Robotics
Verlag: Springer Berlin Heidelberg
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Detection and reporting structural breaks arising in system during monitoring, is one of the main task of statistical process control. An ignorance of such breaks can cause an associated regression model misspecification. In practice, early detection and response to outbreaks, causing the changes in a process, is highly important. The famous CUSUM test of Brown, Durbin & Evans, has a poor power in detecting the structural breaks in parameters occurring early (and also late) in the sample.