期刊
INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH
卷 59, 期 4, 页码 1166-1186出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/00207543.2020.1721588
关键词
log-likelihood ratio; CUSUM; change point detection; change type diagnosis
资金
- China Scholarship Fund [CSC] [201708430274]
- Scientific Research Fund of Hunan Provincial Education Department [16B208]
- Humanities and Social Sciences Project of Hunan Province [16YBX018]
This study introduces a new non-parametric cumulative sum (CUSUM) control chart method to monitor arbitrary distribution changes and diagnose detailed change types simultaneously, which outperforms other methods in detecting small changes.
Non-parametric control charts have been good alternatives to parametric control charts when little information is known about the type of process distribution or the value of parameters. Most approaches proposed by the current literature monitor either location or scale change in batch mode and their performance is discounted when monitoring distribution change in both location and scale simultaneously in a sequential pattern. This paper proposed a log-likelihood-ratio-based non-parametric cumulative sum (CUSUM) control chart to monitor arbitrary distribution change and diagnose the detailed change type simultaneously. By integrating the superiority of log-likelihood ratio test to detect any change of distribution and CUSUM chart to detect a small change, the proposed approach can detect small potential changes in location, scale and shape; and provide detailed information about change type when control chart gives a signal. Comparison results with many other non-parametric approaches were provided by numerical simulation and the results of an application case demonstrate the effectiveness of the proposed approach.
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