Data-analytic aspects of the Shiryayev-Roberts control chart: Surveillance of a non-homogeneous Poisson process

Ron S. Kenett*, Moshe Pollak

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

36 Scopus citations

Abstract

The Shiryayev-Roberts control chart has been proposed as a powerful competitor of the Shewhart control chart and the CUSUM procedure, on theoretical grounds. We demonstrate here the application of a Shiryayev-Roberts control chart to a non-homogeneous Poisson process. We show that, from a data-analytic point of view, the Shiryayev-Roberts surveillance scheme has several advantages over classical CUSUM charts. A case study of power failure times in a computer centre is used to illustrate our main points.

Original languageEnglish
Pages (from-to)125-138
Number of pages14
JournalJournal of Applied Statistics
Volume23
Issue number1
DOIs
StatePublished - 1996

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