TY - JOUR
T1 - Data-analytic aspects of the Shiryayev-Roberts control chart
T2 - Surveillance of a non-homogeneous Poisson process
AU - Kenett, Ron S.
AU - Pollak, Moshe
PY - 1996
Y1 - 1996
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=8444222024&partnerID=8YFLogxK
U2 - 10.1080/02664769624413
DO - 10.1080/02664769624413
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AN - SCOPUS:8444222024
SN - 0266-4763
VL - 23
SP - 125
EP - 138
JO - Journal of Applied Statistics
JF - Journal of Applied Statistics
IS - 1
ER -