ENBIS-11 in Coimbra

4 – 8 September 2011 Abstract submission: 1 January – 25 June 2011

A Survey of Advances in Control Chart Methodology

7 September 2011, 10:00 – 11:00

Abstract

Submitted by
moshe pollak
Authors
Moshe Pollak
Affiliation
The Hebrew Universsity of Jerusalem
Abstract
Classical control charts are Shewhart, Cusum, EWMA and variations thereof. Most of these methods require knowledge of baseline distributions/parameters, and in essence use a "representative" for the unknown post-change regime. Furthermore, for lack of an alternative, these methods have been applied to complicated situations that they are not designed for (such as applying a Shewhart chart to detect a change of regression). There is a price to be paid for ignorance of distributions an use of methods in situations for which they are not designed; usually there are discrepancies between nominal and actual ARL's and detection of a change may be slower than one could otherwise attain.

We will survey a likelihood-ratio approach that guarantees efficiency as well as the accuracy of ARL's in complex scenarios. Examples will be given.
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