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


Submitted by
moshe pollak
Moshe Pollak
The Hebrew Universsity of Jerusalem
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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