BIAN Shui-xian, ZI Xue-min. Comparison of Two Control Charts for Correlated High Dimensional Data Streams[J]. International Journal of Plant Engineering and Management, 2017, 22(1): 33-40

Comparison of Two Control Charts for Correlated High Dimensional Data Streams
BIAN Shui-xian, ZI Xue-min
School of Science, Tianjin University of Technology and Education, Tianjin 300222, P. R. China
Detecting high dimensional correlated data streams is becoming more and more popular for real alarming time out of control in many practical application. But in order to finding the stopping time as soon as possible after the drift occurred in the activity, we should choose appropriate control chart. This article compared the ARL's of the CUSUM and EWMA charts out of control based on same average run length in control. Calculating the sum and max of CUSUM and EWMA statistics respectively, giving appropriate control limit for control charts, and comparing the balance between robustness and sensitivity.
Key words:    CUSUM    EWMA    one-side statistic   
Received: 2017-01-21     Revised:
DOI: 10.13434/j.cnki.1007-4546.2017.0105
Corresponding author:     Email:
Author description:
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BIAN Shui-xian
ZI Xue-min

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