Dissertations / Theses: 'Cusum'

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Alves, Custodio da Cunha. "Gráficos de Controle CUSUM." Florianópolis, SC, 2003. http://repositorio.ufsc.br/xmlui/handle/123456789/84565.

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Dissertação (mestrado) - Universidade Federal de Santa Catarina, Centro Tecnológico. Programa de Pós-Graduação em Engenharia de Produção.
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O monitoramento efetivo das características da qualidade de um processo de produção depende freqüentemente de ferramentas estatísticas para a detecção, identificação e análise das causas significantes responsáveis por variações que afetam o comportamento do processo de maneira imprevisível. Os gráficos de controle CUSUM, baseados em somas acumuladas, são ferramentas estatísticas utilizadas com sucesso no monitoramento do desempenho de diferentes processos industriais. Estes gráficos podem complementar ou substituir com vantagens os tradicionais gráficos de Shewhart, podendo permitir, em função do caso em análise, a obtenção de uma solução mais precisa, a um custo e prazos menores que os requeridos pelas metodologias tradicionais. Neste trabalho, um comparativo do desempenho dos gráficos de Shewhart e CUSUM é realizado a partir de um estudo de caso realizado em uma indústria de artefatos de borracha, no qual se utilizam dados reais de dois processos industriais: um processo com observações amostrais e o outro com observações individuais. O objetivo deste estudo é investigar a sensibilidade existente entre estes gráficos quanto a utilização de cada um deles para detectar pequenas e permanentes mudanças na média do processo na ordem de até 1,5 desvio padrão. Os resultados obtidos deste estudo de caso indicaram ser preferível o uso de gráficos CUSUM ao uso de gráficos Shewhart para monitorar as pequenas variações na média da característica da qualidade de ambos os processos estudados.

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Ding, Keyue. "Inference problems after CUSUM tests." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape10/PQDD_0030/NQ46830.pdf.

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Hongcheng, Li. "Multivariate Extensions of CUSUM Procedure." Kent State University / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=kent1185558637.

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Lundell, David. "Detektion av vätgasläckor med CUSUM-algoritmen." Thesis, Linköping University, Department of Electrical Engineering, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-18634.

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Detektion av gasläckor används i en mängd olika applikationer som till exempel kvalitetskontroll av kylskåp, lokalisering av skador på kablar och lokalisering av bränsleläckor i bränsletankar.

Denna rapport undersöker förbättring av detektionsalgoritmen i en existerande vätgasdetektor.

CUSUM algoritmen är en enkel men kraftfull metod för att snabbt detektera små ändringar i nivån av en signal. Denna metod är anpassad till det dynamiska beteendet i sensorn som används för att spåra vätgasläckorna och även utvärderad på omfattande mätningar utförda på läckor med kända storlekar. Resultaten visar att användning av den föreslagna detektionsalgoritmen innebär en betydande ökning av detektorns prestanda. Särskilt bra blir resultatet på små läckor.

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Eger, Karl-Heinz, and Evgeni Borisovich Tsoy. "CUSUM tests based on grouped observations." Universitätsbibliothek Chemnitz, 2009. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200901820.

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This paper deals with CUSUM tests based on grouped or classified observations. The computation of average run length is reduced to that of solving of a system of simultaneous linear equations. Moreover a corresponding approximation based on the Wald approximations for characteristics of sequential likelihood ratio tests is presented. The effect of grouping is investigated with a CUSUM test for the mean of a normal distribution based on F-optimal grouping schemes. The considered example demonstrates that hight efficient CUSUM tests can be obtained for F-optimal grouping schemes already with a small number of groups.

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Böhm, Walter, and Peter Hackl. "CUSUM Chart for Correlated Control Variables." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 1991. http://epub.wu.ac.at/76/1/document.pdf.

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The cumulative sum (CUSUM) technique is well-established in theory and practice of process control. A comprehensive exposition of the method is given, e.g., by Wetherill and Brown (1991). A question that is seldom treated in the literature is that on the effect of serial correlation of the control variable. Johnson and Bagshaw (1974) investigate the effect of correlation on the run length distribution when the control variable follows a first order autoregressive or moving average process. They also give an approximate expression for the average run length of the CUSUM- technique for correlated control variables. In this paper we derive an exact expression for the average run length of a discretized CUSUM-technique, i.e., a technique that uses a scoring system for the observations of the control variable. The scoring system is that suggested by Munford (1980). Our results are derived for a control variable that is assumed to follow a first order autoregressive process and with normally distributed disturbances. After deriving in Section 2 the expression for the average run length we discuss its dependence on the process parameter and give a numerical illustration. In Section 3 we discuss corrections for the CUSUM-technique in order to keep the nominal risk for an out-of-control decision and compare our results with those given by Johnson and Bagshaw (1974). (author's abstract)
Series: Forschungsberichte / Institut für Statistik

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Spindler, Susan L. "Evaluation of some multivariate CUSUM schemes /." Online version of thesis, 1987. http://hdl.handle.net/1850/10330.

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Yao, Shangchen. "Multi-dimensional CUSUM and SPRT Procedures." Kent State University / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=kent1555001577068819.

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Zeileis, Achim. "p values and alternative boundaries for CUSUM tests." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2000. http://epub.wu.ac.at/1778/1/document.pdf.

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Firstly rather accurate approximations to the p value functions of the common Standard CUSUM test and the OLS-based CUSUM test for structural change are derived. Secondly alternative boundaries for both tests are suggested and their properties are examined by simulation of expected p values. It turns out that the power of the OLS-based CUSUM test for early and late structural changes can be improved, whereas this weakness of the Standard CUSUM test cannot be repaired by the new boundaries.
Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"

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Henning, Elisa. "Aperfeiçoamento e desenvolvimento dos gráficos combinados Shewhart-Cusum binomiais." reponame:Repositório Institucional da UFSC, 2012. http://repositorio.ufsc.br/xmlui/handle/123456789/94399.

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Tese (doutorado) - Universidade Federal de Santa Catarina, Centro Tecnológico, Programa de Pós-Graduação em Engenharia de Produção, Florianópolis, 2010
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Os tradicionais gráficos de controle Shewhart são considerados efetivos na detecção de grandes mudanças na média, variância ou na fração não conforme, enquanto que gráficos de controle de soma cumulativa (CUSUM) são recomendados para a sinalização de pequenas e moderadas alterações nestes parâmetros. Nenhum dos gráficos mencionados terá um bom desempenho em todas as situações. Uma solução possível para este problema é combinar múltiplos gráficos para abranger mudanças de diversas magnitudes. Assim, um gráfico combinado Shewhart-CUSUM tem como finalidade aumentar a sensibilidade do procedimento CUSUM para alterações maiores. Este trabalho traz várias contribuições para o desenvolvimento e aperfeiçoamento de gráficos combinados Shewhart-CUSUM para dados com distribuição binomial. Inicialmente, a partir do resultado de simulações, analisa-se o desempenho de um gráfico combinado e, se a adição de linhas Shewhart a um gráfico CUSUM binomial unilateral superior realmente aumenta a sensibilidade deste. O desempenho de um gráfico combinado Shewhart-CUSUM é também comparado com o gráfico tipo Shewhart e com procedimentos CUSUM delineados para detecção de mudanças maiores. Pensando em aplicações, foi elaborada uma metodologia para construção de um gráfico combinado incluindo a análise das suposições necessárias (aderência, autocorrelação e superdispersão). Para finalizar, esta metodologia foi aplicada a dados adaptados da literatura e também de processos reais. O trabalho ainda contempla algumas contribuições adicionais como o uso de limites exatos (ou probabilísticos) na parte Shewhart do gráfico combinado e uma proposta de aproximação para o limite superior do CUSUM binomial. Os resultados obtidos revelam que o gráfico combinado Shewhart-CUSUM aumenta a sensibilidade de um gráfico CUSUM binomial para magnitudes de mudança maiores que as de planejamento e identificou-se a existência de uma região onde o gráfico combinado tem desempenho superior aos dois gráficos individuais. Os resultados das aplicações foram satisfatórios, validando a metodologia elaborada. A partir das aplicações foram sinalizadas situações práticas onde o gráfico combinado é mais efetivo que os gráficos individuais.

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VanBrackle, Lewis N. "EWMA and CUSUM control charts in the presence of correlation." Diss., This resource online, 1991. http://scholar.lib.vt.edu/theses/available/etd-07282008-134346/.

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Oliveira, Jocelânio Wesley de. "Gráficos de controle CUSUM para monitoramento de dados de sobrevivência." Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-23072018-124341/.

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Neste trabalho propomos gráficos de controle tipo CUSUM para monitoramento de tempos de sobrevivência. Nossa proposta é desenvolver diferentes estatísticas para o escore do gráfico CUSUM de forma prospectiva. Inicialmente propomos um gráfico CUSUM não paramétrico para monitoramento de populações homogêneas que avalia a variação na estatística log-rank como forma de identificar se há uma mudança significativa no risco de falha ao longo do tempo. Algumas abordagens diferentes foram consideradas e em destaque colocamos o gráfico ZDiff CUSUM, que tem como escore o incremento na estatística Z do teste log-rank em relação à inspeção anterior. Foi constatado, via simulação, que este método é eficiente. Posteriormente investigamos abordagens que levam em conta heterogeneidade na população por meio do modelo de Cox, considerando medidas baseadas na razão de verossimilhanças e em resíduos martingal e deviance. Através de simulações, verificou-se que o método com base na razão de verossimilhanças se mostrou ágil para detectar alteração na taxa de falha, quando se conhece a intensidade da mudança e este valor é informado na construção do teste. Por outro lado, os gráficos CUSUM com base em resíduos são mais simples e se mostraram eficazes para identificar aumentos no padrão da sobrevivência. Estes três métodos e o ZDiff CUSUM foram aplicados a dados de um estudo conduzido no Instituto do Coração (InCor) envolvendo pacientes com insuficiência cardíaca. Foi detectado que ao longo do tempo estes pacientes apresentam sobrevida maior, o que pode estar ligado à melhoria no tratamento e procedimentos realizados no hospital. Como conclusão, sugerimos que os gráficos tipo CUSUM com resíduos do modelo de Cox e o método não paramétrico com teste log-rank podem ser alternativas para utilização na prática em monitoramento de dados de sobrevivência.
In this work we propose CUSUM control charts to monitor survival times. Our proposal is to develop different statistics for the CUSUM chart score in a prospective way, to take into account SA approaches. We initially consider a non-parametric approach to monitor homogeneous populations. This CUSUM evaluates the variation on the log-rank test statistics as a way to identify significant changes in the risk of failure. Some different expressions for this have been considered and, in particular, we propose a ZDiff CUSUM chart computed as the increment on the log-rank test statistics Z at each inspection point in relation to the previous one. Based on simulation studies it was found that this method is efficient. Subsequently we investigated approaches that take into account heterogeneity in the population through the Cox model, considering measures based on the likelihood ratio and on martingal and deviance residuals. Through simulations, it was verified that the method based on the likelihood ratio was agile to detect a change in the hazard rate, when the intensity of the change is known and this value is informed in the construction of the test. On the other hand, CUSUM methods based on residuals are simpler and have been shown to be effective in identifying increases in survival pattern. These three methods and the ZDiff CUSUM were applied to a dataset from a study conducted at the Heart Institute (InCor) on patients with heart failure. It has been found that, over time, these patients have greater survival, which may be linked to improved treatment and procedures performed at the hospital. As a conclusion, we suggest that the CUSUM methods based on Cox model residuals and the nonparametric method on the log-rank test may be alternatives for practice in monitoring survival data.

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Albarracin, Orlando Yesid Esparza. "Monitoramento de séries de contagem por meio de gráficos de controle." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-20052014-202803/.

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Na área da saúde, várias abordagens nos últimos anos têm sido propostas baseadas nos gráficos de controle CUSUM para a detecção de epidemias infecciosas em que a caraterística a ser monitorada é uma série temporal de dados de contagem, como o número de internações. Neste trabalho foram implementados os modelos lineares generalizados (MLG) no monitoramento, por meio dos gráficos CUSUM e Shewhart, da série do número diário de internações por causas respiratórias para pessoas com 65 anos ou mais residentes no município de São Paulo. Por meio de simulações, avaliaram-se a eficiência de cinco estatísticas diferentes para detectar mudanças na média em séries de contagem. Uma das abordagens consistiu na implementação de três transformações normalizadoras simples que dependem unicamente dos parâmetros das distribuições Poisson e binomial negativa: a transformação Rossi para dados com distribuição Poisson, a transformação Jorgensen para dados com distribuição binomial negativa e os sesíduos de Anscombe para modelos lineares generalizados. As duas últimas estatísticas já foram propostas como gráficos CUSUM: o Método Rogerson e Yamada (2004) é apresentado para dados com distribuição Poisson e neste trabalho foi proposto um novo parâmetro kt para dados binomial negativa; já o método proposto por Hohle (2007) é baseado na função de verossimilhança da distribuição binomial negativa. Utilizando limites de controle para obter um valor ARL0 = 500 sob normalidade, monitorou-se via simulação a série de interesse, implementando as transformações normalizadoras. Entretanto, utilizando-se esses limiares observa-se um maior número de alarmes falsos para as três estatísticas. Modificando o parâmetro k do gráfico CUSUM permitindo que variasse ao longo do tempo a série foi monitorada e foram obtidos valores ARL0 próximos a 500. Os gráficos CUSUM baseados no método Rogerson e Yamada e na estatística da razão de verossimilhanças para dados com distribuição binomial negativa mostraram, via simulação, bons resultados para detectar mudanças na média. As suposições de normalidade e independência das estatísticas normalizadoras, em geral omitidas em trabalhos publicados na literatura, foram avaliadas e comprova-se que as transformações não normalizam os dados, porém são independentes e estacionárias. Analisando os dados reais, as estatísticas apresentaram autocorrelação significativa no lag 7. Devido à persistência desta autocorrelação, foi proposta uma abordagem baseada no ajuste do modelo GARMA.
In public health several approaches have been proposed for the detection of outbreaks of infectious diseases where the characteristic being monitored is a time series of count data as the number of hospitalizations, where the population and the expected rate of admissions change over time. In this work we fitted generalized linear models (GLM) and implemented Shewhart and CUSUM control charts for monitoring the daily number of hospital admissions due to respiratory diseases for people aged 65 and older in the city of São Paulo. Through simulations, we evaluated the efficiency of implementing five different statistical for detecting changes in time series of count. One approach consisted of applying three transformations that only depend on the parameters of the negative binomial and Poisson distributions: The transformations of Rossi for data with Poisson distribution, the transformation proposed by Jorgensen for data with negative binomial distribution and residuals proposed by Anscombe for generalized linear models. The other statistics have been proposed as CUSUM charts: the method of Rogerson e Yamada (2004) was presented for data with Poisson distribution, in this work we proposed a new parameter kt for negative binomial distribution, the proposed method for Hohle (2007) uses the likelihood ratio statistic. Implementing limit control assuming normality for a value of ARL0 = 500 be monitored via simulation the serie of interest implementing the normalizing statistics. However, using these limits was observed a greater number of alarms for the three transformations. Modifying the parameter k of the CUSUM chart to this change over time the series was monitored and were obtained values of ARL0 close to 500. The CUSUM control charts for the methods of Rogerson and Yamada and Holhe for data with negative binomial distribution showed, by simulation, good results for detecting changes in the mean. For negative binomial distribution generalizing the method of Rogerson e Yamada (2004) and implemented the CUSUM charts using the likelihood ratio statistic. Both methods provided good results via simulation to detect small changes in average. The evaluation of assumptions of normality for the statistics proposed by Rossi, Jorgensen and Anscombe generally is omitted in published studies. In this work, we evaluated this assumptions indicating that the statistics are not normal using the real dataset but are independent and stationary. By analyzing real data, due to the persistence of correlation for the normalized statistics, an approach based on setting GARMA model was proposed. This method showed good results once the residuals of the fitted model were normal and independent. Due to the persistence of correlation for the normalized statistics, an approach based on setting GARMA model was proposed. This method showed good results once the residuals of the fitted model were normal and independent.

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Fukuda, Tsuyoshi Valentim. "Controle estatístico de processo aplicado à produção de dispositivos eletrônicos." Universidade Federal do Amazonas, 2009. http://tede.ufam.edu.br/handle/tede/3546.

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Manufacturing electronic mobile communication products requires high quality control, achieved through measurements and tunings of each unit produced. The goal of this publication is the evaluation of statistical process control (SPC) to monitor the quality of products and the process capability index Cpk. In other words, this study compares the sensitivity of control charts to detect variations in process mean and standard deviation. In this sense, Shewhart control charts and cumulative sum (CUSUM) control charts were comparatively analyzed to select the best SPC in order to guarantee more accurate measurements and devices tuned with lower deviations. Shewhart, in this case, uses the mean and the standard deviation of samples measured during a defined period of time. CUSUM control charts, based on cumulative sums, are statistical tools successfully used to evaluate processes in different industries. The Shewhart control chart was optimized to monitor the capability index Cpk. According to results obtained under the conditions of this experience, CUSUM control chart has higher sensibility when the process has small shifts. It was not observed efficacy of optimized Shewhart control chart to monitor Cpk.
A manufatura de produtos eletrônicos de comunicação móvel demanda um controle de qualidade apurado que é atingido através de medições e de sintonias de cada unidade produzida. O objetivo deste trabalho é avaliar o uso de controle estatístico de processo (CEP) para monitorar a qualidade dos produtos e o índice Cpk de capacidade do processo. Em outras palavras, este estudo compara a sensibilidade do gráfico de controle para detectar variações na média e no desvio padrão do processo. Nesse sentido, foi usada a medição de um parâmetro crítico do dispositivo produzido, a potência irradiada. Neste estudo, gráficos de controle de Shewhart e de soma cumulativa (CUSUM) foram analisados comparativamente para encontrar o melhor CEP para garantir medições mais exatas e dispositivos sintonizados com menores desvios. Shewhart, neste caso, usa a média e o desvio padrão de amostras observadas num período de tempo definido. Os gráficos de controle CUSUM, baseado em somas cumulativas, são ferramentas estatísticas usadas com sucesso para avaliar processos de diferentes indústrias. O gráfico de Shewhart foi otimizado para monitorar o índice de capacidade Cpk. De acordo com os resultados obtidos nas condições do experimento, o gráfico de controle CUSUM mostrou maior sensibilidade para pequenos desvios no processo. Não foi obsevada a eficácia do gráfico de Shewhart otimizado para monitorar o índice de capacidade Cpk.

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Ursan, Alina Maria. "A Robust Cusum Test for SETAR-Type Nonlinearity in Time Series." Link to electronic thesis, 2005. http://www.wpi.edu/Pubs/ETD/Available/etd-053105-143724/.

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Norman, Gustaf. "Sensor Validation Using Linear Parametric Models, Artificial Neural Networks and CUSUM." Thesis, Linköpings universitet, Reglerteknik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-119004.

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Siemens gas turbines are monitored and controlled by a large number of sensors and actuators. Process information is stored in a database and used for offline calculations and analyses. Before storing the sensor readings, a compression algorithm checks the signal and skips the values that explain no significant change. Compression of 90 % is not unusual. Since data from the database is used for analyses and decisions are made upon results from these analyses it is important to have a system for validating the data in the database. Decisions made on false information can result in large economic losses. When this project was initiated no sensor validation system was available. In this thesis the uncertainties in measurement chains are revealed. Methods for fault detection are investigated and finally the most promising methods are put to the test. Linear relationships between redundant sensors are derived and the residuals form an influence structure allowing the faulty sensor to be isolated. Where redundant sensors are not available, a gas turbine model is utilized to state the input-output relationships so that estimates of the sensor outputs can be formed. Linear parametric models and an ANN (Artificial Neural Network) are developed to produce the estimates. Two techniques for the linear parametric models are evaluated; prediction and simulation. The residuals are also evaluated in two ways; direct evaluation against a threshold and evaluation with the CUSUM (CUmulative SUM) algorithm. The results show that sensor validation using compressed data is feasible. Faults as small as 1% of the measuring range can be detected in many cases.

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Hackl, Peter, and Michael Maderbacher. "On the Robustness of the Rank-Based CUSUM Chart against Autocorrelation." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 1999. http://epub.wu.ac.at/1764/1/document.pdf.

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Even a modest positive autocorrelation results in a considerable increase in the number of false alarms that are produced when applying a CUSUM chart. Knowledge of the process to be controlled allows for suitable adaptation of the CUSUM procedure. If one has to suspect the normality assumption, nonparametric control procedures such as the rank-based CUSUM chart are a practical alternative. The paper reports the results of a simulation study on the robustness (in terms of sensitivity of the ARL) of the rank-based CUSUM chart against serial correlation of the control variable. The results indicate that the rank-based CUSUM chart is less affected by correlation than the observation-based chart: The rank-based CUSUM chart shows a smaller increase in the number of false alarms and a higher decrease in the ARL in the out-of-control case than the the observation-based chart. (author's abstract)
Series: Forschungsberichte / Institut für Statistik

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Martín, Avià Jordi. "Competencia en cirugía vitreorretiniana: evaluación de la curva de aprendizaje de la vitrectomía mediante el análisis CUSUM." Doctoral thesis, Universitat Rovira i Virgili, 2019. http://hdl.handle.net/10803/667652.

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Introducció: No existeix formació tutoritzada en retina a Espanya. No hi ha cap mètode d'avaluació de la corba d'aprenentatge en cirurgia de retina, sent el més habitual l'anàlisi de casos successius de complicacions quirúrgiques. És necessari el desenvolupament d'un sistema d'autoavaluació de la corba d'aprenentatge en vitrectomia per assegurar el seu correcte progrés amb seguretat fins la seva aquisició. Objectiu: Avaluar la utilitat de les gràfiques de suma acumulada (CUSUM) per analitzar l'evolució de la corba d'aprenentatge en vitrectomia. Mètodes: Es van revisar els primers pacients intervinguts de vitrectomia per un cirurgià principiant. Es van recollir les següents dades: el diagnòstic principal, el temps d'aprenentatge, la tècnica quirúrgica i les complicacions intraoperatòries i postoperatòries. Es va realitzar una anàlisi de casos successius de l'evolució de les complicacions quirúrgiques i es van crear gràfiques CUSUM per a 5 variables: retinotomía, hipertensió i hipotonia postoperatòries, cataracta secundària i redesprendimiento de retina. Resultats: Es van incloure 237 vitrectomies. L'anàlisi de casos successius va determinar un canvi de tècnica a favor de la vitrectomia transconjuntival a partir de les 80 vitrectomies, amb un increment de les complicacions en el següent trimestre. Les gràfiques CUSUM mostren un bon rendiment, adquirint la competència en moments diferents per a cada variable; així com períodes de baix rendiment, coincident amb l'increment en les complicacions. La competència completa es va aconseguir en el cas 236. Conclusions: L'anàlisi de la corba d'aprenentatge mostra que el temps d'aprenentatge és més gran que la percepció del cirurgià. L'anàlisi de casos successius es confirma subjectiu i tardà, mentre que l'anàlisi CUSUM es proposa com un mètode objectiu, prospectiu i precís, amb capacitat per preveure un pobre rendiment.
Introducción: No existe ningún método de evaluación de la curva de aprendizaje en cirugía de retina, siendo el más habitual el análisis de casos sucesivos de complicaciones quirúrgicas. No existe formación tutorizada en retina en España, por lo que es necesario el desarrollo de un sistema de autoevaluación de la curva de aprendizaje en vitrectomía para asegurar su correcto progreso con seguridad hasta su adquisición. Objetivo: Evaluar la utilidad de las gráficas de suma acumulada (CUSUM) para analizar la evolución de la curva de aprendizaje en vitrectomía. Métodos: Se revisaron los primeros pacientes intervenidos de vitrectomía por un cirujano principiante. Se recogieron los siguientes datos: el diagnóstico principal, el tiempo de aprendizaje, la técnica quirúrgica y las complicaciones intraoperatorias y postoperatorias. Se realizó un análisis de casos sucesivos de la evolución de las complicaciones quirúrgicas y se crearon gráficas CUSUM para 5 variables: retinotomía, hipertensión e hipotonía postoperatorias, catarata secundaria y redesprendimiento de retina. Resultados: Se incluyeron 237 vitrectomías. El análisis de casos sucesivos determinó un cambio de técnica a favor de la vitrectomía transconjuntival a partir de las 80 vitrectomías, con un incremento de las complicaciones en el siguiente trimestre. Las gráficas CUSUM muestran un buen rendimiento, adquiriendo la competencia en momentos distintos para cada variable; así como períodos de bajo rendimiento, coincidente con el incremento en las complicaciones. La competencia completa se consiguió en el caso 236. Conclusiones: El análisis de la curva de aprendizaje muestra que el tiempo de aprendizaje es mayor que la percepción del cirujano. El análisis de casos sucesivos se confirma subjetivo y tardío, mientras que el análisis CUSUM se propone como un método objetivo, prospectivo y preciso, con capacidad para prever un pobre rendimiento.
Introduction: There is no method for learning curve assessment in vitrectomy, the most common being the sequential case analysis of surgical complications. There are no tutorized retina fellowships in Spain, so it is necessary to develop a self-assessment system of the vitrectomy learning curve, to ensure safe progress until it is achieved. Objective: To assess cumulative sum analysis (CUSUM) capability to analyze learning curve in vitrectomy. Methods: A single ophthalmologist trainee’s first vitrectomy cases were evaluated. Following data was collected: diagnosis, learning time, surgical technique, intraoperative and postoperative complications. Sequential case analysis was carried out to assess the evolution of surgical complications over time and CUSUM charts were created for 5 variables: retinotomy, ocular hypertension, hypotony, secondary cataract and retinal redetachment. Results: 237 vitrectomies were included. Sequential case analysis detected a change in surgical technique towards transconjunctival vitrectomy around the 80th case, with surgical complications increasing in the following trimester. CUSUM charts show good performances, achieving competence at a different learning time for each variable, as well as periods of an unsatisfactory performance, coincident with an increase in surgical complications. Full vitrectomy competence was achieved following 236 procedures. Conclusions: Learning curve analysis indicates that time to achieve competence takes longer than the surgical trainee thinks. Sequential case analysis is proved to be a subjective and late system for learning curve assessment, while CUSUM analysis is proposed as an objective, prospective and precise method, that also provides the ability to anticipate an unsatisfactory performance.

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Eger, Karl-Heinz. "A CUSUM test for discrete monitoring of intensity of a Poisson process." Universitätsbibliothek Chemnitz, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-201000862.

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This paper deals with CUSUM tests for monitoring of intensity parameter of a Poisson process if this process can be observed in a restricted manner only at pregiven equidistant time points. In this case the process can be monitored by means of a CUSUM test for the parameter of a corresponding Poisson distribution. For rational reference parameter values the computation of average run length is reduced to that of solving of a system of simultaneous linear equations. The performance of obtained CUSUM tests is discussed by means of corresponding examples.

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Lara, Rodrigo Luiz Pereira. "Desempenho do gráfico de controle CUSUM tabular para o monitoramento da média." Universidade Federal de Viçosa, 2012. http://locus.ufv.br/handle/123456789/4048.

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This study aimed to estimate the probabilities of false and true alarms caused by the Cumulative Sum control chart over the i rational subgroups, according to various combinations of size n of subgroup rational, standardized decision interval h* and the tolerance value k*. To study them, were simulated data from a random variable Y, under normal distribution with mean μ0 = 0 and standard deviation 1 s 0 = for a process under statistical control over 50 rational subgroups, for n between 1-16. To this end, 1000 simulations were performed by rational subgroup. Then four out of control processes have been set for the statistical average at all rational subgroup ( μ1 = μ0 +ds 0 ) in which d refers to the displacement of the average in numbers of standard deviations of the process. The probability of false alarm a decreases with the increase, increase and decrease of k*, h* and i respectively, while the probability of true alarm Pd has direct relation to n and i, and inverse relation to h* for the same pre-defined minimum difference between the means μ0 and μ1 considering the choice of k* as being half of that difference in number of standard deviations. Both probabilities of true and false alarms were obtained by the normal and lognormal 3P probability distributions adjusted to the random variable Z(i) + S (i −1)* H . In order to give a power greater than 0.90 and a equal or less than 0.05 or 0.01 were recommended to different combinations of k*, h*, i and n.
O presente trabalho teve por objetivo estimar as probabilidades dos alarmes falsos e verdadeiros provocados pelo gráfico de controle CUSUM tabular ao longo dos i subgrupos racionais, em função de diferentes combinações entre o tamanho n do subgrupo racional, o interval o de decisão padronizado h* e o valor de tolerância k*. Para estudá-los foram simulados dados de uma variável aleatória Y, sob distribuição normal com média μ0 = 0 e desvio-padrão 1 s 0 = para um processo sob controle estatístico para até 50 subgrupos racionais com até 16 repetições. Para tanto, foram realizadas 1000 simulações por subgrupo racional. Em seguida foram estabelecidos outros quatro processos fora de controle estatístico para a média em todos os subgrupos racionais ( μ1 = μ0 +ds 0 ), em que d se refere ao deslocamento da média em número de desvios-padrão do processo. A robabilidade do alarme falso (a ) diminui com os respectivos aumento, aumento e diminuição de k*, h* e i, enquanto a probabilidade do alarme verdadeiro (Pd) possui relação direta com n e i, e inversa com h* para uma mesma diferença mínima pré-definida entre as médias μ1 e μ0 e considerando-se a escolha de k* como sendo a metade desta em número de desvios-padrão. Ambas probabilidades dos alarmes falso e verdadeiro foram obtidas por meio das distribuições de probabilidade normal e lognormal 3P ajustadas à variável aleatória Z(i) + S (i −1) * H . Para conferir um Pd igual ou superior a 0,90 e a igual ou inferior a 0,05 ou 0,01 recomendou-se diferentes combinações de k*, h*, i e n.

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Li, Zihao. "Power Study on Testing Epidemic Alternatives." FIU Digital Commons, 2013. http://digitalcommons.fiu.edu/etd/820.

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Detecting change points in epidemic models has been studied by many scholars. Yao (1993) summarized five existing test statistics in the literature. Out of those test statistics, it was observed that the likelihood ratio statistic showed its standout power. However, all of the existing test statistics are based on an assumption that population variance is known, which is an unrealistic assumption in practice. To avoid assuming known population variance, a new test statistic for detecting epidemic models is studied in this thesis. The new test statistic is a parameter-free test statistic which is more powerful compared to the existing test statistics. Different sample sizes and lengths of epidemic durations are used for the power comparison purpose. Monte Carlo simulation is used to find the critical values of the new test statistic and to perform the power comparison. Based on the Monte Carlo simulation result, it can be concluded that the sample size and the length of the duration have some effect on the power of the tests. It can also be observed that the new test statistic studied in this thesis has higher power than the existing test statistics do in all of cases.

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Albarracin, Orlando Yesid Esparza. "Generalized autoregressive and moving average models: control charts, multicollinearity, and a new modified model." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-21112017-184544/.

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Recently, in the health surveillance area, control charts have been proposed to decide if the morbidity or mortality of a specific disease reached an epidemic level. This thesis is composed by 3 papers. In the first two papers, CUSUM and EWMA control charts were proposed to monitor count time series with seasonal and trend effects using the Generalized Autoregressive and Moving Average models (GARMA), instead of the independent Generalized Linear Model (GLM) as it is usually used in practice. Different statistics based on transformations, for variables that follow a Negative Binomial distribution, were used in these control charts. In the second paper, two new statistics were proposed based on the ratio of log-likelihood function. Different scenarios describing disease profiles were considered to evaluate the effect of omission of serial correlation in EWMA and CUSUM control charts. The performance of CUSUM and EWMA charts when the serial correlation is neglected in the regression model was measure in terms of average run length (ARL). In summary, when the autocorrelation is neglected, fitting a pure GLM instead of a GARMA model will lead to an increase of false alarms. However, no statistics among the tested ones seem to be robust, in a sense to produce the smallest increase of false alarms in all scenarios. In general, all monitored statistics presented a smaller ARL_0 for higher values of autocorrelation. \\\\ In the last paper, the GARMA models (p, q) with p and q simultaneously different from zero were studied since that two features were observed in practice. One is the multicollinearity, which may lead to a non-convergence of the maximum likelihood, using iteratively reweighted least squares. The second is the inclusion of the same lagged observations into the autoregressive and moving average components confounding the interpretation of the parameters. In a general sense, simulation studies show that the modified model provide estimators closer to the parameters and offer confidence intervals with higher coverage percentage than obtained with the GARMA model, but some restrictions in the parametric space are imposed to guarantee the stationarity of the process. Also, a real data analysis illustrate the GARMA-M fit for daily hospilatization rates of elderly people due to respiratory diseases from October 2012 to April 2015 in São Paulo city, Brazil.
Recentemente, no campo da saúde, gráficos de controle têm sido propostos para monitorar a morbidade ou a mortalidade decorrentes de doenças. Este trabalho está composto por três artigos. Nos dois primeiros artigos, gráficos de controle CUSUM e EWMA foram propostos para monitorar séries temporais de contagens com efeitos sazonais e de tendência usando os modelos Generalized autoregressive and moving average models (GARMA), em vez dos modelos lineares generalizados (GLM), como usualmente são utilizados na prática. Diferentes estatísticas baseadas em transformações, para variávies que seguem uma distribuição Binomial Negativa, foram usadas nestes gráficos de controle. No segundo artigo foram propostas duas novas estatísticas baseadas na razão da função de log-verossimilhança. Diferentes cenários que descrevem perfis de doenças foram considerados para avaliar o efeito da omissão da correlação serial nesses gráficos de controle. Este impacto foi medido em termos do Average Run Lenght (ARL). Notou-se que a negligência da correlação serial induz um aumento de falsos alarmes. Em geral, todas as estatísticas monitoradas apresentaram menores valores de ARL_0 para maiores valores de autocorrelação. No entanto, nenhuma estatística entre as consideradas mostrou ser mais robusta, no sentido de produzir o menor aumento de falsos alarmes nos cenários considerados. No último artigo, foram estudados os modelos GARMA (p, q) com p e q simultaneamente diferentes de zero, uma vez que duas características foram observadas na prática. A primeira é a presença de multicolinearidade, que induz à não-convergência do método de máxima verossimilhança usando mínimos quadrados ponderados reiterados. A segunda é a inclusão dos mesmos termos defasados nos componentes autorregressivos e de médias móveis. Um modelo modificado, GARMA-M, foi apresentado para lidar com a multicolinearidade e melhorar a interpretação dos parâmetros. Em sentido geral, estudos de simulação mostraram que o modelo modificado fornece estimativas mais próximas dos parâmetros e intervalos de confiança com uma cobertura percentual maior do que a obtida nos modelos GARMA. No entanto, algumas restrições no espaço paramétrico são impostas para garantir a estacionariedade do processo. Por último, uma análise de dados reais ilustra o ajuste do modelo GARMA-M para o número de internações diárias de idosos devido a doenças respiratórias de outubro de 2012 a abril de 2015 na cidade de São Paulo, Brasil.

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Urbieta, Pablo Cezar. "Gráficos CUSUM e EWMA para monitorar dados de contagem com distribuição binominal negativa." Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/3/3136/tde-30092016-143355/.

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Gráficos de controle têm sido amplamente utilizados na manufatura para melhoria de processos. Diversas abordagens tem sido propostas para melhorar o desempenho dos gráficos existentes na literatura. Além disso, o uso de gráficos de controle tem se estendido para outras áreas, tais como, economia, finanças, medicina, etc. O objetivo deste trabalho é comparar o gráfico CUSUM com o gráfico EWMA para monitoramento do número diário de internações hospitalares. Para tanto, utilizou-se uma série histórica de internações devido a doenças respiratórias para a população acima de 65 anos. Um modelo linear foi ajustado considerando que o número de internações segue uma distribuição Binomial Negativa. São simulados diversos cenários de mudança no número médio de internações e utilizando diferentes estatísticas baseadas em transformações, é feita uma comparação entre estes gráficos. Verifica-se que o gráfico EWMA com limite de controle assintótico possui desempenho muito similar ao gráfico CUSUM. Já o EWMA implementado com limite de controle exato apresenta melhor desempenho em relação ao gráfico CUSUM quando se atribui pesos menores aos dados atuais.
Control charts have been widely used for process improvement in manufacturing. In literature several approaches have been proposed to improve the current charts performance. In addition, the use of control charts has been extended to other areas such as economics, finance, medicine, and others. The objective of this study is to compare CUSUM control chart with EWMA control chart for monitoring daily number of hospital admissions. Using a historical hospitalizations series due to respiratory diseases for people over 65 years old, a Negative Binomial regression model is fitted. Several scenarios are simulated using different shifts in the mean and using different statistics based on transformations, in order to compare these charts. It is shown that EWMA control chart with asymptotic control limit has similar performance as CUSUM control chart. However, using smaller values for new observations the EWMA control chart with exact control limit has better performance than CUSUM control chart.

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Krishnamurthy, Balasubramanya. "A comparison of the relative efficiency of tracking signals in forecast control." Morgantown, W. Va. : [West Virginia University Libraries], 2006. https://eidr.wvu.edu/etd/documentdata.eTD?documentid=4942.

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Thesis (M.S.)--West Virginia University, 2006.
Title from document title page. Document formatted into pages; contains ix, 94 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 91-94).

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McCulloh, Ian Pignatiello Joseph J. "Generalized cumulative sum control charts." Generalized cumulative sum control charts, 2004. http://etd.lib.fsu.edu/theses/available/etd-04122004-131857.

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Thesis (M.S.)--Florida State University, 2004.
Advisor: Dr. Joseph J. Pignatiello, Jr., Florida State University, College of Engineering, Department of Industrial Engineering. Title and description from dissertation home page (viewed June 17, 2004). Includes bibliographical references.

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26

Yontay, Petek. "A Two-sided Cusum For First-order Integer-valued Autoregressive Processes Of Poisson Counts." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613385/index.pdf.

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Count data are often encountered in manufacturing and service industries due to ease of data collection. These counts can be useful in process monitoring to detect shifts of a process from an in-control state to various out-of-control states. It is usually assumed that the observations are independent and identically distributed. However, in practice, observations may be autocorrelated and this may adversely affect the performance of the control charts developed under the assumption of independence. In this thesis, the cumulative sum (CUSUM) control chart for monitoring autocorrelated processes of counts is investigated. To describe the autocorrelation structure of counts, a Poisson integer-valued autoregressive moving average model of order 1, Poisson INAR(1), is employed. Changes in the process mean in both positive and negative directions are taken into account while designing the CUSUM chart. A trivariate Markov Chain approach is utilized for evaluating the performance of the chart.

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Modarres-Mousavi, Shabnam. "Monitoring Markov Dependent Binary Observations with a Log-Likelihood Ratio Based CUSUM Control Chart." Diss., Virginia Tech, 2006. http://hdl.handle.net/10919/26235.

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Our objective is to monitor the changes in a proportion with correlated binary observations. All of the published work on this subject used the first-order Markov chain model for the data. Increasing the order of dependence above one by extending a standard Markov chain model entails an exponential increase of both the number of parameters and the dimension of the transition probability matrix. In this dissertation, we develop a particular Markov chain structure, the Multilevel Model (MLM), to model the correlation between binary data. The basic idea is to assign a lower probability to observing a 1 when all previous correlated observations are 0â s, and a higher probability to observing a 1 as the last observed 1 gets closer to the current observation. We refer to each of the distinct situations of observing a 1 as a â levelâ . For a given order of dependence, , at most different values of conditional probabilities of observing a 1 can be assigned. So the number of levels is always less than or equal to . Compared to a direct extension of the first-order Markov model to higher orders, our model is considerably parsimonious. The number of parameters for the MLM is only one plus the number of levels, and the transition probability matrix is . We construct a CUSUM control chart for monitoring a proportion with correlated binary observations. First, we use the probability structure of a first-order Markov chain to derive a log-likelihood ratio based CUSUM control statistic. Then, we model this CUSUM statistic itself as a Markov chain, which in turn allows for designing a control chart with specified statistical properties: the Markov Binary CUSUM (MBCUSUM) chart. We generalize the MBCUSUM to account for any order of dependence between binary observations through implying MLM to the data and to our CUSUM control statistic. We verify that the MBCUSUM has a better performance than a curtailed Shewhart chart. Also, we show that except for extremely large changes in the proportion (of interest) the MBCUSUM control chart detects the changes faster than the Bernoulli CUSUM control chart, which is designed for independent observations.
Ph. D.

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Nguyen, Trung Kien. "Conception et réalisation d’un système de gestion intelligente de la consommation électrique domestique." Thesis, Nice, 2015. http://www.theses.fr/2015NICE4127/document.

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NIALM (Non-Intrusive Load Monitoring) est une technologie innovante qui permet de suivre la consommation individuelle en énergie des différents appareils électriques dans un réseau électrique grâce à un seul point de mesure. Ainsi, l’installation et la maintenance du système est très simple. Cependant, le logiciel NIALM nécessite le développement d’algorithmes sophistiqués pour identifier la consommation de chaque appareil avec une bonne précision. Par conséquent, ces algorithmes complexes nécessitent une plate-forme d’exécution puissante et coûteuse. En réponse à ce problème, cette thèse propose un système NIALM innovant fonctionnant en temps réel et à faible coût. Ce système permet de dépasser certaines limites actuelles du NIALM grâce à une extraction d’informations supplémentaires sur les signatures électriques, une détection des transitions lentes et des appareils à multi-états grâce à deux nouvelles fonctions : un algorithme de détection d'événements CUSUM et une ventilation des sommes cumulées en se basant sur un algorithme génétique. La deuxième contribution importante est de proposer une méthodologie utilisant le modèle RPN (Reactive Process Network) pour développer le système NIALM dans un SoC (System on Chip) avec une accélération matérielle de type FPGA. Ce SoC permet ainsi l'exécution en parallèle dans le FPGA de processus de traitement de données avec des algorithmes complexes tout en satisfaisant les contraintes de temps. Les avantages de notre méthode sont : la capacité de développer une spécification exécutable, d’effectuer une exploration d'architecture, et d’obtenir rapidement un prototype du système NIALM à partir d’un même modèle applicatif
In comparison to conventional smart meters, NIALM (Non-Intrusive Load Monitoring) is an innovative technology because it can monitor power usage on individual appliances in an electrical network using only one sensing node. Thus, setting up and maintaining the system is very simple because of the few of hardware elements. In contrast, the software of NIALM is often very complex and there is still the need in developing more complex algorithms to classify appliances more accurately. These complex algorithms of NIALM require to run on a powerful and expensive hardware platform. In order to overcome this problem, the first contribution of this thesis is to propose a low cost real-time innovative NIALM system to solve some limits of NIALM design by extracting more electrical signatures, detecting slow transition and multi-state appliances, and energy disaggregation in real-time. This is possible by using two new algorithms: CUSUM event detection algorithm and disaggregation based on Genetic Algorithm. Similar to complex DSP systems, a NIALM system contains both event control processes and data streaming processes. The second important contribution of this research is to propose a methodology based on RPN model (Reactive Process Network) to develop a complex NIALM system in SoC with FPGA acceleration. Such SoC allows running data streaming processes with complex algorithms and hard timing constraints in parallel in FPGA while other processes can run in processors. The advantages of our methodology are the ability to develop an executable specification to proceed to architecture exploration, and prototype the NIALM system quickly using the same application model

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Dunbar, Martin Xavier. "Analysis and design of one- and two-sided CUSUM charts with known and estimated parameters." Click here to access thesis, 2007. http://www.georgiasouthern.edu/etd/archive/spring2007/martin_x_dunbar/Dunbar_Martin_X_200701_MS.pdf.

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Thesis (M.S.)--Georgia Southern University, 2007.
"A thesis submitted to the Graduate Faculty of Georgia Southern University in partial fulfillment of the requirements for the degree Master of Science." Under the direction of Charles W. Champ. ETD. Electronic version approved: May 2007. Includes appendices.

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Yi, Junsub. "Comparisons of Neural Networks, Shewhart ‾x, and CUSUM Control Charts Under the Condition of Nonnormality." Thesis, University of North Texas, 1997. https://digital.library.unt.edu/ark:/67531/metadc277797/.

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In this study, neural networks are developed under conditions of nonnormality as alternatives to standard control charts, and their performance is compared with those of standard ‾x and CUSUM control charts.

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Awasom, Nde-Asaa. "An analysis of the OPEC Reference Basket with regards to African Pricing and Spread to the WTI and Brent." Master's thesis, Faculty of Commerce, 2019. http://hdl.handle.net/11427/31406.

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This study aims at analysing how African oil benchmarks within the OPEC Reference Basket relative to the WTI and Brent benchmarks which are considered as global pricing benchmarks for the period starting from 1997-2008. The Nigerian Bonny Light and Algerian Saharan blend were the two benchmarks used for this study. A time series analysis was applied to the weekly price data series set and with the aid of a breakpoint unit root test and Cusum of Squared test to determine if there was a change in the persistence of the spread of each African benchmark relative to the global benchmarks. The results for from the unit root test indicated the presence of a structural break in the price spread in 2004 for the Bonny Light benchmark and in 2005 for the Saharan blend relative to both global benchmarks. The Cusum Squared test for the four benchmark pairings indicated a change in persistence of the price spreads. The null hypothesis was rejected for the alternative hypothesis of the price spread process having a relatively high persistence value after a while. The Cusum Test results showed a change in persistence for both African benchmarks relative to the WTI benchmark and no change in persistence relative to the Brent benchmark. The results of from the Time series analysis indicated the competitive nature of African benchmarks relative to global benchmarks and this could benefit exporting countries by virtue of setting up derivative markets. The derivative markets would allow for the trade of benchmark spreads, futures contracts, options and other financial instruments for African oil producers.

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Graham, Marien Alet. "Contributions to the theory and applications of univariate distribution-free Shewhart, CUSUM and EWMA control charts." Thesis, University of Pretoria, 2013. http://hdl.handle.net/2263/32971.

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Distribution-free (nonparametric) control charts can be useful to the quality practitioner when the underlying distribution is not known. The term nonparametric is not intended to imply that there are no parameters involved, in fact, quite the contrary. While the term distribution-free seems to be a better description of what we expect from these charts, that is, they remain valid for a large class of distributions, nonparametric is perhaps the term more often used. In the statistics literature there is now a rather vast collection of nonparametric tests and confidence intervals and these methods have been shown to perform well compared to their normal theory counterparts. Remarkably, even when the underlying distribution is normal, the efficiency of some nonparametric tests relative to the corresponding (optimal) normal theory methods can be as high as 0.955 (see e.g. Gibbons and Chakraborti (2010) page 218). For some other heavy-tailed and skewed distributions, the efficiency can be 1.0 or even higher. It may be argued that nonparametric methods will be ‘less efficient’ than their parametric counterparts when one has a complete knowledge of the process distribution for which that parametric method was specifically designed. However, the reality is that such information is seldom, if ever, available in practice. Thus it seems natural to develop and use nonparametric methods in statistical process control (SPC) and the quality practitioners will be well advised to have these techniques in their toolkits. In this thesis we only propose univariate nonparametric control charts designed to track the location of a continuous process since very few charts are available for monitoring the scale and simultaneously monitoring the location and scale of a process. Chapter 1 gives a brief introduction to SPC and provides background information regarding the research conducted in this thesis. This will aid in familiarizing the reader with concepts and terminology that are helpful to the following chapters. Details are given regarding the three main classes of control charts, namely the Shewhart chart, the cumulative sum (CUSUM) chart and the exponentially weighted moving average (EWMA) chart. We begin Chapter 2 with a literature overview of Shewhart-type Phase I control charts followed by the design and implementation of these charts. A nonparametric Shewhart-type Phase I control chart for monitoring the location of a continuous variable is proposed. The chart is based on the pooled median of the available Phase I samples and the charting statistics are the counts (number of observations) in each sample that are less than the pooled median. The derivations recognize that in Phase I the signalling events are dependent and that more than one comparison is © University of Pretoria v made against the same estimated limits simultaneously; this leads to working with the joint distribution of a set of dependant random variables. An exact expression for the false alarm probability is given in terms of the multivariate hypergeometric distribution and this is used to provide tables for the control limits. Some approximations are discussed in terms of the univariate hypergeometric and the normal distributions. In Chapter 3 Phase II control charts are introduced and considered for the case when the underlying parameters of the process distribution are known or specified. This is referred to as the ‘standard(s) known’ case and is denoted Case K. Two nonparametric Phase II control charts are considered in this chapter, with the first one being a nonparametric exponentially weighted moving average (NPEWMA)-type control chart based on the sign (SN) statistic. A Markov chain approach (see e.g. Fu and Lou (2003)) is used to determine the run-length distribution of the chart and some associated performance characteristics (such as the average, standard deviation, median and other percentiles). In order to aid practical implementation, tables are provided for the chart’s design parameters. An extensive simulation study shows that on the basis of minimal required assumptions, robustness of the in-control run-length distribution and out-of-control performance, the proposed NPEWMA-SN chart can be a strong contender in many applications where traditional parametric charts are currently used. Secondly, we consider the NPEWMA chart that was introduced by Amin and Searcy (1991) using the Wilcoxon signed-rank statistic (see e.g. Gibbons and Chakraborti (2010) page 195). This is called the nonparametric exponentially weighted moving average signed-rank (NPEWMA-SR) chart. In their article important questions remained unanswered regarding the practical implementation as well as the performance of this chart. In this thesis we address these issues with a more in-depth study of the NPEWMA-SR chart. A Markov chain approach is used to compute the run-length distribution and the associated performance characteristics. Detailed guidelines and recommendations for selecting the chart’s design parameters for practical implementation are provided along with illustrative examples. An extensive simulation study is done on the performance of the chart including a detailed comparison with a number of existing control charts. Results show that the NPEWMA-SR chart performs just as well as and in some cases better than the competitors. In Chapter 4 Phase II control charts are introduced and considered for the case when the underlying parameters of the process distribution are unknown and need to be estimated. This is referred to as the ‘standard(s) unknown’ case and is denoted Case U. Two nonparametric Phase II control charts are proposed in this chapter. They are a Phase II NPEWMA-type control chart and a nonparametric cumulative sum (NPCUSUM)-type control chart, based on the exceedance statistics, © University of Pretoria vi respectively, for detecting a shift in the location parameter of a continuous distribution. The exceedance statistics can be more efficient than rank-based methods when the underlying distribution is heavy-tailed and / or right-skewed, which may be the case in some applications, particularly with certain lifetime data. Moreover, exceedance statistics can save testing time and resources as they can be applied as soon as a certain order statistic of the reference sample is available. We also investigate the choice of the order statistics (percentile), from the reference (Phase I) sample that defines the exceedance statistic. It is observed that other choices, such as the third quartile, can play an important role in improving the performance of these exceedance charts. It is seen that these exceedance charts perform as well as and, in many cases, better than its competitors and thus can be a useful alternative chart in practice. Chapter 5 wraps up this thesis with a summary of the research carried out and offers concluding remarks concerning unanswered questions and / or future research opportunities. © University
Thesis (PhD)--University of Pretoria, 2013.
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Jin, Jiakun. "A Multivariate Data Stream Anomaly Detection Framework." Thesis, KTH, Skolan för elektro- och systemteknik (EES), 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-194202.

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High speed stream anomaly detection is an important technology used in many industry applications such as monitoring system health, detecting financial fraud, monitoring customer's unusual behavior and so on. In those scenarios multivariate data arrives in high speed, and needs to be calculated in real-time. Since solutions for high speed multivariate stream anomaly detection are still under development, the objective of this thesis is introducing a framework for testing different anomaly detection algorithms.Multivariate anomaly detection, usually includes two major steps: point anomaly detection and stream anomaly detection. Point anomaly detection is used to transfer multivariate feature data into anomaly score according to the recent stream of data. The stream anomaly detectors are used to detect stream anomalies based on the recent anomaly scores generated from previous point anomaly detector. This thesis presents a flexible framework that allows the easy integration and evaluation of different data sources, point and stream anomaly detection algorithms. To demonstrate the capabilities of the framework, we consider different scenarios with generators of artificial data, real industry data sets and time series data, point anomaly detectors of PYISC, SVM and LOF, stream anomaly detectors of DDM, CUSUM and FCWM. The evaluation results show that for point anomaly detectors, PYISC and LOF perform well when the distributions of features are known, SVM performs well even when the distributions of features are not known. For the stream anomaly detectors, DDM has some possibilities to get false anomaly detection, CUSUM has some possibilities to get failed when the stream anomalies increase slowly, while FCWM performs best with very low possibilities to get failed.
Höghastighet ström anomali detektion är en viktig teknik som används i många industriella tillämpningar såsom övervakningssystem för hälsa, upptäckande av ekonomiska bedrägerier, övervakning av kundernas ovanliga beteende och så vidare. I dessa scenarier kommer multivariat data i hög hastighet, och måste beräknas i realtid. Eftersom lösningar för höghastighet multivariat ström anomali detektion är fortfarande under utveckling, är syftet med denna avhandling att införa en ramverk för att testa olika anomali algoritmer. Multivariat anomali detektion har oftast två viktiga steg: att upptäcka punkt-avvikelser och att upptäcka ström-avvikelser. Punkt- anomali detektorer används för att överföra multivariat data i anomali poäng enligt den senaste tidens dataström. Ström anomali detektorer används för att detektera ström avvikelser baserade på den senaste tidens anomali poäng genererade från föregående punkt anomali detektoren. Denna avhandling presenterar ett flexibelt ramverk som möjlig gör enkel integration och utvärdering av olika datakällor, punkt och ström anomali detektorer. För att demonstrera ramverkets kapabiliteteter, betraktar vi olika scenarier med datageneratorer av konstgjorda data, verkliga industri data och tidsseriedata; punkt anomali detektorer PYISC, SVM och Löf, och ström anomali detektorer DDM, CUSUM och FCWM. Utvärderingsresultaten visar att för punkt anomali detektor har PYISC och LOF bra prestanda när datafördelningen är kända, men SVM fungerar bra även när fördelningarna inte är kända. För ström anomali detektor har DDM vissa sannolikhet att få falskt upptäcka avvikelser, och CUSUM vissa sannolikhet att misslycka när avvikelser ökar långsamt. FCWM fungerar bäst med mycket låga sannolikhet för misslyckande.

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Bergström, Christoffer, and Gunnar Höckerdal. "Model Based Diagnosis of the Intake ManifoldPressure on a Diesel Engine." Thesis, Linköping University, Vehicular Systems, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-20852.

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Stronger environmental awareness as well as actual and future legislations increase

the demands on diagnosis and supervision of any vehicle with a combustion engine.

Particularly this concerns heavy duty trucks, where it is common with long driving

distances and large engines. Model based diagnosis is an often used method in

these applications, since it does not require any hardware redundancy.

Undesired changes in the intake manifold pressure can cause increased emissions.

In this thesis a diagnosis system for supervision of the intake manifold

pressure is constructed and evaluated. The diagnosis system is based on a Mean

Value Engine Model (MVEM) of the intake manifold pressure in a diesel engine

with Exhaust Gas Recirculation (EGR) and Variable Geometry Turbine (VGT).

The observer-based residual generator is a comparison between the measured intake

manifold pressure and the observer based estimation of this pressure. The

generated residual is then post treated in the CUSUM algorithm based diagnosis

test.

When constructing the diagnosis system, robustness is an important aspect. To

achieve a robust system design, four different observer approaches are evaluated.

The four approaches are extended Kalman filter, high-gain, sliding mode and an

adaption of the open model. The conclusion of this evaluation is that a sliding

mode approach is the best alternative to get a robust diagnosis system in this

application. The CUSUM algorithm in the diagnosis test improves the properties

of the diagnosis system further.

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Chan, Beverley. "The Development of an Automated Method of Monitoring Surgeon Performance at an Academic Teaching Hospital." Thèse, Université d'Ottawa / University of Ottawa, 2014. http://hdl.handle.net/10393/30713.

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In this thesis, I chose to identify and evaluate different monitoring methods on surgeon specific outcomes in colorectal surgery. An initial literature search identified different methods that were applied to a cohort of colorectal patients operated on by general surgeons using an electronic hospital database. Surgeon specific complications were validated with a chart review. General surgeons at The Ottawa Hospital were surveyed on their opinions regarding monitoring outcomes. We can conclude that different methods may be needed as they are dependent heavily on specified target limits. With our derived cohort, we had adequate risk adjustment using a modified Escobar model for 30 day mortality and morbidity. These complications were derived from electronic algorithms and had excellent specificity and sensitivity. General surgeons at The Ottawa Hospital have different opinions regarding monitoring their outcomes and surgeon engagement is necessary to make monitoring fruitful for patients, public, hospital administration, and surgeons.

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Forcadell, Comes Erica. "Aplicación de las gráficas de control CUSUM en el análisis de los diversos componentes del síndrome metabólico." Doctoral thesis, Universitat Jaume I, 2021. http://dx.doi.org/10.6035/14112.2021.184023.

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El síndrome metabólico es una patología muy frecuente en nuestro medio que se relaciona de forma muy estrecha con el aumento del riesgo cardiovascular. El objetivo del trabajo fue identificar mediante gráficas CUSUM de riesgo ajustado los puntos de corte más discriminantes para estadificar los riesgos de aparición de eventos cardiovasculares (ECV), según los distintos componentes del síndrome metabólico y comprobar la relación entre los grupos de riesgo definidos por dichos puntos de corte con la aparición de eventos cardiovasculares. Los resultados desprenden que las gráficas CUSUM tienen una gran capacidad de predicción y discriminación pronóstica para la obtención de puntos de corte, capaces de diferenciar grupos de alto riesgo de ECV según los componentes del síndrome metabólico. Estos puntos de corte son capaces de crear subgrupos de riesgo para la aparición de ECV en los diversos componentes del síndrome metabólico.
Metabolic syndrome is a very common pathology in our environment that is closely related to increased cardiovascular risk. The project’s aim was to identify by adjusted risk CUSUM graphs the most discriminatory cut-off points to stage the risks of the occurrence of cardiovascular events (CVD), according to the different components of metabolic syndrome and check the relationship between the risk groups defined by those cut-off points with the occurrence of cardiovascular events. Results show that CUSUM plots have a great ability to predict and pronostic discrimination obtaining cut-off points, capable to differentiate high-risk groups of CVD by components of metabolic syndrome. These cut-off points are able to create subgroups of risk for the onset of CVD in the several components of metabolic syndrome.
Programa de Doctorat en Ciències Biomèdiques i Salut

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LAGRANGE, DOMINIQUE. "Estimation de la date et de l'amplitude d'une rupture conditionnellement a sa detection par une carte cusum." Paris, Institut national d'agronomie de Paris Grignon, 1997. http://www.theses.fr/1997INAP0045.

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Les cartes de controle sont des outils d'amelioration de la qualite des produits. Lorsque la carte de controle signale que le processus est hors-controle, cela signifie que le processus de production est deregle, cependant elle n'indique ni l'importance du dereglage ni quand il a commence. L'estimation de la date et de l'amplitude de la rupture revet donc un grand interet pratique : elle permet de savoir a partir de quand et de combien la production s'est deterioree et ainsi de prendre des decisions adequates. Le responsable de la qualite peut decider quelle partie de la production est suspecte, c'est a dire quelle partie a ete realisee dans des conditions de processus non standard. Au vu des proprietes d'optimalite asymptotique, nous nous sommes interesses au schema de surveillance de type cusum. Nous nous interessons a l'estimation de la date et de l'amplitude du dereglage sachant la detection d'une rupture par une carte cusum. Nous proposons deux methodes d'estimation de la date et de l'amplitude d'une rupture : la methode induite par la definition de la regle de decision cusum, et celle du maximum de vraisemblance. Nous etudions et comparons, pour ces deux methodes, les estimateurs de la date et de l'amplitude du dereglage apres qu'une carte cusum en ait detecte la presence. En posant l'hypothese de distribution gaussienne, nous comparons, par des simulations les estimateurs obtenus par les deux methodes en etudiant leur biais et leur ecart quadratique moyen. Nous determinons la distribution conditionnelle de l'estimateur cusum de la date du dereglage sachant sa detection par la carte cusum, ainsi que celle de l'estimateur de l'amplitude du dereglage, ainsi que leur marginale. Les densites de probabilite obtenues verifient des relations de recurrence qui se resolvent par des methodes numeriques. En posant l'hypothese de distribution gaussienne, nous obtenons de maniere theorique la distribution conditionnelle de l'estimateur du maximum de vraisemblance de la date du dereglage sachant sa detection par la carte cusum. Cependant, a cause de la complexite du domaine d'integration, nous avons eu recours a trois methodes d'integration numerique : la methode de monte-carlo, une variante de celle-ci, et une methode d'integration directe basee sur un maillage ; nous comparons ces methodes en etudiant leur vitesse de convergence. Compte tenu de la complexite des formules des distributions nous proposons une approche bayesienne empirique pour la construction de region hpd -credible de la date et de l'amplitude du dereglage et nous decrivons le logiciel que nous avons realise qui permet a un utilisateur de construire la region de confiance. Nous nous interessons ensuite au cas ou on dispose de plusieurs mesures simultanees sur le processus, il est interessant de tenir compte conjointement de toutes les informations. Nous proposons plusieurs strategies pour le faire et nous comparons leurs efficacites. Dans un dernier temps nous adaptons les resultats des distributions conditionnelles des estimateurs de la date et de l'amplitude d'une rupture dans le cas ou la carte de controle utilisee est une carte de type ewma ou ewma tronquee.

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Coelho, Leandro Callegari. "Utilização de modelos de suavização exponencial para previsão de demanda com gráficos de controle combinados Shewhart-CUSUM." Florianópolis, SC, 2008. http://repositorio.ufsc.br/xmlui/handle/123456789/91834.

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Dissertação (mestrado) - Universidade Federal de Santa Catarina, Centro Tecnológico. Programa de Pós-graduação em Engenharia de Produção
Made available in DSpace on 2012-10-24T02:58:05Z (GMT). No. of bitstreams: 1 259772.pdf: 1383734 bytes, checksum: 20f149085fb4123c86e833106265cf1b (MD5)
O correto dimensionamento de estoques é essencial para a conservação da competitividade empresarial no cenário em que o mercado se encontra atualmente. Tanto para evitar rupturas quanto para impedir que uma grande quantidade de produtos seja mantida em estoques, justifica-se a necessidade de antever a demanda, preparando-se com volumes adequados de estoques, uma vez que estas situações podem incorrer em elevados custos de operação. A modelagem desta demanda, através da análise de séries temporais, utilizando modelos de suavização exponencial que possibilitem gerar previsões da sua distribuição é um dos focos deste trabalho. No entanto, esta modelagem precisa ser acompanhada a fim de que suas previsões não se distanciem dos dados observados a cada período. Este acompanhamento se dá através de gráficos de controle combinados Shewhart-CUSUM, com limites de controle calculados por simulação para esta aplicação específica, sendo este o segundo foco desta dissertação. Esta dissertação mostra a utilização desta ferramenta como alarme para a necessidade de re-estimação do modelo de suavização exponencial bem como da estimação de suas componentes. Mostra-se, também, que esta proposta pode ser utilizada para o dimensionamento de capacidade de produção e para os casos de prestação de serviços, quando não é possível manter estoques daquilo a ser vendido. A metodologia sugerida é aplicada a três estudos de casos: (1) consumo industrial de energia elétrica no estado de Santa Catarina; (2) vendas de cortadores de cantos de gramados; (3) produção de gás pelo Canadá. Ao último deles, aplica-se o modelo de controle de estoques do jornaleiro, como descrito na literatura, tendo como entradas as previsões da distribuição de demanda geradas e como saída um valor ótimo do volume de estoques a ser mantido, segundo o modelo utilizado. Conclui-se que os modelos de suavização exponencial apresentados possuem boa acurácia para aplicação a séries temporais para efetuar a previsão da demanda e que os gráficos de controle combinados Sheshart-CUSUM cumprem o papel de verificar a aderência do modelo estimado aos dados reais. The correct sizing of inventory levels is essential for the maintenance of business competitiveness in the current market scenario. Either to prevent ruptures or to hinder keeping over inventories, the demand foreseeing justifies itself by allowing the use of adequate inventory levels, as both of these situations could incur into high operational costs. The modeling of this demand through time series analysis using exponential smoothing models is one of the objectives of this work, making it possible to forecast the demand distribution. However, there is a need to verify this modeling so that its forecasts do not differ significantly from the data observed in each period. The monitoring is done using combined Shewhart-CUSUM control charts, with control limits calculated by simulation for this specific application, being that another objective of this study. This thesis shows the utilization of this tool to act as an alarm for the need of re-estimation of the exponential smoothing model and its components. It is also revealed that this proposal can be used for dimensioning the production capacity, of services providers, in the cases when it is not possible to keep inventories of the items being sold. The suggested methodology is applied into three cases: (1) industrial electric energy consumption in the state of Santa Catarina; (2) sales of lawn cutters; (3) Canadian gas production. In the last case, it is applied the newsboy inventory control model, as described in literature, having as inputs the demand distribution forecasts and as outputs an optimal value of the inventory level to be hold. The conclusions point that the presented exponential smoothing models can be accurately applied to time series to demand forecasting and that the combined Shewhart-CUSUM control charts fulfill the role of verifying the adhesion of the model esteem to the real data.

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Andersson, Kim. "Pressure Monitoring and Fault Detection of an Anti-g Protection System." Thesis, Linköping University, Department of Electrical Engineering, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-56289.

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When flying a fighter aircraft such as the JAS 39 Gripen, the pilot is exposed to high g-loads. In order to prevent the draining of blood from the brain during this stress an anti-g protection system is used. The system consists of a pair of trousers, called the anti-g trousers, with inflatable bladders. The bladders are filled with air, pressing tightly on to the legs in order to prevent the blood from leaving the upper part of the body.

The purpose of this thesis is to detect if the pressure of the anti-g trousers is deviating from the desired value. This is done by developing a detection algorithm which gives two kinds of alarm. One is given during minor deviations using a CUSUM test, and one is given at grave deviations, based on different conditions including residual, derivative and time. The thresholds, in which between the pressure should lie in a faultless system, are calculated from the g-load value. The thresholds are based upon given static guidelines for the pressure tolerance area and are modified in order to adapt to the estimated dynamics of the system.

The values of the input signals, pressure and g-load, were taken from real flight sessions. The validation has been performed using both faultless and faulty flight sequences, with low false alarm rate and no missed detections. All together the detection system is considered to work well.

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Tengborg, Sebastian, and Joakim Widén. "Prognostisering av försäkringsärenden : Hur brytpunktsdetektion och effekter av historiska lag– och villkorsförändringar kan användas i utvecklingen av prognosarbete." Thesis, Linköpings universitet, Statistik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-96377.

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I denna rapport presenteras ett tillvägagångssätt för att hitta och datera brytpunkter i tidsserier. En brytpunkt definieras av det datum då det skett en stor nivåförändring i tidsserien. Det presenteras även en strategi för att skatta effekten av daterade brytpunkter. Genom att analysera tidsserier över AFA Försäkrings ärendeinflöde visar det sig att brytpunkter i tidsserien sammanfaller med exogena händelser som kan ha orsakat dessa brytpunkter, till exempel villkors- eller lagförändringar inom försäkringsbranschen. Rapporten visar att det genom ett metodiskt angreppssätt går att skatta effekten av en exogen händelse. Dessa skattade effekter kan användas vid framtida prognoser då en liknande förändring förväntas inträffa. Dessutom skapas prognoser över ärendeinflödet två år framåt med olika tidsseriemodeller.

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Jokinen, Jeremy D. "Determination of Change in Online Monitoring of Longitudinal Data: An Evaluation of Methodologies." Ohio University / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1440499260.

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Calsina, Juscafresa Laura. "Aplicabilitat de les corbes cusum en el control de qualitat i en l’avaluació d’efectes d’aprenentatge en cirurgia endovascular." Doctoral thesis, Universitat Autònoma de Barcelona, 2015. http://hdl.handle.net/10803/317967.

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El control de qualitat terapèutica i el monitoratge de l’efecte d’aprenentatge constitueixen dues responsabilitats ineludibles durant l’adquisició i manteniment de noves modalitats terapèutiques. Les corbes CUSUM han estat utilitzades amb èxit per aquests dos propòsits. L’objectiu d’aquest estudi va ser avaluar la qualitat terapèutica i l’efecte d’aprenentatge a partir de les corbes CUSUM, associats a la introducció i desenvolupament de procediments endovasculars amb intenció de tractar en els territoris aorto-ilíac, fèmoro-popliti i renal, així com l’avaluació de l’eficàcia i seguretat dels procediments endovasculars diagnòstics i terapèutics realitzats a través d’un abordatge transhumeral. MATERIAL I MÈTODES: En primer lloc, pacients consecutius afectes d’arteriopatia obliterant aorto-ilíaca, fémoro-poplítia o renal amb indicació terapèutica endovascular, tractats per cirurgians vasculars a l’Hospital del Mar de Barcelona entre els anys 2003 i 2009, sobre els quals es varen registrar com a indicadors de qualitat la iatrogènia, la no consecució tècnica i el fracàs tècnic durant el primer mes. En segon lloc, pacients consecutius en els quals es van realitzar procediments endovasculars per punció humeral, tractats per cirurgians vasculars a l’Hospital del Mar entre els anys 2003 i 2010, sobre els quals es varen registrar com a indicadors de qualitat les complicacions aparegudes durant els procediments. Es van traslladar les dades a corbes CUSUM ajustades per la morbilitat mitja publicada per cada territori i pels abordatges humerals i les inflexions ascendents de les gràfiques varen ser avaluades posteriorment mitjançant subanàlisis per cada indicador de qualitat i proves Chi quadrat. RESULTATS: Durant el període 2003-2009 es van tractar 553 pacients, dels quals, 131 (23,7%) presentaven malaltia oclusiva aorto-ilíaca, 142 (25,7%) fémoro-poplítia i 128 (23,1%) renal. Es van practicar, respectivament, 3 PTA (angioplàstia transluminal percutània) simples i 117 PTA + stent; 8 PTA simples i 119 PTA + stent i 19 PTA simples i 109 PTA + stent. Els percentatges associats a iatrogènia varen ser 14,5%, 9,2% i 1,6%, de no consecució tècnica 6,9%, 10,6% i 1,6%, i de fracàs tècnic durant el primer mes 0,8%, 4,9% i 2,3%, respectivament. Les corbes CUSUM d’angioplàstia ilíaca varen mostrar dues inflexions ascendents a l’inici i al final del període, condicionades en ambdós casos per iatrogènia (p=0,034) i l’última, a més, per no consecució tècnica (p=0,033). Les corbes CUSUM d’angioplàstia fémoro-poplítia varen mostrar una inflexió ascendent progressiva en tot el període analitzat, atribuïble inicialment a iatrogènia i posteriorment a no consecució tècnica (p=0,05). Les corbes CUSUM d’angioplàstia renal no varen mostrar cap inflexió ascendent al llarg de tot el període. Pel que fa als procediments realitzats via transhumeral, tots excepte un cas van poder ser duts a terme d’acord amb la seva intenció inicial. La taxa global de complicacions va ser d’un 5,5% (5 pseudoaneurismes (2,1%), 4 accidents isquèmics transitoris (1,7%), 3 trombosis d’artèria humeral (1,3%) i 1 tamponament cardíac (0,4%)). En 4 d’aquests pacients va ser necessària una reparació quirúrgica oberta (30,8%). No es van observar diferències estadísticament significatives en relació a edat o sexe del pacient. Les corbes CUSUM creades per un risc teòric del 2% van mostrar 2 inflexions positives estadísticament significatives: una a la fase inicial de la sèrie associada a procediments diagnòstics (p=0,043) i una segona a la fase final de la sèrie associada a procediments terapèutics (p=0,018). CONCLUSIÓ: Les corbes CUSUM constitueixen un excel·lent sistema d’avaluació de la qualitat terapèutica que s’ofereix als nostres pacients en la introducció i desenvolupament de tècniques endovasculars. Els subanàlisis per a cada indicador de qualitat permeten identificar les causes atribuïbles a cada inflexió ascendent
Quality of care and learning effect surveillance are two unavoidable responsibilities during acquirement and maintenance of new therapeutic techniques. CUSUM curves methodology have been successfully used for these two purposes. The aim of this study was to evaluate, applying CUSUM curves, the quality of care and the learning effect, associated with the introduction and development of intention to treat endovascular procedures in aorto-iliac, femoropopliteal and renal artery occlusive disease, as well as evaluating, the efficacy and safety of the endovascular diagnostic and therapeutic procedures performed through a brachial approach. MATERIAL AND METHODS: Firstly, consecutive patients with aorto-iliac, femoropopliteal or renal artery occlusive disease with endovascular therapeutic indication, treated by vascular surgeons in the Hospital del Mar of Barcelona between 2003 and 2009, of those were registered, as quality indicators, inability to cross the lesion, peri- and post-procedural complications and significant residual stenosis or occlusion at 1 month. Secondly, consecutive patients in which endovascular procedures through a brachial approach were performed, treated by vascular surgeons in the Hospital del Mar of Barcelona between 2003 and 2010, of those were registered, as quality indicators, all procedural complications. Data collected were transferred to adjusted CUSUM curves according to the average published morbidity given for each arterial territory and for brachial approach. Graphic ascending inflections were later evaluated with sub analysis for each quality indicator and Chi test. RESULTS: Between 2003-2009, 553 consecutive patients, scheduled for endovascular intervention of aorto-iliac (n = 131, 23.7%), femoropopliteal (n = 142, 25.7%) and renal artery (n = 128, 23.1%) occlusive disease were treated. 3 PTA (percutaneous transluminal angioplasty) and 117 PTA + stent; 8 PTA and 119 PTA + stent and 109 PTA + stent, were respectively performed. The percentages associated with peri- and post-procedural complications were 14.5%, 9.2% and 1.6%; failure to cross the lesion, 6.9%, 10.6% and 1.6%; and significant residual stenosis or occlusion at 1 month, 0.8%, 4.9% and 2.3%, respectively. Aorto-iliac CUSUM curve showed two upward inflections at the beginning and the end of the period, both associated with peri- and post-procedural complications (p = 0.034) and the last one also due to failure to cross the lesion (p = 0.033). Femoro-popliteal CUSUM curve moved progressively upward during all the period, initially related to peri- and post-procedural complications and later to failure to cross the lesion (p = 0.005). Renal CUSUM curve didn't show any upward inflection during the analysed period. When it comes to the procedures performed via brachial approach, all but one procedure were completed according to their scheduled intention. The overall complication rate was 5.5% (5 pseudoaneurysms (2.1%), 4 transient ischemic attack (1.7%), 3 brachial artery thromboses (1.3%) and 1 cardiac tamponade (0.4%). Surgical intervention was required in four of these patients (30.8%). No significant differences were observed according to age or sex. CUSUM curves created at a 2% theoretical risk showed two statistically significant upward inflections: one early in the series associated with diagnostic procedures (p=0.043) and another at the end of the study related to therapeutic interventions (p=0.018). CONCLUSION: CUSUM curves constitute an excellent tool for evaluating the quality of care provided to our patients during the introduction and development of endovascular techniques. Quality indicator sub analysis allows us to identify the causes attributable to every upward inflection of the curve.

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43

Wetherington, Les O. "Evaluation of CUSUM and EWMA control charts to detect changes in underlying demand trends of naval aviation spares." Thesis, Monterey, California. Naval Postgraduate School, 2010. http://hdl.handle.net/10945/5177.

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The Navy must keep aircraft in a high state of readiness around the globe requiring spare parts to be available when and where needed. Managers need to know when changes in demand patterns are occurring far enough in advance to ensure continued availability of needed spare parts. This thesis presents an evaluation of two techniques using widely available software operating in a Windows environment to determine if changes are occurring in underlying demand patterns. These techniques are Cumulative Sum Control Charting and Exponentially Weighted Moving Average Control Charting. The use of the techniques was validated using a computer generated data set with known variation characteristics, and related processes were developed. After validation, the techniques were applied to four actual data sets with demand information from Navy aircraft. Both techniques proved effective with Cumulative Sum Charting providing slightly earlier alarms, and Exponentially Weighted Moving Averages being easier to use. Use of these techniques could allow detection of changes in time to mitigate the negative effects of the change and could be applied to a very wide range of processes. For the Navy, the widespread use of these techniques could lead to more aircraft being available for combat missions.

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44

Afonso, Ricardo Filipe da Costa. "Determinação de parâmetros da carta de controlo CUSUM-ln(S2) através de ferramenta computacional de suporte ao controlo estatístico." Master's thesis, Faculdade de Ciências e Tecnologia, 2012. http://hdl.handle.net/10362/8164.

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção de grau de Mestre em Engenharia e Gestão Industrial
No contexto actual da indústria, as cartas de controlo são ferramentas extremamente úteis e relevantes no suporte ao Controlo Estatístico de determinado processo produtivo, disponibilizando uma conjunto de informação fiável para a análise fundamentada do mesmo. Através da escolha criteriosa de diversos parâmetros inerentes às cartas de controlo disponibilizados numericamente através de tabelas e respectiva monitorização, é possível detectar, com elevados níveis de fiabilidade, eventuais alterações nos parâmetros do processo que se encontram sob estudo. Considerando processos nos quais se pretende aferir da variabilidade da dispersão, e tendo por base a carta de controlo CUSUM-ln(S2), existem tabelas de resultados disponíveis para consulta de parâmetros relevantes no âmbito da mesma. No entanto estas tabelas normalmente contêm apenas um conjunto limitado de dados relativos a situações mais comuns de ocorrer em contexto de produção. Deste modo sempre que é necessário abranger outros casos menos comuns, mas igualmente importantes, estas ferramentas de análise tornam-se omissas, pois não contemplam uma elevada gama de casos. É igualmente importante referir que não são disponibilizados os ábacos referentes às tabelas numéricas. Para além disso não existe, tanto quanto se sabe, uma ferramenta que permita a geração de resultados para a carta de controlo CUSUM-ln(S2) em forma de tabela e ábacos para diferentes casos. Nesse sentido, este trabalho visa dar resposta a estas lacunas, propondo uma abordagem de simulação alternativa sob a forma de uma Ferramenta Computacional de Suporte ao Controlo Estatístico (FCSCE), desenvolvida em ambiente Matlab e de acordo com um procedimento sequencial, para a obtenção dos diversos parâmetros relativos à carta de controlo CUSUMln( S2) considerando diversos cenários possíveis de serem estudados. Espera-se que esta ferramenta computacional represente um contributo relevante para todos aqueles que utilizam frequentemente técnicas de controlo estatístico de processos.

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45

Šváchová, Mariana. "Určování způsobilosti a stability vybraného technického procesu." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2020. http://www.nusl.cz/ntk/nusl-417798.

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This diploma thesis deals with the evaluation of the capability of a specific production process. The theoretical part of the work contains a description of statistical process control, types of control charts and evaluation of process capability. The practical part is focused on evaluating the capability of a specific process. The method of dataset collection is described at first, then this data are analyzed and the capability of this process is evaluated.

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46

Osei, Solomon. "Multi-agent-based DDoS detection on big data systems." Thesis, Loughborough University, 2018. https://dspace.lboro.ac.uk/2134/36312.

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The Hadoop framework has become the most deployed platform for processing Big Data. Despite its advantages, Hadoop s infrastructure is still deployed within the secured network perimeter because the framework lacks adequate inherent security mechanisms against various security threats. However, this approach is not sufficient for providing adequate security layer against attacks such as Distributed Denial of Service. Furthermore, current work to secure Hadoop s infrastructure against DDoS attacks is unable to provide a distributed node-level detection mechanism. This thesis presents a software agent-based framework that allows distributed, real-time intelligent monitoring and detection of DDoS attack at Hadoop s node-level. The agent s cognitive system is ingrained with cumulative sum statistical technique to analyse network utilisation and average server load and detect attacks from these measurements. The framework is a multi-agent architecture with transducer agents that interface with each Hadoop node to provide real-time detection mechanism. Moreover, the agents contextualise their beliefs by training themselves with the contextual information of each node and monitor the activities of the node to differentiate between normal and anomalous behaviours. In the experiments, the framework was exposed to TCP SYN and UDP flooding attacks during a legitimate MapReduce job on the Hadoop testbed. The experimental results were evaluated regarding performance metrics such as false-positive ratio, false-negative ratio and response time to attack. The results show that UDP and TCP SYN flooding attacks can be detected and confirmed on multiple nodes in nineteen seconds with 5.56% false-positive ration, 7.70% false-negative ratio and 91.5% success rate of detection. The results represent an improvement compared to the state-of the-art.

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47

Антіфєєв, Тимофій Ілліч. "Статистичне оцінювання розладнання технологічного процесу." Master's thesis, КПІ ім. Ігоря Сікорського, 2019. https://ela.kpi.ua/handle/123456789/30776.

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Система статистичного оцінювання розладнання технологічного процесу дозволяє визначати відхилення від норми під час виробничого процесу на будь-якому етапі. Проста у використанні, легка у конфігурації. Поставляється у вигляді друкованої плати невеликого розміру з фіксованою кількістю входів та виходів. Дозволяє виявляти розладнання на 25%* відсотків швидше за свої аналоги.

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48

Olteanu, Denisa Anca. "Cumulative Sum Control Charts for Censored Reliability Data." Diss., Virginia Tech, 2010. http://hdl.handle.net/10919/26665.

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Companies routinely perform life tests for their products. Typically, these tests involve running a set of products until the units fail. Most often, the data are censored according to different censoring schemes, depending on the particulars of the test. On occasion, tests are stopped at a predetermined time and the units that are yet to fail are suspended. In other instances, the data are collected through periodic inspection and only upper and lower bounds on the lifetimes are recorded. Reliability professionals use a number of non-normal distributions to model the resulting lifetime data with the Weibull distribution being the most frequently used. If one is interested in monitoring the quality and reliability characteristics of such processes, one needs to account for the challenges imposed by the nature of the data. We propose likelihood ratio based cumulative sum (CUSUM) control charts for censored lifetime data with non-normal distributions. We illustrate the development and implementation of the charts, and we evaluate their properties through simulation studies. We address the problem of interval censoring, and we construct a CUSUM chart for censored ordered categorical data, which we illustrate by a case study at Becton Dickinson (BD). We also address the problem of monitoring both of the parameters of the Weibull distribution for processes with right-censored data.
Ph. D.

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49

Hughes, Christopher Scott. "Variable Sampling Rate Control Charts for Monitoring Process Variance." Diss., Virginia Tech, 1999. http://hdl.handle.net/10919/37643.

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Industrial processes are subject to changes that can adversely affect product quality. A change in the process that increases the variability of the output of the process causes the output to be less uniform and increases the probability that individual items will not meet specifications. Statistical control charts for monitoring process variance can be used to detect an increase in the variability of the output of a process so that the situation can be repaired and product uniformity restored. Control charts that increase the sampling rate when there is evidence the variance has changed gather information more quickly and detect changes in the variance more quickly (on average) than fixed sampling rate procedures. Several variable sampling rate procedures for detecting increases in the process variance will be developed and compared with fixed sampling rate methods. A control chart for the variance is usually used with a separate control chart for the mean so that changes in the average level of the process and the variability of the process can both be detected. A simple method for applying variable sampling rate techniques to dual monitoring of mean and variance will be developed. This control chart procedure increases the sampling rate when there is evidence the mean or variance has changed so that changes in either parameter that will negatively impact product quality will be detected quickly.
Ph. D.

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50

Euflausino, Waleska Cristina. "Monitoramento da sobreviv?ncia de portadores de c?ncer de boca e orofaringe no RN via gr?fico Rast Cusum." PROGRAMA DE P?S-GRADUA??O EM ENGENHARIA DE PRODU??O, 2016. https://repositorio.ufrn.br/jspui/handle/123456789/24843.

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T?cnicas de controle estat?stico de processos (CEP), comumente usadas em problemas industriais, podem tamb?m ser aplicadas na ?rea da sa?de, tendo em vista que a qualidade em procedimentos m?dicos faz parte integrante do dia a dia nas estruturas hospitalares. Contudo, neste caso, a popula??o em estudo n?o pode ser considerada homog?nea como mercadorias em uma linha de produ??o. A aplica??o do CEP na ?rea de sa?de precisa admitir a exist?ncia de heterogeneidade, levando em considera??o caracter?sticas particulares de cada paciente como, por exemplo, sexo, idade, al?m de medidas que reflitam as condi??es gerais de sa?de. Neste sentido, alguns autores prop?em o monitoramento do tempo de sobreviv?ncia de pacientes, atrav?s de um gr?fico de controle de Somas Acumuladas - CUSUM (Cumulative Sum), ajustado para incorporar o risco de cada indiv?duo por meio de um modelo param?trico de regress?o. Este gr?fico ? chamado pelos autores de Gr?fico de Controle CUSUM Ajustado ao Risco (RAST CUSUM), e os resultados te?ricos foram desenvolvidos para monitorar tempos at? a ocorr?ncia de um evento, mesmo quando estes est?o sujeito a informa??es incompletas (censura ? direita), atrav?s do modelo Weibull, muito comum na modelagem de dados de sobreviv?ncia. Neste trabalho o gr?fico RAST CUSUM Weibull foi empregado com o objetivo geral de monitorar, em um estudo retrospectivo, os tempos de sobreviv?ncia dos pacientes diagnosticados com c?ncer de boca e orofaringe da Liga Norte Riograndense Contra o C?ncer no per?odo de 2001 a 2013. Os dados deste trabalho s?o oriundos da base de dados da Liga sendo registradas al?m das datas do diagn?stico e da ?ltima consulta na institui??o, caracter?sticas s?cio demogr?ficas e cl?nicas dos pacientes, consideradas como potenciais fatores de risco para redu??o no tempo m?dio de sobreviv?ncia desses indiv?duos. Como resultado do monitoramento, que levou em considera??o os fatores localiza??o e tamanho do tumor, tipo do primeiro tratamento adotado e hist?rico familiar, foi detectado um aumento de 20 % no tempo m?dio de sobreviv?ncia dos pacientes a partir do ano 2005.
Statistical process control techniques are commonly used in industrials problems and can also be applied in the health area, since quality in medical procedures are an integral part of day-to-day hospital structures. However, in this case, the population can not be regarded as homogeneous as goods in a production line. The application of the CEP in the health area must admit the existence of heterogeneity, taking into account particular characteristics of each patient with, for example, gender, age, and measures that reflect the general health conditions. In this sense, some authors propose monitoring survival time of patients, through a CUSUM (Cumulative Sum) chart, adjusted to incorporate the risk of each individual by a parametric regression model. This chart is called by the authors of RAST CUSUM, and the theoretical results were developed to monitor times until the occurrence of an event, even when they are subject to incomplete information (right censoring), considering for that the Weibull model, which is very used to model survival data. In this work the RAST CUSUM Weibull graph was used in a retrospective study, to monitoring the survival of patients with oral and oropharyngeal cancer, treated on the Northern Riograndense League of the c?ncer, from 2001 to 2013. The data of this work come from the data base of the hospital being registered beyond the dates of diagnosis and last visit to the institution, socio-demographic characteristics and clinics of patients, considered as potential risk factors for mean survival time of these individuals. As a result of the monitoring that considered the location and size of the tumor, type of the first treatment adopted and family history as risk factors, an increase of 20% in the mean survival time of the patients from 2005 was detected.

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Dissertations / Theses on the topic 'Cusum'

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