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시공간 탐지 정확성을 고려한 다변량 누적합 관리도의 비교Comparison of Multivariate CUSUM Charts Based on Identification Accuracy for Spatio-temporal Surveillance

Other Titles
Comparison of Multivariate CUSUM Charts Based on Identification Accuracy for Spatio-temporal Surveillance
Authors
이미림
Issue Date
2015
Publisher
한국품질경영학회
Keywords
Spatio-temporal Surveillance; Multivariate CUSUM Control Chart; Performance Measure; Average Run Length; Identification Accuracy
Citation
품질경영학회지, v.43, no.4, pp.521 - 532
Journal Title
품질경영학회지
Volume
43
Number
4
Start Page
521
End Page
532
URI
https://scholarworks.bwise.kr/hongik/handle/2020.sw.hongik/10498
DOI
10.7469/JKSQM.2015.43.4.521
ISSN
1229-1889
Abstract
Purpose: The purpose of this study is to compare two multivariate cumulative sum (MCUSUM) charts designed for spatio-temporal surveillance in terms of not only temporal detection performance but also spatial detection performance. Method: Experiments under various configurations are designed and performed to test two CUSUM charts, namely SMCUSUM and RMCUSUM. In addition to average run length(ARL), two measures of spatial identification accuracy are reported and compared. Results: The RMCUSUM chart provides higher level of spatial identification accuracy while two charts show comparable performance in terms of ARL. Conclusion: The RMCUSUM chart has more flexibility, robustness, and spatial identification accuracy when compared to those of the SMCUSUM chart. We recommend to use the RMCUSUM chart if control limit calibration is not an urgent task.
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