A review and comparison of likelihood-based charting methods

Kwok Leung Tsui; Sung Won Han; Wei Jiang; William H. Woodall

doi:10.1080/0740817X.2011.582476

A review and comparison of likelihood-based charting methods

Kwok Leung Tsui, Sung Won Han, Wei Jiang, William H. Woodall

Research output: Contribution to journal › Review article › peer-review

20 Citations (Scopus)

Abstract

This article presents a review of two popular methods for temporal surveillance and proposes a general framework for spatial and spatiotemporal surveillance based on likelihood ratio statistics. It is shown that the cumulative sum and Shiryayev-Roberts statistics are special cases under such a general framework. The efficiencies of some surveillance methods are compared for the detection of clusters of high incidence rates in spatial and spatiotemporal applications using both Monte Carlo simulations and a real example.

Original language	English
Pages (from-to)	724-743
Number of pages	20
Journal	IIE Transactions (Institute of Industrial Engineers)
Volume	44
Issue number	9
DOIs	https://doi.org/10.1080/0740817X.2011.582476
Publication status	Published - 2012 Sep 1
Externally published	Yes

Keywords

Change-point detection
Shiryayev-Roberts methods
cumulative sum chart
detection delay
scan statistics
spatial clusters

ASJC Scopus subject areas

Industrial and Manufacturing Engineering

Access to Document

10.1080/0740817X.2011.582476

Fingerprint Dive into the research topics of 'A review and comparison of likelihood-based charting methods'. Together they form a unique fingerprint.

Cite this

@article{40dae8f567df49498f170dce4d986791,

title = "A review and comparison of likelihood-based charting methods",

abstract = "This article presents a review of two popular methods for temporal surveillance and proposes a general framework for spatial and spatiotemporal surveillance based on likelihood ratio statistics. It is shown that the cumulative sum and Shiryayev-Roberts statistics are special cases under such a general framework. The efficiencies of some surveillance methods are compared for the detection of clusters of high incidence rates in spatial and spatiotemporal applications using both Monte Carlo simulations and a real example.",

keywords = "Change-point detection, Shiryayev-Roberts methods, cumulative sum chart, detection delay, scan statistics, spatial clusters",

author = "Tsui, {Kwok Leung} and Han, {Sung Won} and Wei Jiang and Woodall, {William H.}",

year = "2012",

month = sep,

day = "1",

doi = "10.1080/0740817X.2011.582476",

language = "English",

volume = "44",

pages = "724--743",

journal = "IISE Transactions",

issn = "2472-5854",

publisher = "Taylor and Francis Ltd.",

number = "9",

}

TY - JOUR

T1 - A review and comparison of likelihood-based charting methods

AU - Tsui, Kwok Leung

AU - Han, Sung Won

AU - Jiang, Wei

AU - Woodall, William H.

PY - 2012/9/1

Y1 - 2012/9/1

N2 - This article presents a review of two popular methods for temporal surveillance and proposes a general framework for spatial and spatiotemporal surveillance based on likelihood ratio statistics. It is shown that the cumulative sum and Shiryayev-Roberts statistics are special cases under such a general framework. The efficiencies of some surveillance methods are compared for the detection of clusters of high incidence rates in spatial and spatiotemporal applications using both Monte Carlo simulations and a real example.

AB - This article presents a review of two popular methods for temporal surveillance and proposes a general framework for spatial and spatiotemporal surveillance based on likelihood ratio statistics. It is shown that the cumulative sum and Shiryayev-Roberts statistics are special cases under such a general framework. The efficiencies of some surveillance methods are compared for the detection of clusters of high incidence rates in spatial and spatiotemporal applications using both Monte Carlo simulations and a real example.

KW - Change-point detection

KW - Shiryayev-Roberts methods

KW - cumulative sum chart

KW - detection delay

KW - scan statistics

KW - spatial clusters

UR - http://www.scopus.com/inward/record.url?scp=84862876511&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84862876511&partnerID=8YFLogxK

U2 - 10.1080/0740817X.2011.582476

DO - 10.1080/0740817X.2011.582476

M3 - Review article

AN - SCOPUS:84862876511

VL - 44

SP - 724

EP - 743

JO - IISE Transactions

JF - IISE Transactions

SN - 2472-5854

IS - 9

ER -