A review and comparison of likelihood-based charting methods

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

Research output: Contribution to journalReview article

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 languageEnglish
Pages (from-to)724-743
Number of pages20
JournalIIE Transactions (Institute of Industrial Engineers)
Volume44
Issue number9
DOIs
Publication statusPublished - 2012 Sep 1
Externally publishedYes

Keywords

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

ASJC Scopus subject areas

  • Industrial and Manufacturing Engineering

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