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On Steady-State Performance Characteristics of Control Charts -Meaning and Numerics
Professor Sven Knoth
Helmut Schmidt University Hamburg, Germany
Wednesday 06 December 2017, 03:00pm - 04:00pm
S-16-06-118, DSAP Seminar Room

At first sight, the defination of a reasonable steady-state measure of control chart detection performance seems to be both straightforward and well established.  Classical results are provided by Darroch and Seneta (1965), Roberts (1966), Taylor (1968) and Crosier (1986).  Moreover, there are some relationships to change point detection delay measures introduced in Pollak and Siegmund (1975) and Pollak (1985), and more recently in Pollak and Tartakovsky (2009).  Here, we want to illustrate how careless severtal steady-state measures are used within SPC literature.  Moreover, some useful integral equations (most of them are known) are provided and numerically solved.  several control chart types such as CUSUM, EWMA, Shiryaev- Roberts and synthetic charts are covered.