问在R中实现CUSUM的数学公式中的错误EN许多 R 的新用户在金融、市场、商业分析等领域有丰富的行业经验...
From "cumulative sum"; a method which is employed for examining if there is a drift in the results in long term trials or laboratory results; for each measurement during the trial the difference is calculated between this figure and the initial mean result; the cumulative sum is calculated ...
Figure 4 is a plot of the CUSUM chart. Figure 4: CUSUM Chart The center line on the CUSUM chart is zero. Both the SH and SL values are plotted. You can see how the cumulative sums on the high side begin to pile up around sample 20 and continue until the action limit is exceeded....
plot_GICCLdown_Chart(alpha, beta, beta_ratio, H_delta, H_minus, known_alpha, k_l, delay, tau, n_I, n_II, faseI, faseII) # Example: plot_GICCLdown_Chart(alpha = 1, beta = 1, beta_ratio = 1/2, H_delta = 4.2433, H_minus= -4.8257, known_alpha = FALSE, k_l = ...
Using the box plot principle as its foundation, the TCC allows for the monitoring of a process with fewer data points. When the normality assumption of the process is significantly violated, the TCC is not sensitive in detecting shifts (Torng & Lee, 2008). Researchers have examined the TCC...
Figure 1. Plot of weights: n 2 (uniform), k ( n − k ) (centered), ( n + k ) ( n − k ) (left shifted), and k ( 2 n − k ) (right shifted). The weights in (1) can be thought of as an inverse prior probability on the change point, giving S n a Bayesian ...
One may notice that each plot has the correspondent component indicated on its right-hand side (EHE, EHN, and EHZ, the latter being the vertical component and the other two, orthogonal to EHZ). Figure 5. Collected data for sensor AM.R7D9F. From (a) to (c) the three monitoring stages...
The selected training datasets are highlighted with yellow shaded areas in Figure 2, Figure 3 and Figure 4. For example, the training period of the S&P 500 index is from 2 April2012 to 16 April 2014. Figure 1. Plot of ACF and partial autocorrelation function (PACF) up to lag 25 of ...