搜索结果: 1-10 共查到“CUSUM”相关记录10条 . 查询时间(0.203 秒)
A nonparametric CUSUM control chart based on the Mann-Whitney statistic
Change-point Mann-Whitney statistic cumulative sum chart
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2013/6/14
This article aims to consider a new univariate nonparametric cumulative sum (CUSUM) control chart for small shift of location based on both change-point model and Mann-Whitney statistic. Some comparis...
Perils of correlating CUSUM-transformed variables to infer ecological relationships (Breton et al. 2006; Glibert 2010)
Perils of correlating CUSUM-transformed variables to infer ecological relationships (Breton et al. 2006 Glibert 2010)
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2014/4/4
We comment on a nonstandard statistical treatment of time-series data first published by Breton et al. (2006) in Limnology and Oceanography and, more recently, used by Glibert (2010) inReviews in Fish...
Rejoinder to ‘‘Perils of correlating CUSUM-transformed variables to infer ecological relationships (Breton et al. 2006; Glibert 2010)’’
Rejoinder Perils of correlating CUSUM-transformed variables infer ecological relationships Breton et al. 2006 Glibert 2010
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2014/4/4
In their comment, Cloern et al. (2011) develop theoretical evidence that cumulative sum of variability (CUSUM)-transformed variables should not be used to lead to inferences due to the increase of aut...
基于非参量CUSUM的认知超宽带频谱感知算法
认知超宽带 频谱感知 累加和 检测延迟
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2013/8/19
提出了一种基于非参量CUSUM的超宽带信号快速检测算法，该算法针对认知超宽带频谱感知中超宽带信号检测问题，根据超宽带信号占空比低的特点，选择短时能量作为非参量CUSUM算法的观测统计量，将块检测思想和序列检测思想进行有机结合，克服了块检测算法的信噪比门限效应，并采用加滑动预处理窗的方式降低噪声对观测统计量的影响。本文通过自适应改变非参量CUSUM算法中Reference Value取值的方法，提出...
摘要实际中测量误差不仅存在而且在某些情况下还影响质量控制的表现,本文将考虑带有测量误差的相关数据的监控问题. 为检测这类数据的飘移,我们给出了一个基于极大似然比检验的CUSUM控制图及其多种情况下的可控与失控的ARL.模拟结果显示, 当过程负相关时, 我们提出的CUSUM控制图具有良好的表现.
The Cusum Test for Parameter Change in Regression Models with ARCH Errors
Brownian bridge regression models with ARCH errors residual cusum test test for parameter change weak convergence
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2009/3/10
In this paper we consider the problem of testing for a parameter change in regression models with ARCH errors based on the residual cusum test. It is shown that the limiting distribution of the residu...
CUSUM算法在DDoS源端检测中的应用
分布式拒绝服务 非参数CUSUM D-WARD
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2008/12/11
在深入分析了DDoS源端检测的特点和难点的基础上，引入统计学中非参数改变点检测方法，应用非参数化递归CUSUM（Cumulative Sum）算法对代表性的源端检测系统D-WARD进行了改进。经实验验证，应用CUSUM算法的检测系统具有更低的误报率和漏报率，能够适应更复杂的网络检测环境。
本文针对呈正态分布的过程数据, 讨论当过程参数$(\mu,\sigma^2)$已知或未知时单参数变化、双参数变化的过程控制问题. 针对均值未知情况,利用Quesenberry提出的$Q$统计量构造了一系列标准化的CUSUM图;对于方差未知时的复杂情形, 给出了一种构造更为简单的CUSUM图的方法;
对于未知(或不关心) $(\mu,\sigma^2)$中何者变化的特殊情形, 文章提出了纯变化的...
关于累积和(CUSUM)检验的改进
连续检验问题 累积和控制图 平均运行长度
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2007/12/11
对连续检验问题,常用的检测方法有三大类,其一是众所周知的Shewhart控制图,它是最常用的对生产过程进行连续监控的控制方法,不过,如果过程均值有小的漂移(即μ-μ_0小)时,Shewhart控制图的检验效果不是很好,除了Shewhart控制图外,另有二类常用的控制图法,其一是累积和控制图(CUSUM),由page~[1]基于似然比导出，其二是指数加权移动平均控制图（EWMA），由Roberts~...
基于改进CUSUM算法的路由器异常流量检测
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2007/11/2
Sun ZX, Tang YW, Cheng Y. Router anomaly traffic detection based on modified-CUSUM algorithms.
Journal of Software, 2005,16(12):2117-2123.DOI:
10.1360/jos162117 http://www.jos.org.cn/1000-9825/16...