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Nonparametric Cusum Charts for Circular Data with Applications in Health Science and Astrophysics

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Detalhes bibliográficos
Resumo:This paper develops non-parametric rotation invariant CUSUMs suited to the detection of changes in the mean direction as well as changes in the concentration parameter of circular data. The properties of the CUSUMs are illustrated by theoretical calculations, Monte Carlo simulation and application to sequentially observed angular data from health science and astrophysics.
Autores principais:Lombard , F.
Outros Autores:M. Hawkins , Douglas; J. Potgieter , Cornelis
Assunto:average run length cumulative sum directional data
Ano:2020
País:Portugal
Tipo de documento:artigo
Tipo de acesso:unknown
Instituição associada:Instituto Nacional de Estatística
Idioma:inglês
Origem:REVSTAT-Statistical Journal
Descrição
Resumo:This paper develops non-parametric rotation invariant CUSUMs suited to the detection of changes in the mean direction as well as changes in the concentration parameter of circular data. The properties of the CUSUMs are illustrated by theoretical calculations, Monte Carlo simulation and application to sequentially observed angular data from health science and astrophysics.