In article <[EMAIL PROTECTED]>,
[EMAIL PROTECTED] wrote:
> Date: Fri, 29 Dec 2000 15:04:43 -0200 (EDT)
> From: Marcelo Menezes Reis <[EMAIL PROTECTED]>
> Subject: Sudden shift of level
>
> Greetings
>
> Does anybody know an algorithm, or a "statistical rule", to identify
> sudden shifts of level in Control Charts (used in Statistical Process
> control)? The idea is to implement such algorithm in a "pattern
> recognizer" which will identify outliers, stratification, mixtures,
etc.
>
> Happy Millenium to all.
>
> Marcelo Menezes Reis
> Computer Science and Statistics Department
> Universidade Federal de Santa Catarina
> Florian�polis,SC,BRAZIL
>
> Marcelo,
>
> The so-called Western Electric Rules may be what you are looking for.
> The ones that go, ANY OF 1 point 3 sigma out, OR, 2 out of 3 on one
> side, 2 sigma out, OR 8 in a row, 1 sigma out on one side. These
> effectively incorporate 'history' between points, which is what the
> CUMSUM does, with a lot more intellectual work.
>
> I have a supervisor and user level instruction set for doing this,
which
> can be maintained on paper, at the work station. (what a concept! he
> said), if you like.
>
> Jay
> --
> Jay Warner
> Principal Scientist
> Warner Consulting, Inc.
> 4444 North Green Bay Road
> Racine, WI 53404-1216
> USA
>
> Ph: (262) 634-9100
> FAX: (262) 681-1133
> email: [EMAIL PROTECTED]
> web: http://www.a2q.com
>
> The A2Q Method (tm). What do you want to improve today?
>
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This is called Intervention Detection .....Please
see http://www.autobox.com
http://www.autobox.com/teach.html
http://www.autobox.com/t2b1.html
For literature citations please follow the thread
http://www.autobox.com/referenc.html ...particularly
TSAY
TIAO
WEI
Please download a free 14 day trial version at
http://www.autobox.com/abx5.exe
Happy Holidays
Dave R
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