Technical Report / Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2004,52
A new class of non-parametric control charts for de- tecting the change in the process mean is examined. The method, called a Vertical Box Control Chart (V-Box Chart), offers a simple and quick detection of the mean change in an observed process. No parametric assumption on the distribution function of the pro- cess is required. Furthermore, the V-Box Chart outperforms the classical Shewhart control chart by lowering the probability of de- tection of the out-of-control situation with the zero delay. The- oretical bounds on in-control and out-of-control behaviors of the V-Box Chart are worked out. The developed theory is supported by simulation examples.