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

Authors

  • F. Lombard University of Johannesburg
  • Douglas M. Hawkins Scottsdale Scientific LLC
  • Cornelis J. Potgieter Southern Methodist University

DOI:

https://doi.org/10.57805/revstat.v18i4.312

Keywords:

average run length, cumulative sum, directional data

Abstract

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.

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Published

2020-10-20

How to Cite

Lombard , F., M. Hawkins , D., & J. Potgieter , C. (2020). Nonparametric Cusum Charts for Circular Data with Applications in Health Science and Astrophysics. REVSTAT-Statistical Journal, 18(4), 461–481. https://doi.org/10.57805/revstat.v18i4.312

Issue

Vol. 18 No. 4 (2020): REVSTAT-Statistical Journal

Section

Article

License

Copyright (c) 2020 REVSTAT-Statistical Journal

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.