Abstract #300572

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JSM 2002 Abstract #300572
Activity Number: 154
Type: Contributed
Date/Time: Monday, August 12, 2002 : 2:00 PM to 3:50 PM
Sponsor: Section on Physical & Engineering Sciences*
Abstract - #300572
Title: Change-Point Analysis
Author(s): Wayne Taylor*+
Affiliation(s): Taylor Enterprises, Inc.
Address: 5510 Fairmont Rd., Suite A, Libertyville, Illinois, 60048, USA
Keywords: Change-Point Analysis ; Control Chart ; Trending Data
Abstract:

Change-point analysis is a powerful new tool for determining whether a change has taken place. It is capable of detecting subtle changes missed by control charts. Further, it better characterizes the changes detected by providing confidence levels and confidence intervals. When collecting online data, a change-point analysis is not a replacement for control charting. But, because a change-point analysis can provide further information, the two methods can be used in a complementary fashion. When analyzing historical data, especially when dealing with large data sets, change-point analysis is preferable to control charting. A change-point analysis is more powerful, better characterizes the changes, controls the overall error rate, is robust to outliers, is more flexible, and is simpler to use. This presentation describes how to perform a change-point analysis and demonstrates its capabilities through a number of examples.

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Revised March 2002