Monitoring change points by a sign change method

Signal detection is an important problem in monitoring or other related fields. Wang[16] proposed a sign change method which based on the difference of the traditional chart statistic and the JS-type chart statistic to detect out-of-control signals. Since this approach is not necessary to construct control limits to detect a signal, it can supply an efficient way for signal detection. We design and conduct a simulation study to compare the performance of the sign change method with those based on the traditional charts in this study. From the simulation result, we show that the sign change method can detect out of control signals more efficiently based on the MC1 or the EMWMA control chart statistics.