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An omnibus CUSUM chart for monitoring time to event data
Ioannis Phinikettos1, Axel Gandy
1Department of Mathematics, Imperial College London, London , SW7 2AZ, UK, ioannis.phinikettos@imperial.ac.uk.
Abstract:
A non-parametric method is proposed for monitoring time-to-event data. A cumulative sum chart is constructed that is able to detect an unknown out-of-control state. This method exploits the absolute differences between the Kaplan-Meier estimator and the in-control distribution over specific time intervals. The efficiency of the algorithm is studied via a simulation and a real data study. The new method is also tested via the simulation study against existing methods.
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