April 2000

Change-Point Analysis: A Powerful New Tool For Detecting Changes

WAYNE A. TAYLORBaxter Healthcare Corporation, Round Lake, IL 60073 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 […]

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A Pattern Test for Distinguishing Between Autoregressive and Mean-Shift Data

WAYNE A. TAYLORBaxter Healthcare Corporation, Round Lake, IL 60073 Statistical methods such as control charts and change-point analysis are commonly usedto determine whether the mean has shifted. Such methods assume independent errorsaround a possibly changing mean. When such techniques are applied to autoregressivedata, erroneous conclusions can result. However, shifts of the mean createautocorrelation between the

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