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

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.

Keywords

• average run length
• cumulative sum
• directional data