cusum

A more reliable data-driven way to prove authorship goes under the rubric "cusum analysis" or QSUM.

Jack Cashill's strange notion that Bill Ayers wrote "Dreams From My Father." Ann Althouse 2008

My point was that maximum liklihood estimation can be used in a more general sense to show a changing mean much as cusum is used and that its use is probably better known to most statisticians than cusum is.

Bill Gray and the Atlantic Meridional Mode « Climate Audit 2007

Not sure how this cusum algorithm works, but on the surface it seems the estimates of lambda are not independent over time.

Bill Gray and the Atlantic Meridional Mode « Climate Audit 2007

The out-of-control cusum indicates that lambda since 1995 is greater than or equal to 8.

Bill Gray and the Atlantic Meridional Mode « Climate Audit 2007

Therefore 1995 as the pivot year in the cusum chart is not cherry-picked, it emerges from the assumptions used to create the chart: lambda = 6, lambda+ = 8, lambda- = 4 and ARL greater than 400. k+ is then 7 and k- is 5.

Bill Gray and the Atlantic Meridional Mode « Climate Audit 2007

Ken, I restricted the cusum chart to the same time scale as the MSU satellite data.

Bill Gray and the Atlantic Meridional Mode « Climate Audit 2007

The cusum chart is designed to detect small changes in a process, in the range of 0.5 to 2.0 standard deviations, more rapidly than a standard individual control chart.

Paul Linsay's Poisson Fit « Climate Audit 2007

For comparison, here is a cusum chart of NATL hurricane numbers from 1979 to 2006.

Bill Gray and the Atlantic Meridional Mode « Climate Audit 2007

All you can say for sure from the over the upper control limit values in 2005 and 2006 on the cusum and 2005 on the invidual charts is that there has been a increase in lambda from the value of 6 that is outside the range of random variation.

Bill Gray and the Atlantic Meridional Mode « Climate Audit 2007

All you can say for sure from the over the upper control limit values in 2005 and 2006 on the cusum and 2005 on the invidual charts is that there has been a increase in lambda from the value of 6 that is outside the range of random variation.

Bill Gray and the Atlantic Meridional Mode « Climate Audit 2007