标题： 非重启CUSUM图和错误发现率的控制 显示英文标题

标题： Non-Restarting CUSUM charts and Control of the False Discovery Rate

摘要： 累积和（CUSUM）图通常用于检测观察流中的变化，例如均值的偏移。 通常，在发出信号后，图表会通过将其设置为低于信号阈值的某个值来重新启动。 我们提出了一种非重启的CUSUM图，能够检测到流处于失控状态的时期。 此外，我们提倡一个上界以防止CUSUM图上升过高，这有助于检测回到受控状态的变化。 我们提出了一种新算法，在考虑基于多条数据流的CUSUM图时，可以逐点控制假发现率（FDR）。 我们证明了在两个同时定义的假发现下，FDR得到了控制。 模拟结果显示了在使用这两种定义以及其他理想的假发现定义时，FDR控制的差异。 显示英文摘要

摘要： Cumulative sum (CUSUM) charts are typically used to detect changes in a stream of observations e.g. shifts in the mean. Usually, after signalling, the chart is restarted by setting it to some value below the signalling threshold. We propose a non-restarting CUSUM chart which is able to detect periods during which the stream is out of control. Further, we advocate an upper boundary to prevent the CUSUM chart rising too high, which helps detecting a change back into control. We present a novel algorithm to control the false discovery rate (FDR) pointwise in time when considering CUSUM charts based on multiple streams of data. We prove that the FDR is controlled under two definitions of a false discovery simultaneously. Simulations reveal the difference in FDR control when using these two definitions and other desirable definitions of a false discovery.