Abbas, SermadFried, Roland2016-05-022016-05-022016http://hdl.handle.net/2003/3495110.17877/DE290R-16999We propose and investigate robust control charts for the detection of sudden shifts in sequences of very noisy observations with a naturally slowly varying mean. They sequentially apply local two-sample tests for the location problem. Thus, no previous knowledge about the in-control behaviour is necessary. We identify critical values for the tests to achieve a desired in-control average run length (ARL_0) with extensive simulations. Control charts based on nonparametric tests or a randomization principle provide a satisfactory run length behaviour for different error distributions. They possess a nearly distribution-free ARL_0 and are fast in detecting present signal jumps in a time series. In our simulations and exemplary real-world applications from biosignal analysis, a test based on the two-sample Hodges-Lehmann estimator leads to very promising results regarding distribution independence, robustness and detection speed.enDiscussion Paper / SFB823;21, 2016biosignal analysismonitoringtwo-sample teststime seriesrobust control chartschange-point detection310330620working paper