  We first consider the sequential detection of transient signals by
generalizing the moving average chart to exponential family and study the false
detection probability (FDP) and power of detection (POD) in the steady state.
Then windowed adjusted signed (or modified directed) likelihood ratio chart is
studied by treating it as normal random variable. In the multi-parameter
exponential family, the detection of the transient change of one of the
canonical parameters or a function of canonical parameters is considered by
using the generalized adjusted signed likelihood ratio chart. Comparisons with
window restricted CUSUM and Shiryayev-Roberts (S-R) procedures show that the
generalized signed likelihood ratio chart performs quite well. Several
important examples including the mean or variance change under normal model and
a real example are used for illustration.
