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CUSUM Charts for Signalling Varying Location Shifts

Summary: [This abstract is based on the author's abstract. A longer abstract is available on the journal's website.]

Two cumulative sum (CUSUM) procedures are proposed for efficient signalling of a range of future expected but unknown location shifts. Using three simultaneous conventional CUSUM statistics with different resetting boundaries, the first procedure signals a broader range of location shifts than conventional CUSUM with k = 0.5. The second procedure uses adaptive CUSUM statistic that continually adjusts for signalling one-step-ahead forecast in deviation from its target value. The performance of the two procedures is compared using average run length.

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  • Topics:
  • Keywords: Location,Average run length (ARL),Cumulative sum control chart (CUSUM),Exponentially weighted moving average control charts (EWMA)
  • Author: Sparks, Ross S.
  • Journal: Journal of Quality Technology