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CUSUM Charts for Monitoring an Autocorrelated Process

Summary: [This abstract is based on the authors' abstract.] Autocorrelation may be present in many processes and may strongly effect the properties of control charts. The use of CUSUM control charts is investigated for monitoring the process mean where observations from the process can be modeled as a AR(1) process with an added random error. CUSUM charts based on the original observations performed similarly to those based on the residuals from model forecasts, except when the level of autocorrelation is high and the shift in process mean is large. A comparison of CUSUM charts to Shewhart and EWMA charts shows that CUSUM and EWMA charts were equally able to detect shifts in the process mean.

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  • Topics: Statistical Process Control (SPC)
  • Keywords: Exponentially weighted moving average control charts (EWMA),Statistical process control (SPC),Cumulative sum control chart (CUSUM),Average run length (ARL)
  • Author: Lu, Chao-Wen; Reynolds, Marion R. Jr.
  • Journal: Journal of Quality Technology