Switching properties of CUSUM charts for controlling mean vector

Comparison of the Cuscore, Glrt and Cusum Control Charts for Detecting a Dynamic Mean Change

Cusum and Ewma Multi-charts for Detecting a Range of Mean Shifts

The multi-chart consists of several CUSUM or EWMA charts with different reference values that are used simultaneously to detect anticipated process changes. We not only prove that the chart can quickly achieve the asymptotic optimal bound, but also give an integral equation to determine the reference values to arrive at optimality. Simulation results are used to verify the theoretical optimal p...

Improving the performance of CUSUM charts

The control chart is an important statistical technique that is used to monitor the quality of a process. Shewhart control charts are used to detect larger disturbances in the process parameters, whereas CUSUM and EWMA charts are meant for smaller and moderate changes. Runs rules schemes are generally used to enhance the performance of Shewhart control charts. In this study, we propose two runs...

Exponential CUSUM Charts with Estimated Control Limits

Exponential CUSUM charts are used in monitoring the occurrence rate of rare events because the interarrival times of events for homogeneous Poisson processes are independent and identically distributed exponential random variables. In these applications, it is assumed that the exponential parameter, i.e. the mean, is known or has been accurately estimated. However, in practice, the in-control m...

Evaluation of CUSUM Charts for Finite-Horizon Processes

This paper analyses and evaluates the properties of a CUSUM chart designed for monitoring the process mean in short production runs. Several statistical measures of performance that are appropriate when the process operates for a finite-time horizon are proposed. The methodology developed in this paper can be used to evaluate the performance of the CUSUM scheme for any given set of chart parame...