A Magnitude-robust Control Chart for Monitoring and Estimating Step Changes for Normal Process Means

Statistical process control charts are intended to assist operators of a usually stable system in monitoring whether a change has occurred in the process. When a change does occur, the control chart should detect it quickly. If the operator can also be provided information that aids in the search for the special cause, then critical off-line time can be saved. We investigate a process-monitoring tool that not only provides speedy detection regardless of the magnitude of the process shift, but also supplies useful change point statistics. A likelihood ratio approach can be used to develop a control chart for permanent step change shifts of a normal process mean. The average run length performance for this chart is compared to that of several cumulative sum (CUSUM) charts. Our performance comparisons show that this chart performs better than any one CUSUM chart over an entire range of potential shift magnitudes. The likelihood ratio approach also provides point and interval estimates for the time and magnitude of the process shift. These crucial change-point diagnostics can greatly enhance special cause investigation. Copyright  2002 John Wiley & Sons, Ltd.