Residential College | false |
Status | 已發表Published |
A Weighted CUSUM Chart for Detecting Patterned Mean Shifts | |
LIANJIE SHU1; WEI JIANG2; KWOK-LEUNG TSUI3 | |
2008-04 | |
Source Publication | Journal of Quality Technology |
ISSN | 0022-4065 |
Volume | 40Issue:2Pages:194-213 |
Other Abstract | Most conventional control charts focus on detecting a constant mean shift. In reality, however, it is often important to deal with situations where the mean of the monitoring sequence has a dynamic shift pattern, e.g., residuals from a time series. In these cases, the conventional control charts may perform poorly, as they do not consider the information due to what is known as "forecast recovery" contained in the patterned mean shift. This paper proposes a new weighted cumulative sum (WCUSUM) procedure for monitoring a sequence with a patterned mean shift. This method first estimates the dynamic mean of the sequence, then uses the estimates for weighting the incremental in the conventional CUSUM chart. Guidelines for designing the WCUSUM chart are proposed, and the performance is compared with that of the conventional CUSUM chart and other alternatives for detecting patterned mean shifts. It is found that the WCUSUM chart performs far superior to other charts for detecting small to moderate shifts when forecast recovery is present and performs competitively otherwise. |
Keyword | Automatic Process Control Change-point Detection Ewma Statistical Process Control |
DOI | 10.1080/00224065.2008.11917725 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Engineering ; Operations Research & Management Science ; Mathematics |
WOS Subject | Engineering, Industrial ; Operations Research & Management Science ; Statistics & Probability |
WOS ID | WOS:000254414900007 |
Publisher | TAYLOR & FRANCIS INC, 530 WALNUT STREET, STE 850, PHILADELPHIA, PA 19106 USA |
The Source to Article | Scopus |
Scopus ID | 2-s2.0-41549101711 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
Corresponding Author | LIANJIE SHU |
Affiliation | 1.University of Macau, Macau 2.Stevens Institute of Technology, Hoboken, NJ 07030 3.Georgia Institute of Technology, Atlanta, GA 30332 |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | LIANJIE SHU,WEI JIANG,KWOK-LEUNG TSUI. A Weighted CUSUM Chart for Detecting Patterned Mean Shifts[J]. Journal of Quality Technology, 2008, 40(2), 194-213. |
APA | LIANJIE SHU., WEI JIANG., & KWOK-LEUNG TSUI (2008). A Weighted CUSUM Chart for Detecting Patterned Mean Shifts. Journal of Quality Technology, 40(2), 194-213. |
MLA | LIANJIE SHU,et al."A Weighted CUSUM Chart for Detecting Patterned Mean Shifts".Journal of Quality Technology 40.2(2008):194-213. |
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