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A Weighted CUSUM Chart for Detecting Patterned Mean Shifts
LIANJIE SHU1; WEI JIANG2; KWOK-LEUNG TSUI3
2008-04
Source PublicationJournal of Quality Technology
ISSN0022-4065
Volume40Issue: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.

KeywordAutomatic Process Control Change-point Detection Ewma Statistical Process Control
DOI10.1080/00224065.2008.11917725
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaEngineering ; Operations Research & Management Science ; Mathematics
WOS SubjectEngineering, Industrial ; Operations Research & Management Science ; Statistics & Probability
WOS IDWOS:000254414900007
PublisherTAYLOR & FRANCIS INC, 530 WALNUT STREET, STE 850, PHILADELPHIA, PA 19106 USA
The Source to ArticleScopus
Scopus ID2-s2.0-41549101711
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT
Corresponding AuthorLIANJIE SHU
Affiliation1.University of Macau, Macau
2.Stevens Institute of Technology, Hoboken, NJ 07030
3.Georgia Institute of Technology, Atlanta, GA 30332
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity 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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