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An adaptive CUSUM procedure for signaling process variance changes of unknown sizes
Lianjie S.1; Hang-Fai Y.1; Wei J.2
2010-01
Source PublicationJournal of Quality Technology
ISSN0022-4065
Volume42Issue:1Pages:69-85
Other Abstract

Similar to the CUSUM location chart, the traditional CUSUM dispersion chart can be designed to optimize the detection of specified variance changes. However, this optimality property requires that the magnitude of the out-of-control variance is known exactly a priori. To get away from this requirement, this paper suggests an adaptive CUSUM procedure for signaling changes in the process variance of unknown sizes. The basic idea is to first estimate the current process variance and then dynamically adjust the CUSUM chart to match the variance estimate. A two-dimensional Markov chain model is developed to analyze the chart performance. The comparison results with the traditional CUSUM dispersion chart and other competitive procedures favor the proposed one.

KeywordChange-point Detection Dispersion Chart Markov Chain Statistical Process Control
DOI10.1080/00224065.2010.11917807
URLView the original
Indexed BySSCI
Language英語English
WOS Research AreaEngineering ; Mathematics ; Operations Research & Management Science
WOS SubjectEngineering, Industrial ; Operations Research & Management Science ; Statistics & Probability
WOS IDWOS:000273411700006
The Source to ArticleScopus
Scopus ID2-s2.0-79951859294
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT
Affiliation1.Univ Macau, Fac Business Adm, Taipa, Peoples R China
2.Hong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Hong Kong, Hong Kong, Peoples R China
First Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Lianjie S.,Hang-Fai Y.,Wei J.. An adaptive CUSUM procedure for signaling process variance changes of unknown sizes[J]. Journal of Quality Technology, 2010, 42(1), 69-85.
APA Lianjie S.., Hang-Fai Y.., & Wei J. (2010). An adaptive CUSUM procedure for signaling process variance changes of unknown sizes. Journal of Quality Technology, 42(1), 69-85.
MLA Lianjie S.,et al."An adaptive CUSUM procedure for signaling process variance changes of unknown sizes".Journal of Quality Technology 42.1(2010):69-85.
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