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Adaptive CUSUM for Steady State Normal Data

In: Quality Management Systems - a Selective Presentation of Case-studies Showcasing Its Evolution

Author

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  • Ross Sparks

Abstract

This chapter deals with monitoring plans that exploit temporal predictable trends by adjusting the cumulative sum (CUSUM) plan to be efficient for their early detection. The adjustment involves changing the amount of memory the chart retains to detect persistent changes in location early. The focus is on steady-state situations when either the shift size is known in advance or when it is unknown. Several options are explored using simulation studies, and an example of application is considered.

Suggested Citation

  • Ross Sparks, 2018. "Adaptive CUSUM for Steady State Normal Data," Chapters, in: Leo Dimitrios Kounis (ed.), Quality Management Systems - a Selective Presentation of Case-studies Showcasing Its Evolution, IntechOpen.
    • Handle: RePEc:ito:pchaps:122389
    DOI: 10.5772/intechopen.70752
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    More about this item

    Keywords

    average run length; early detection; monitoring; persistent trends; statistical process control;
    All these keywords.

    JEL classification:

    • L15 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Information and Product Quality

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