Evaluation of CUSUM Charts for Finite-Horizon Processes

George Nenes · George Tagaras

36 citations0/0 files storedCommunications in Statistics - Simulation and Computation

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Advanced Statistical Process Monitoring Management and Optimization Techniques Fault Detection and Control Systems

Abstract

This article analyses and evaluates the properties of a CUSUM chart designed for monitoring the process mean in short production runs. Several statistical measures of performance that are appropriate when the process operates for a finite-time horizon are proposed. The methodology developed in this article can be used to evaluate the performance of the CUSUM scheme for any given set of chart parameters from both an economic and a statistical point of view, and thus, allows comparisons with various other charts.

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References

1954CONTINUOUS INSPECTION SCHEMES 1972An Approach to the Probability Distribution of Cusum Run Length 1998Cumulative Sum Charts and Charting for Quality Improvement 1959Control Charts and Stochastic Processes 1961Cumulative Sum Charts 1960Sampling Inspection of Continuous Processes with No Autocorrelation Between Successive Results 2004Should Observations Be Grouped for Effective Process Monitoring?1961A Simple Theoretical Approach to Cumulative Sum Control Charts

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2013The variable sampling interval control chart for finite-horizon processes 2018Hotelling's T2 control charts with fixed and variable sample sizes for monitoring short production runs 2021One-sided Shewhart control charts for monitoring the ratio of two normal variables in short production runs 2015The performance of the Shewhart sign control chart for finite horizon processes 2020Effect of Measurement Errors on the Performance of Coefficient of Variation Chart With Short Production Runs

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