Cumulative score charts

Abstract

Abstract Shewhart charts are direct plots of the data and they have the potential to detect departures from statistical stability of unanticipated kinds. However, when one can identify in advance a kind of departure specifically feared, then a more sensitive detection statistic can be developed for that specific possibility. In this paper Cuscore statistics are developed for this purpose which can be used as an adjunct to the Shewhart chart. These statistics use an idea due to Box and Jenkins which is in turn an application of Fisher's score statistic. This article shows how the resulting procedures relate to Wald‐Barnard sequential tests and to Cusum statistics which are special cases of Cuscore statistics. The ideas are illustrated by a number of examples. These concern the detection in a noisy environment of (a) an intermittent sine wave, (b) a change in slope of a line, (c) a change in an exponential smoothing constant and (d) a change from a stationary to a non‐stationary state in a process record.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 109 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.