Abstract
There are several multivariate extensions to the venerable cumulative sum (CUSUM) chart. This work provides a comparison of the advantages and disadvantages of each, as well as performance evaluations and a description of their interrelationships. A new derivation is also provided. Extensive simulation results that include initial and steady-state conditions are presented. Geometric descriptions are used, and names are proposed based on these geometric characteristics. As several of the key steps in the development of a multivariate extension to a CUSUM also appear in the construction of a two-sided CUSUM, some approaches to a two-sided CUSUM are also summarized.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 587-606 |
| Number of pages | 20 |
| Journal | Quality and Reliability Engineering International |
| Volume | 20 |
| Issue number | 6 |
| DOIs | |
| State | Published - Oct 2004 |
Keywords
- Cumulative sum
- Exponentially weighted moving average
- Generalized likelihood ratio
- Multivariate process monitoring
ASJC Scopus subject areas
- Safety, Risk, Reliability and Quality
- Management Science and Operations Research