Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/63232
Title: Optimal design of a cusum chart for a mean shift of unknown size
Authors: Ryu, J.-H.
Wan, H.
Kim, S. 
Keywords: Multi-CUSUM
Quality-Control Chart Design
Relative Run Length
Statistical Process Control
Unknown Mean Shifts
Issue Date: Jul-2010
Source: Ryu, J.-H.,Wan, H.,Kim, S. (2010-07). Optimal design of a cusum chart for a mean shift of unknown size. Journal of Quality Technology 42 (3) : 311-326. ScholarBank@NUS Repository.
Abstract: The cumulative sum (CUSUM) control chart is one of the most popular methods used to detect a process mean shift. When one specific size of the mean shift is assumed, the CUSUM chart can be optimally designed in terms of average run length (ARL). In practice, however, the size of the mean shift is usually unknown, and the CUSUM chart can perform poorly when the actual size of the mean shift is significantly different from the assumed size. In this paper, we assign a probability distribution to the size of the mean shift to represent the lack of knowledge of the shift size. We use an ARL-based performance measure, called expected weighted run length (EWRL), and propose a method to optimally design a CUSUM chart based on EWRL. This method can be easily extended to other CUSUM-based control charts, such as weighted CUSUM and multi-CUSUM charts proposed in the literature. The numerical results show that the CUSUM or the CUSUM-based chart can be improved by our proposed method in terms of EWRL.
Source Title: Journal of Quality Technology
URI: http://scholarbank.nus.edu.sg/handle/10635/63232
ISSN: 00224065
Appears in Collections:Staff Publications

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