Weighted adaptive multivariate CUSUM control charts

An adaptive multivariate cumulative sum (AMCUSUM) control chart has received considerable attention because of its ability to dynamically adjust the reference parameter whereby achieving a better performance over a range of mean shifts than the conventional multivariate cumulative sum (CUSUM) charts...

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Bibliographic Details
Published in:Quality and reliability engineering international 2018-07, Vol.34 (5), p.939-952
Main Authors: Douglas, Montgomery, Haq, Abdul
Format: Article
Language:English
Subjects:
Adaptive control
adaptive control chart
average run length
Computer simulation
Control charts
CUSUM charts
EWMA
multivariate CUSUM chart
Process controls
process mean
statistical process control
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Summary:An adaptive multivariate cumulative sum (AMCUSUM) control chart has received considerable attention because of its ability to dynamically adjust the reference parameter whereby achieving a better performance over a range of mean shifts than the conventional multivariate cumulative sum (CUSUM) charts. In this paper, we introduce a progressive mean–based estimator of the process mean shift and then use it to devise new weighted AMCUSUM control charts for efficiently monitoring the process mean. These control charts are easy to design and implement in a computerized environment compared with their existing counterparts. Monte Carlo simulations are used to estimate the run‐length characteristics of the proposed control charts. The run‐length comparison results show that the weighted AMCUSUM charts perform substantially and uniformly better than the classical multivariate CUSUM and AMCUSUM charts in detecting a range of mean shifts. An example is used to illustrate the working of existing and proposed multivariate CUSUM control charts.
ISSN:0748-8017
1099-1638
DOI:10.1002/qre.2302