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A Markov Chain model for the adaptive CUSUM control chart
Shu, Lianjie1; Jiang, Wei2
Source PublicationJournal of Quality Technology
Other Abstract

In practice, when the magnitude of a future mean shift is unknown, it is always desired to design a control chart to perform reasonably well over a range of shifts rather than to optimize the performance at detecting a particular level of shifts. Compared with the conventional cumulative sum (CUSUM) control chart designed based on a prespecified mean shift, the adaptive CUSUM (ACUSUM) chart proposed by Sparks (2000) can detect a broader range of mean shifts. This paper develops a two-dimensional Markov chain model to analyze the performance of ACUSUM charts. Moreover, a more general operating model is suggested for the current ACUSUM chart to simplify its implementation.

KeywordAverage Run Length Ewma Statistical Process Control
Indexed BySCIE
WOS Research AreaEngineering ; Operations Research & Management Science ; Mathematics
WOS SubjectEngineering, Industrial ; Operations Research & Management Science ; Statistics & Probability
WOS IDWOS:000236722500010
The Source to ArticleEngineering Village
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Cited Times [WOS]:83   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
Affiliation1.University of Macau, China;
2.Stevens Institute of Technology, Hoboken, NJ 07030;
First Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Shu, Lianjie,Jiang, Wei. A Markov Chain model for the adaptive CUSUM control chart[J]. Journal of Quality Technology,2006,38(2):135-147.
APA Shu, Lianjie,&Jiang, Wei.(2006).A Markov Chain model for the adaptive CUSUM control chart.Journal of Quality Technology,38(2),135-147.
MLA Shu, Lianjie,et al."A Markov Chain model for the adaptive CUSUM control chart".Journal of Quality Technology 38.2(2006):135-147.
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