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A CUSUM Chart for Detecting Mean Shifts of Oscillating Pattern
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 Title & Authors
A CUSUM Chart for Detecting Mean Shifts of Oscillating Pattern
Lee, Jae-June; Kim, Duk-Rae; Lee, Jong-Seon;
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 Abstract
The cumulative sum(CUSUM) control charts are typically used for detecting small level shifts in process control. To control an auto-correlated process, the model-based control methods can be employed, in which the residuals from fitting a time series model are applied to the CUSUM chart. However, the persistent level shifts in the original process may lead to varying mean shifts in residuals, which may deteriorate detection performance significantly. Therefore, in this paper, focussing on ARMA(1,1), we propose a new CUSUM type control method which can detect the dynamic mean shifts in residuals especially with oscillating pattern effectively and, through the simulation study, evaluate its performance by comparing with other various CUSUM type control methods introduced so far.
 Keywords
CUSUM;WCUSUM;auto-correlated process control;dynamic shifts;
 Language
Korean
 Cited by
 References
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