Robust dual-CUSUM control charts for contaminated processes

ABSTRACT

In this article, we improve the efficiency of the Dual CUSUM chart (which combines the designs of two CUSUM structures to detect a range of shift) by focusing on its robustness, ability to resist some disturbances in the process environment and violation of basic assumptions. We do that, by proposing some robust estimators for constructing the chart for both contaminated and uncontaminated environments. The average run length is used as the performance evaluation measure of the charts. After comparing the performances of the proposed charts based on the estimators, it is noticed that the tri-mean estimator out-performs others in all ramifications. Next to it in performance is the Hodges-Lehmann and midrange estimators. We substantiated the simulation results of the study by applying the scheme on a real-life data set.

KEYWORDS:

• Average run length
• contamination
• CUSUM
• hodges-lehmann
• robustness

Acknowledgments

The authors Muhammad Riaz and Nasir Abbas would like to acknowledge the support provided by Deanship of Scientific Research (DSR) at King Fahd University of Petroleum and Minerals for funding this work through project No. IN161037.

Additional information

Funding

King Fahd University of Petroleum and Minerals (IN161037).