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Original Articles

On the Markov Chain Approach to the Two-Sided CUSUM Procedure

Pages 41-46 | Published online: 23 Mar 2012

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Read on this site (25)

Changliang Zou, Zhaojun Wang, Xuemin Zi & Wei Jiang. (2015) An Efficient Online Monitoring Method for High-Dimensional Data Streams. Technometrics 57:3, pages 374-387.
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Tatevik Ambartsoumian & Daniel R. Jeske. (2015) Nonparametric CUSUM Control Charts and Their Use in Two-Stage SPC Applications. Journal of Quality Technology 47:3, pages 264-277.
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Zhonghua Li, Changliang Zou, Zhen Gong & Zhaojun Wang. (2014) The computation of average run length and average time to signal: an overview. Journal of Statistical Computation and Simulation 84:8, pages 1779-1802.
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Fadel M. Megahed, Jennifer L. K. Kensler, Khaled Bedair & William H. Woodall. (2011) A Note on the ARL of Two-Sided Bernoulli-Based CUSUM Control Charts. Journal of Quality Technology 43:1, pages 43-49.
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Zhang Wu, Jianxin Jiao & Ying Liu. (2008) A binomial CUSUM chart for detecting large shifts in fraction nonconforming. Journal of Applied Statistics 35:11, pages 1267-1276.
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C. Park. (2007) An algorithm for the properties of the integrated process control with bounded adjustments and EWMA monitoring. International Journal of Production Research 45:23, pages 5571-5587.
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Darrell Radson & AmyHancock Boyd. (2005) Graphical Representation of Run Length Distributions. Quality Engineering 17:2, pages 301-308.
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Manuel Cabral Morais & António Pacheco. (2000) On the performance of combined EWMA schemes for μ and σ: a markovian approach. Communications in Statistics - Simulation and Computation 29:1, pages 153-174.
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G. Geoffrey Vining & Marion R. Reynolds$suffix/text()$suffix/text(). (1997) Multi-Level Sampling Interval Approach to Control Charts. Journal of Quality Technology 29:4, pages 418-428.
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William H. Woodall. (1997) Control Charts Based on Attribute Data: Bibliography and Review. Journal of Quality Technology 29:2, pages 172-183.
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Vladimir Dragalin. (1997) The design and analysis of 2-CUSUM procedure. Communications in Statistics - Simulation and Computation 26:1, pages 67-81.
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S.A. Vander Wiel. (1996) Monitoring Processes That Wander Using Integrated Moving Average Models. Technometrics 38:2, pages 139-151.
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Marion R. Reynolds$suffix/text()$suffix/text(). (1995) Evaluating properties of variable sampling interval control charts. Sequential Analysis 14:1, pages 59-97.
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Jian Zhang. (1995) Asymptotics of the run lengths of two control charts. Communications in Statistics - Theory and Methods 24:9, pages 2375-2403.
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Chi-Hyuck Jun & Moon Soo Choi. (1993) Simulating the average run length for cusum schemes using variance reduction techniques. Communications in Statistics - Simulation and Computation 22:3, pages 877-887.
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Rickie Domangue & StevenC. Patch. (1991) Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes. Technometrics 33:3, pages 299-313.
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WilliamH. Woodall. (1990) Discussion. Technometrics 32:4, pages 389-391.
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MarionR. Reynolds, RaidW. Amin & JesseC. Arnold. (1990) CUSUM Charts With Variable Sampling Intervals. Technometrics 32:4, pages 371-384.
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WilliamH. Woodall & HazemD. Maragah. (1990) Discussion. Technometrics 32:1, pages 17-18.
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Giovanni Radaelli & Giuseppe Gallus. (1989) On detection of a change in the dynamics of rare health events. Communications in Statistics - Theory and Methods 18:2, pages 579-590.
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Changsoon Park, Changsoon Park, Marion R. Reynolds$suffix/text()$suffix/text() & Marion R. Reynolds$suffix/text()$suffix/text(). (1987) Nonparametric procedures for monitoring a location parameter based on linear placement statistics. Sequential Analysis 6:4, pages 303-323.
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RonaldB. Crosier. (1986) A New Two-Sided Cumulative Sum Quality Control Scheme. Technometrics 28:3, pages 187-194.
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William H. Woodall. (1986) The Design of CUSUM Quality Control Charts. Journal of Quality Technology 18:2, pages 99-102.
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WilliamH. Woodall & MatotengM. Ncube. (1985) Multivariate CUSUM Quality-Control Procedures. Technometrics 27:3, pages 285-292.
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Articles from other publishers (28)

Harold Manuel Madrid‐Alvarez, Juan Carlos García‐Díaz & Víctor G. Tercero‐Gómez. (2023) A CUSUM control chart for gamma distribution with guaranteed performance. Quality and Reliability Engineering International 40:3, pages 1279-1301.
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Zhifang Mu Mu & Xuemin Zi Zi. (2023) Two-phase control chart monitoring binomial high-dimensional data streams. Two-phase control chart monitoring binomial high-dimensional data streams.
Kevin Nikolai Kostyszyn, Tobias Claus Brandstätter, Thomas Vollmer & Robert Schmitt. (2021) Statistical testing for sufficient control chart performances during monitoring of grouped processes. Quality and Reliability Engineering International 37:6, pages 2555-2567.
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Amir Ahmadi-Javid & Mohsen Ebadi. (2020) Economic design of memory-type control charts: The fallacy of the formula proposed by Lorenzen and Vance (1986). Computational Statistics 36:1, pages 661-690.
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Manuel Cabral Morais, Sven Knoth, Camila Jeppesen Cruz & Christian H. Weiß. 2021. Frontiers in Statistical Quality Control 13. Frontiers in Statistical Quality Control 13 77 98 .
Ronald J.M.M. Does, Rob Goedhart & William H. Woodall. (2020) On the design of control charts with guaranteed conditional performance under estimated parameters. Quality and Reliability Engineering International 36:8, pages 2610-2620.
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Mandla D. Diko, Subha Chakraborti & Ronald J.M.M. Does. (2019) An alternative design of the two-sided CUSUM chart for monitoring the mean when parameters are estimated. Computers & Industrial Engineering 137, pages 106042.
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Sheng-Shu Cheng, Chien-Hsin Yang, Tsong-Shin Sheu & Fong-Jung Yu. (2017) On the performance evaluation of the proportional control chart. On the performance evaluation of the proportional control chart.
Maureen Hany & Mahmoud A. Mahmoud. (2016) An Evaluation of the Crosier's CUSUM Control Chart with Estimated Parameters. Quality and Reliability Engineering International 32:5, pages 1825-1835.
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Yanting Li & Fugee Tsung. (2011) Multiple Attribute Control Charts with False Discovery Rate Control. Quality and Reliability Engineering International 28:8, pages 857-871.
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Yan Li & Xiaolong Pu. (2011) On the Performance of Two‐sided Control Charts for Short Production Runs. Quality and Reliability Engineering International 28:2, pages 215-232.
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Thomas P. Ryan. 2011. Statistical Methods for Quality Improvement. Statistical Methods for Quality Improvement 261 307 .
Y. J. Ou, J. X. Jiao & Z. Wu. (2009) An advanced CUSUM chart for attributes. An advanced CUSUM chart for attributes.
Libor Pospisil, Jan Vecer & Olympia Hadjiliadis. (2009) Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups. Stochastic Processes and their Applications 119:8, pages 2563-2578.
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George E. P. Box, Alberto Luceño & María Del Carmen Paniagua‐Quiñones. 2009. Statistical Control by Monitoring and Adjustment. Statistical Control by Monitoring and Adjustment 307 320 .
Alberto Luceno & Antonio S. Cofiño. (2006) The random intrinsic fast initial response of two-sided CUSUM charts. Test 15:2, pages 505-524.
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N. Balakrishnan & Markos V. Koutras. 2001. Runs and Scans with Applications. Runs and Scans with Applications 389 435 .
Thomas P. Ryan & Belinda J. Faddy. 2001. Frontiers in Statistical Quality Control 6. Frontiers in Statistical Quality Control 6 176 193 .
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Douglas M. Hawkins & David H. OlwellDouglas M. Hawkins & David H. Olwell. 1998. Cumulative Sum Charts and Charting for Quality Improvement. Cumulative Sum Charts and Charting for Quality Improvement 231 242 .
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Zhang Jian. (1993) High moments of two optimal rules of detecting a change in distributions. Acta Mathematica Sinica 9:1, pages 100-112.
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Brian R. Schlain, Philip T. Lavin & Cheryl L. Hayden. (2006) Using autoregressive and random walk models to detect trends and shifts in unequally spaced tumour biomarker data. Statistics in Medicine 12:3-4, pages 265-279.
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Stavros G. Papastavridis & Markos V. Koutras. 1993. New Trends in System Reliability Evaluation. New Trends in System Reliability Evaluation 228 248 .
B. M. Adams, W. H. Woodall & C. A. Lowry. 1992. Frontiers in Statistical Quality Control 4. Frontiers in Statistical Quality Control 4 155 168 .
Brian R. Schlain, Philip T. Lavin & Cheryl L. Hayden. (2006) Using an autoregressive model to detect departures from steady states in unequally spaced tumour biomarker data. Statistics in Medicine 11:4, pages 515-532.
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U. Rendtel. (1990) Cusum-schemes with variable sampling intervals and sample sizes. Statistical Papers 31:1, pages 103-118.
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Emmanuel Yashchin. (2016) On a unified approach to the analysis of two-sided cumulative sum control schemes with headstarts. Advances in Applied Probability 17:3, pages 562-593.
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