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Original Articles

A Note on Multivariate CUSUM Procedures

Pages 409-412 | Published online: 23 Mar 2012

Keep up to date with the latest research on this topic with citation updates for this article.

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Honghan Ye, Ziqian Zheng, Jing-Ru C. Cheng, Brock Hable & Kaibo Liu. (2024) Online monitoring of high-dimensional asynchronous and heterogeneous data streams for shifts in location and scale. International Journal of Production Research 62:3, pages 720-736.
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Nesma A. Saleh, Mahmoud A. Mahmoud & William H. Woodall. (2023) An equivalence between multivariate cumulative sum control charts. Quality Technology & Quantitative Management 0:0, pages 1-8.
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Zohre Ghasemi, Ali Zeinal Hamadani & Ahmad Ahmadi Yazdi. (2023) New methods for phase II monitoring of multivariate simple linear profiles. Communications in Statistics - Simulation and Computation 0:0, pages 1-25.
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Daniel Ashagrie Tegegne, Daniel Kitaw & Eshetie Berhan. (2022) Advances in statistical quality control chart techniques and their limitations to cement industry. Cogent Engineering 9:1.
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Mohsen Ebadi, Shojaeddin Chenouri, Dennis K. J. Lin & Stefan H. Steiner. (2022) Statistical monitoring of the covariance matrix in multivariate processes: A literature review. Journal of Quality Technology 54:3, pages 269-289.
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David Enck, Mario Beruvides, Víctor G. Tercero-Gómez & Alvaro E. Cordero-Franco. (2021) Using statistical process monitoring to identify us business cycle change points and turning points. Applied Economics 53:46, pages 5319-5336.
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Abdul Haq, Michael B. C. Khoo, Ming Ha Lee & Saddam Akber Abbasi. (2021) Enhanced adaptive multivariate EWMA and CUSUM charts for process mean. Journal of Statistical Computation and Simulation 91:12, pages 2361-2382.
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Li Xue & Peihua Qiu. (2021) A nonparametric CUSUM chart for monitoring multivariate serially correlated processes. Journal of Quality Technology 53:4, pages 396-409.
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Jimoh Olawale Ajadi, Zezhong Wang & Inez Maria Zwetsloot. (2021) A review of dispersion control charts for multivariate individual observations. Quality Engineering 33:1, pages 60-75.
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Dongdong Xiang, Xiaolong Pu, Dong Ding & Wenjuan Liang. (2021) An efficient charting scheme for multivariate categorical process with a sparse contingency table. Journal of Quality Technology 53:1, pages 88-105.
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Junzhuo Chen, Seong-Hee Kim & Yao Xie. (2020) : A score statistic for spatiotemporal change point detection. Sequential Analysis 39:4, pages 563-592.
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Konstantinos A. Tasias & George Nenes. (2020) Monitoring location and scale of multivariate processes subject to a multiplicity of assignable causes. Quality Technology & Quantitative Management 17:5, pages 592-608.
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Liyan Xie, Yao Xie & George V. Moustakides. (2020) Sequential subspace change point detection. Sequential Analysis 39:3, pages 307-335.
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Moez Farokhnia & S. T. A. Niaki. (2020) Principal component analysis-based control charts using support vector machines for multivariate non-normal distributions. Communications in Statistics - Simulation and Computation 49:7, pages 1815-1838.
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Cailian Yao, Zhonghua Li, Chuan He & Jiujun Zhang. (2020) A Phase II control chart based on the weighted likelihood ratio test for monitoring polynomial profiles. Journal of Statistical Computation and Simulation 90:4, pages 676-698.
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Hidayatul Khusna, Muhammad Mashuri, Muhammad Ahsan, Suhartono Suhartono & Dedy Dwi Prastyo. (2020) Bootstrap-based maximum multivariate CUSUM control chart. Quality Technology & Quantitative Management 17:1, pages 52-74.
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Abdul Haq. (2019) Weighted adaptive multivariate CUSUM charts with variable sampling intervals. Journal of Statistical Computation and Simulation 89:3, pages 478-491.
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Wenjuan Liang, Dongdong Xiang, Xiaolong Pu, Yan Li & Lingzhu Jin. (2019) A robust multivariate sign control chart for detecting shifts in covariance matrix under the elliptical directions distributions. Quality Technology & Quantitative Management 16:1, pages 113-127.
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Jiaqi Chen, Hualong Yang & Jianfeng Yao. (2018) A new multivariate CUSUM chart using principal components with a revision of Crosier's chart. Communications in Statistics - Simulation and Computation 47:2, pages 464-476.
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Xiaochen Xian, Andi Wang & Kaibo Liu. (2018) A Nonparametric Adaptive Sampling Strategy for Online Monitoring of Big Data Streams. Technometrics 60:1, pages 14-25.
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Wenjuan Liang, Xiaolong Pu & Dongdong Xiang. (2017) A distribution-free multivariate CUSUM control chart using dynamic control limits. Journal of Applied Statistics 44:11, pages 2075-2093.
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Olha Bodnar & Wolfgang Schmid. (2017) CUSUM control schemes for monitoring the covariance matrix of multivariate time series. Statistics 51:4, pages 722-744.
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Tianhua Wang & Shuguang Huang. (2016) An adaptive multivariate CUSUM control chart for signaling a range of location shifts. Communications in Statistics - Theory and Methods 45:16, pages 4673-4691.
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Wenjuan Liang, Dongdong Xiang & Xiaolong Pu. (2016) A Robust Multivariate EWMA Control Chart for Detecting Sparse Mean Shifts. Journal of Quality Technology 48:3, pages 265-283.
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Chen Zhang, Nan Chen & Changliang Zou. (2016) Robust Multivariate Control Chart Based on Goodness-of-Fit Test. Journal of Quality Technology 48:2, pages 139-161.
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S. Siripanthana & E. C. Stillman. (2016) Sufficient reduction methods for multivariate time-dependent health surveillance data. Communications in Statistics - Theory and Methods 45:4, pages 950-966.
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Kaibo Liu, Yajun Mei & Jianjun Shi. (2015) An Adaptive Sampling Strategy for Online High-Dimensional Process Monitoring. Technometrics 57:3, pages 305-319.
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Mi Lim Lee, David Goldsman & Seong-Hee Kim. (2015) Robust distribution-free multivariate CUSUM charts for spatiotemporal biosurveillance in the presence of spatial correlation. IIE Transactions on Healthcare Systems Engineering 5:2, pages 74-88.
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J. Kim, K.N. Al-Khalifa, M.K. Jeong, A.M.S. Hamouda & E.A. Elsayed. (2014) Multivariate statistical process control charts based on the approximate sequential χ2 test. International Journal of Production Research 52:18, pages 5514-5527.
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Mi Lim Lee, David Goldsman, Seong-Hee Kim & Kwok-Leung Tsui. (2014) Spatiotemporal biosurveillance with spatial clusters: control limit approximation and impact of spatial correlation. IIE Transactions 46:8, pages 813-827.
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Shuguang He, Zhen He & G. Alan Wang. (2014) CUSUM Control Charts for Multivariate Poisson Distribution. Communications in Statistics - Theory and Methods 43:6, pages 1192-1208.
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Wenpo Huang, Lianjie Shu, Wei Jiang & Kwok-Leung Tsui. (2013) Evaluation of run-length distribution for CUSUM charts under gamma distributions. IIE Transactions 45:9, pages 981-994.
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M. A. Mahmoud & P. E. Maravelakis. (2013) The performance of multivariate CUSUM control charts with estimated parameters. Journal of Statistical Computation and Simulation 83:4, pages 721-738.
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Bo Li, Kaibo Wang & ArthurB. Yeh. (2013) Monitoring the covariance matrix via penalized likelihood estimation. IIE Transactions 45:2, pages 132-146.
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Guohong Sun & Xuemin Zi. (2013) An Empirical-Likelihood-Based Multivariate EWMA Control Scheme. Communications in Statistics - Theory and Methods 42:3, pages 429-446.
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Vasyl Golosnoy & Jens Hogrefe. (2013) Signaling NBER turning points: a sequential approach. Journal of Applied Statistics 40:2, pages 438-448.
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Sai Wang & Marion R. Reynolds$suffix/text()$suffix/text(). (2013) A GLR Control Chart for Monitoring the Mean Vector of a Multivariate Normal Process. Journal of Quality Technology 45:1, pages 18-33.
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Seyed Taghi Akhavan Niaki & Mohammad Javad Ershadi. (2012) A parameter-tuned genetic algorithm for statistically constrained economic design of multivariate CUSUM control charts: a Taguchi loss approach. International Journal of Systems Science 43:12, pages 2275-2287.
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A. Snoussi. (2011) SPC for short-run multivariate autocorrelated processes. Journal of Applied Statistics 38:10, pages 2303-2312.
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Anne G. Ryan, Lee J. Wells & William H. Woodall. (2011) Methods for Monitoring Multiple Proportions When Inspecting Continuously. Journal of Quality Technology 43:3, pages 237-248.
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Shuohui Chen & Harriet Black Nembhard. (2011) Multivariate Cuscore control charts for monitoring the mean vector in autocorrelated processes. IIE Transactions 43:4, pages 291-307.
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Tze-San Lee. (2010) Change-Point Problems: Bibliography and Review. Journal of Statistical Theory and Practice 4:4, pages 643-662.
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S. Du, J. Lv & L. Xi. (2010) An integrated system for on-line intelligent monitoring and identifying process variability and its application. International Journal of Computer Integrated Manufacturing 23:6, pages 529-542.
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Seoung Bum Kim, Weerawat Jitpitaklert & Thuntee Sukchotrat. (2010) One-Class Classification-Based Control Charts for Monitoring Autocorrelated Multivariate Processes. Communications in Statistics - Simulation and Computation 39:3, pages 461-474.
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K. D. Zamba & Douglas M. Hawkins. (2009) A Multivariate Change-Point Model for Change in Mean Vector and/or Covariance Structure. Journal of Quality Technology 41:3, pages 285-303.
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A. Vaghefi, SamD. Tajbakhsh & R. Noorossana. (2009) Phase II Monitoring of Nonlinear Profiles. Communications in Statistics - Theory and Methods 38:11, pages 1834-1851.
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Guoxi Zhang & Shing I. Chang. (2008) Multivariate EWMA control charts using individual observations for process mean and variance monitoring and diagnosis. International Journal of Production Research 46:24, pages 6855-6881.
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RonaldD. Fricker$suffix/text()$suffix/text(), MatthewC. Knitt & CeciliaX. Hu. (2008) Comparing Directionally Sensitive MCUSUM and MEWMA Procedures with Application to Biosurveillance. Quality Engineering 20:4, pages 478-494.
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S. T. A. Niaki & B. Abbasi. (2008) Detection and classification mean-shifts in multi-attribute processes by artificial neural networks. International Journal of Production Research 46:11, pages 2945-2963.
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Wei Jiang & Kwok-Leung Tsui. (2008) A theoretical framework and efficiency study of multivariate statistical process control charts. IIE Transactions 40:7, pages 650-663.
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Peihua Qiu. (2008) Distribution-free multivariate process control based on log-linear modeling. IIE Transactions 40:7, pages 664-677.
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R. B. Kazemzadeh, R. Noorossana & A. Amiri. (2008) Phase I Monitoring of Polynomial Profiles. Communications in Statistics - Theory and Methods 37:10, pages 1671-1686.
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J. Hu, G. Runger & E. Tuv. (2007) Tuned artificial contrasts to detect signals. International Journal of Production Research 45:23, pages 5527-5534.
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Seyed Taghi Akhavan Niaki & Babak Abbasi. (2007) Skewness Reduction Approach in Multi-Attribute Process Monitoring. Communications in Statistics - Theory and Methods 36:12, pages 2313-2325.
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Young Soon Chang. (2007) Multivariate CUSUM and EWMA Control Charts for Skewed Populations Using Weighted Standard Deviations. Communications in Statistics - Simulation and Computation 36:4, pages 921-936.
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Paul Zantek, Shan Li & Yong Chen. (2007) Detecting multiple special causes from multivariate data with applications to fault detection in manufacturing. IIE Transactions 39:8, pages 771-782.
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CharlesW. Champ & L. Allison Jones-Farmer. (2007) Properties of Multivariate Control Charts with Estimated Parameters. Sequential Analysis 26:2, pages 153-169.
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Murat Caner Testik & GeorgeC. Runger. (2006) Multivariate one-sided control charts. IIE Transactions 38:8, pages 635-645.
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Covariance Matrix, Marion R. Reynolds$suffix/text()$suffix/text() & Gyo-Young Cho. (2006) Multivariate Control Charts for Monitoring the Mean Vector and Covariance Matrix. Journal of Quality Technology 38:3, pages 230-253.
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Howard Burkom. (2006) Discussion. Journal of Quality Technology 38:2, pages 127-132.
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Shiyu Zhou, Nong Jin & Jionghua (Judy) Jin. (2005) Cycle-based signal monitoring using a directionally variant multivariate control chart system. IIE Transactions 37:11, pages 971-982.
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Arthur B. Yeh, Longcheen Huwang & Chien-Wei Wu. (2005) A multivariate EWMA control chart for monitoring process variability with individual observations. IIE Transactions 37:11, pages 1023-1035.
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Keunpyo Kim & Marion R. Reynolds$suffix/text()$suffix/text(). (2005) Multivariate Monitoring Using an MEWMA Control Chart with Unequal Sample Sizes. Journal of Quality Technology 37:4, pages 267-281.
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DAVID HE & ARSEN GRIGORYAN. (2005) Multivariate multiple sampling charts. IIE Transactions 37:6, pages 509-521.
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Przemysław śliwa & Wolfgang Schmid. (2005) Surveillance of the covariance matrix of multivariate nonlinear time series. Statistics 39:3, pages 221-246.
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Wei Jiang. (2004) Multivariate Control Charts for Monitoring Autocorrelated Processes. Journal of Quality Technology 36:4, pages 367-379.
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ARTHURB. YEH, LONGCHEEN HUWANG & YU-FANG WU. (2004) A likelihood-ratio-based EWMA control chart for monitoring variability of multivariate normal processes. IIE Transactions 36:9, pages 865-879.
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J. Surtihadi, M. Raghavachari & G. Runger. (2004) Multivariate control charts for process dispersion. International Journal of Production Research 42:15, pages 2993-3009.
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A. A. Kalagonda & S. R. Kulkarni. (2003) Diagnosis of Multivariate Control Chart Signal Based on Dummy Variable Regression Technique. Communications in Statistics - Theory and Methods 32:8, pages 1665-1684.
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R. Noorossana, William H. Woodall & S. Amiriparian. (2002) ON THE ECONOMIC DESIGN OF MULTIVARIATE CONTROL CHARTS. Communications in Statistics - Theory and Methods 31:9, pages 1665-1673.
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Lan Kang & Susan L. Albin. (2000) On-Line Monitoring When the Process Yields a Linear Profile. Journal of Quality Technology 32:4, pages 418-426.
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JOEH. SULLIVAN & WILLIAMH. WOODALL. (2000) Change-point detection of mean vector or covariance matrix shifts using multivariate individual observations. IIE Transactions 32:6, pages 537-549.
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Robert L. Mason & John C. Young. (1999) Improving the Sensitivity of the T2 Statistic in Multivariate Process Control. Journal of Quality Technology 31:2, pages 155-165.
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Daryl J. Hauck, George C. Runger & Douglas C. Montgomery. (1999) Multivariate statistical process monitoring and diagnosis with grouped regression‐adjusted variables. Communications in Statistics - Simulation and Computation 28:2, pages 309-328.
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Kevin M. Bodden & Steven E. Rigdon. (1999) A Program for Approximating the In-Control ARL for the MEWMA Chart. Journal of Quality Technology 31:1, pages 120-123.
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NIKIFOROS T. LAOPODIS. (1999) Optimal prediction rule: an application to debt reschedulings. Applied Economics 31:1, pages 17-26.
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Peter Wessman. (1998) Some principles for surveillance adopted for multivariate processes with a common change point. Communications in Statistics - Theory and Methods 27:5, pages 1143-1161.
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H. G. Kramer & L.V. Schmid. (1997) Ewma charts for multivariate time series. Sequential Analysis 16:2, pages 131-154.
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GeorgeC. Runger & SharadS. Prabhu. (1996) A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart. Journal of the American Statistical Association 91:436, pages 1701-1706.
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George C. Runger. (1996) Projections and the U2 Multivariate Control Chart. Journal of Quality Technology 28:3, pages 313-319.
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Neil H. Timm. (1996) Multivariate Quality Control Using Finite Intersection Tests. Journal of Quality Technology 28:2, pages 233-243.
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George C. Ranger & Frank B. Alt. (1996) Choosing principal components for multivariate statistical process control. Communications in Statistics - Theory and Methods 25:5, pages 909-922.
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CYNTHIAA. LOWRY & DOUGLASC. MONTGOMERY. (1995) A review of multivariate control charts. IIE Transactions 27:6, pages 800-810.
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Steven E. Rigdon. (1995) An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart. Journal of Statistical Computation and Simulation 52:4, pages 351-365.
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Robert L. Mason, Nola D. Tracy & John C. Young. (1995) Decomposition of T2 for Multivariate Control Chart Interpretation. Journal of Quality Technology 27:2, pages 99-108.
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Camil Fuchs & Yoav Benjamini. (1994) Multivariate Profile Charts for Statistical Process Control. Technometrics 36:2, pages 182-195.
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Douglas M. Hawkins. (1993) Regression Adjustment for Variables in Multivariate Quality Control. Journal of Quality Technology 25:3, pages 170-182.
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PanayiotisT. Theodossiou. (1993) Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures. Journal of the American Statistical Association 88:422, pages 441-449.
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Kwok-Leung Tsui & William H. Woodall. (1993) Multivariate control charts based on loss functions. Sequential Analysis 12:1, pages 79-92.
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CynthiaA. Lowry, WilliamH. Woodall, CharlesW. Champ & StevenE. Rigdon. (1992) A Multivariate Exponentially Weighted Moving Average Control Chart. Technometrics 34:1, pages 46-53.
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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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DouglasM. Hawkins. (1991) Multivariate Quality Control Based on Regression-Adiusted Variables. Technometrics 33:1, pages 61-75.
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Joseph J. Pignatiello$suffix/text()$suffix/text() & George C. Runger. (1990) Comparisons of Multivariate CUSUM Charts. Journal of Quality Technology 22:3, pages 173-186.
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RonaldB. Crosier. (1988) Multivariate Generalizations of Cumulative Sum Quality-Control Schemes. Technometrics 30:3, pages 291-303.
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