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Abstract
A preliminary cumulative sum (CUSUM) chart based on individual observations is developed from the uniformly most powerful test for the detection of linear trends. This CUSUM chart is compared with several of its alternatives which are based on the likelihood ratio test and on transformations of standardized recursive residuals on which, for instance, the Q-chart methodology is based. It turns out that the proposed CUSUM chart is not only superior in the detection of linear trend out-of-control conditions, but also in the detection of other out-of-control situations considered in this paper. Approximate control limits, determined from simulation and an example of its use in practice are given for the proposed CUSUM chart.
Additional information
Notes on contributors
Alex J. Koning
Dr. Koning is an Assistant Professor in the Econometric Institute. He is a Member of ASQ. His email address is [email protected].
Ronald J. M. M. Does
Dr. Does is a Professor in the Department of Mathematics and Director of the Institute for Business and Industrial Statistics. He is a Senior Member of ASQ.
