CUSUM control schemes for monitoring Wiener processes

Abstract

Detecting the abnormal degradation rate of Wiener processes is important for quality control and reliability management. In this paper, we propose upper-side CUSUM control schemes for monitoring the abnormal degradation rate of three classes of Wiener processes. Average run length and standard deviation run length are applied to evaluating the efficiency of CUSUM control schemes. The results show that the proposed CUSUM control schemes can efficiently give out-of-control signals when the degradation rate of Wiener process accelerates. It is also shown that initial values of degradation rate and sampling frequency have significant influence on the performance of CUSUM control schemes.

Keywords:

• Average run length
• CUSUM control schemes
• Random effects
• Standard deviation run length
• Wiener process

Additional information

Funding

This work was supported by the Ministry of Education of Humanities and Social Science Project under Grant number (19YJC630103).