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CUSUM charts with controlled conditional performance under estimated parameters

  • Nesma A. Saleh*
  • , Inez M. Zwetsloot
  • , Mahmoud A. Mahmoud
  • , William H. Woodall
  • *Corresponding author for this work

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Abstract

We study the effect of the Phase I estimation error on the cumulative sum (CUSUM) chart. Impractically large amounts of Phase I data are needed to sufficiently reduce the variation in the in-control average run lengths (ARL) between practitioners. To reduce the effect of estimation error on the chart's performance we design the CUSUM chart such that the in-control ARL exceeds a desired value with a specified probability. This is achieved by adjusting the control limits using a bootstrap-based design technique. Such approach does affect the out-of-control performance of the chart; however, we find that this effect is relatively small.

Original languageEnglish
Pages (from-to)402-415
JournalQuality Engineering
Volume28
Issue number4
DOIs
Publication statusPublished - Oct 2016
Externally publishedYes

Funding

The work of William H. Woodall was supported by National Science Foundation Grant CMMI-1436365.

Research Keywords

  • average of ARL (AARL)
  • bootstrap
  • effect of estimation error
  • standard deviation of average run length (SDARL)
  • statistical process control (SPC)
  • statistical process monitoring (SPM)

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