CUSUM procedures with probability control limits for monitoring processes with variable sample sizes

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  • Wenpo Huang
  • Lianjie Shu
  • William H. Woodall
  • Kwok-Leung Tsui


Original languageEnglish
Pages (from-to)759-771
Journal / PublicationIIE Transactions (Institute of Industrial Engineers)
Issue number8
Online published18 May 2016
Publication statusPublished - 2 Aug 2016


Control charts are usually designed with constant control limits. In this article, we consider the design of control charts with probability control limits aimed at controlling the conditional false alarm rate at the desired value at each time step. The resulting control limits are dynamic and thus are more general and capable of accommodating more complex situations in practice as compared with the use of a constant control limit. We consider the situation when the sample sizes are varying over time, with a primary focus on the CUmulative SUM (CUSUM)-type control charts. Unlike other methods, no assumptions about future sample sizes are required with our approach. An integral equation approach is developed to facilitate the design and analysis of the CUSUM control chart with probability control limits. The relationship between the CUSUM charts using probability control limits and the CUSUM charts with a fast initial response feature is investigated.

Research Area(s)

  • Cumulative sum, dynamic control limits, fast initial response, integral equation

Citation Format(s)