论文信息 - Multivariate Extensions to Cumulative Sum Control Charts

Multivariate Extensions to Cumulative Sum Control Charts

There are several multivariate extensions to the venerable cumulative sum (CUSUM) chart. This work provides a comparison of the advantages and disadvantages of each, as well as performance evaluations and a description of their interrelationships. A new derivation is also provided. Extensive simulation results that include initial and steady-state conditions are presented. Geometric descriptions are used, and names are proposed based on these geometric characteristics. As several of the key steps in the development of a multivariate extension to a CUSUM also appear in the construction of a two-sided CUSUM, some approaches to a two-sided CUSUM are also summarized. Copyright © 2004 John Wiley & Sons, Ltd.

George C. Runger | Murat Caner Testik | G. Runger | M. Testik

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