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CUSUM information


CUSUM chart
Originally proposed byE. S. Page
Process observations
Rational subgroup sizen = 1
Measurement typeCumulative sum of a quality characteristic
Quality characteristic typeVariables data
Underlying distributionNormal distribution
Performance
Size of shift to detect≤ 1.5σ
Process variation chart
Not applicable
Process mean chart
Center lineThe target value, T, of the quality characteristic
Upper control limit
Lower control limit
Plotted statistic

In statistical quality control, the CUSUM (or cumulative sum control chart) is a sequential analysis technique developed by E. S. Page of the University of Cambridge. It is typically used for monitoring change detection.[1] CUSUM was announced in Biometrika, in 1954, a few years after the publication of Wald's sequential probability ratio test (SPRT).[2]

E. S. Page referred to a "quality number" , by which he meant a parameter of the probability distribution; for example, the mean. He devised CUSUM as a method to determine changes in it, and proposed a criterion for deciding when to take corrective action. When the CUSUM method is applied to changes in mean, it can be used for step detection of a time series.

A few years later, George Alfred Barnard developed a visualization method, the V-mask chart, to detect both increases and decreases in .[3]

  1. ^ Grigg; Farewell, VT; Spiegelhalter, DJ; et al. (2003). "The Use of Risk-Adjusted CUSUM and RSPRT Charts for Monitoring in Medical Contexts". Statistical Methods in Medical Research. 12 (2): 147–170. doi:10.1177/096228020301200205. PMID 12665208.
  2. ^ Page, E. S. (June 1954). "Continuous Inspection Scheme". Biometrika. 41 (1/2): 100–115. doi:10.1093/biomet/41.1-2.100. hdl:10338.dmlcz/135207. JSTOR 2333009.
  3. ^ Barnard, G.A. (1959). "Control charts and stochastic processes". Journal of the Royal Statistical Society. B (Methodological) (21, number 2): 239–71. JSTOR 2983801.

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function analysis of function words. The CUSUM (cumulative sum) method for text analysis has also been developed. CUSUM analysis works even on short texts and...

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Pannonia

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measured consumption. One of the tools most commonly used for this is the CUSUM, which is the CUmulative SUM of differences. This consists in first calculating...

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Optimal stopping Sequential estimation Sequential probability ratio test CUSUM Wald, Abraham (June 1945). "Sequential Tests of Statistical Hypotheses"...

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boundary. The method has been used in several medical research studies. CUSUM Computerized classification test Wald test Likelihood-ratio test Wald, Abraham...

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incidence Cunningham function CURE data clustering algorithm Curve fitting CUSUM Cuzick–Edwards test Cyclostationary process d-separation D/M/1 queue D'Agostino's...

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