Journal of
Engineering and Technology Research

  • Abbreviation: J. Eng. Technol. Res.
  • Language: English
  • ISSN: 2006-9790
  • DOI: 10.5897/JETR
  • Start Year: 2009
  • Published Articles: 184

Full Length Research Paper

Modified cumulative sum quality control scheme

Alpaben K. Patel1* and Jyoti Divecha2
  1Directorate of Economics and Statistics, Sector-18, Gandhinagar- India. 2Department of Statistics, Sardar Patel University, Vallabh Vidyanagar, 388120, India.
Email: [email protected]

  • Article Number - CA27F8A10679
  • Vol.2(12), pp. 226-236, December 2010
  •  Accepted: 10 November 2010
  •  Published: 31 December 2010

Abstract

 

A modified two-sided cumulative sum (MOCUSUM) quality control scheme is proposed that improves CUSUM (cumulative-sum) in average run length (ARL) properties. The MOCUSUM scheme is based on single cumulative sum that may be positive or negative and hence can be generalized to multivariate MOCUSUM scheme easily. In this scheme, the ‘large’ CUSUM values are shrunk towards zero, but the ‘small’ CUSUM values are updated away from zero. The design and monitoring procedure for MOCUSUM is discussed along with signal resistance and ARL through Markov chain approximation. Algorithms (in R-language) for the MOCUSUM monitoring and computing of ARL are provided.  

 

Key words: ARMA, average run length, CUSUM, inertia, signal resistance, modified CUSUM.

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