监控一系列均值漂移的广义累积和控制图

In this paper, a generalized cumulative sum (GCUSUM) control chart,which does not depend on the reference value nor prespecified shiftsize, is developed for detecting a range of mean shifts. Amodification to the GCUSUM (MGCUSUM) control chart is also presentedto ease the computation and the parameter effect is studied indetail. We compare the GCUSUM with generalized exponentiallyweighted moving average (GEWMA), adaptive cumulative sum (ACUSUM)and dual cumulative sum (DCUSUM) based on Monte-Carlo simulation.Our simulation results show that the proposed chart provides quiteeffective and robust detecting ability for various of shifts withdifferent magnitude. The application of our proposed method isillustrated by a real data example from chemical process control andthe average run length (ARL) performance is also presented.