Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed

Improved CUSUM Schemes for Monitoring Processes Mean

Version 1 : Received: 15 December 2022 / Approved: 19 December 2022 / Online: 19 December 2022 (04:43:21 CET)

How to cite: Ajibade, G.A.; Enoch, O.O. Improved CUSUM Schemes for Monitoring Processes Mean. Preprints 2022, 2022120325. https://doi.org/10.20944/preprints202212.0325.v1 Ajibade, G.A.; Enoch, O.O. Improved CUSUM Schemes for Monitoring Processes Mean. Preprints 2022, 2022120325. https://doi.org/10.20944/preprints202212.0325.v1

Abstract

In recent times, there has been a growing interest in the use of control charts as a feedback process monitoring technique. Particularly, CUSUM schemes have been proven to be efficient for monitoring processes where the magnitude of the sustained mean shifts is small or moderate. However, because of the constant control limits, the detection ability of CUSUM schemes becomes slow at the initial set-up of the process. The fast initial response FIR feature has often been used to enhance it at the process startup. Meanwhile, the dynamism of real-life problems has always encouraged a more sensitive CUSUM scheme capable of detecting process shifts more rapidly. In this paper, an improved CUSUM scheme for monitoring process mean is proposed. This scheme will be substantial for monitoring processes whose observations are obtained at a distant time interval for example hourly, daily or weekly and where the sustained shifts are assumed to be small or moderate. To demonstrate the practical applications of the proposed scheme, we present its real-life application using datasets from a bottling company and petroleum refinery laboratory.

Keywords

CUSUM; fast initial response; generalized fast initial response (GFIR); average run length (ARL)

Subject

Computer Science and Mathematics, Probability and Statistics

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