ENBIS-17 in Naples

9 – 14 September 2017; Naples (Italy) Abstract submission: 21 November 2016 – 10 May 2017

CUSUM-Shewhart Charts for Monitoring Normal Variance

13 September 2017, 09:00 – 09:20


Submitted by
Sven Knoth
Sven Knoth (Helmut Schmidt University, University of the Federal Armed Forces Hamburg)
Monitoring the normal variance experienced lows and highs in the SPC literature. Besides very common vehicles such as the R, S or S^2 Shewhart control charts, some more sophisticated tools such as EWMA (exponentially weighted moving average) and CUSUM (cumulative sum) charts derived from the mentioned statistics were introduced already decades ago. It is quite surprising that the analysis of combining the simple Shewhart with one of the more advanced charts gained not much interest. Except for the classic Yashchin (1985), no further studies of the subject seem to be available. One potential reason is that despite the simple operation of the combo scheme, the numerical ARL (average run length) analysis is a demanding task. Here, we want to provide some new insights following the more recent Knoth (2016). It is demonstrated that the CUSUM-Shewhart combo deploying the running sample variance S_i^2 provides a simple and powerful procedure to detect a wide range of potential changes.

Knoth, S. (2016) "New results for two-sided CUSUM-Shewhart control charts", in Proceedings of the XII^th International Workshop on Intelligent Statistical Quality Control, pp. 269-287.

Yashchin, E. (1985), "On the analysis and design of CUSUM-Shewhart control schemes", IBM Journal of Research and Development 29, 377-391.
View paper

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