Robust CUSUM chart for Autocorrelated Process

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Journal of Korean Society for Quality Management > Volume 27(4); 1999 > Article

Journal of Korean Society for Quality Management 1999;27(4): 123-.

자기상관을 갖는 공정의 로버스트 누적합관리도

이정형¹, 전태윤¹, 조신섭²

¹동아대학교 경영정보과학부
²서울대학교 통계학과

Robust CUSUM chart for Autocorrelated Process

ABSTRACT

Conventional SPC assumes that observations are independent. Often in industrial practice, however, observations are not independent. A common approach to building control charts for autocorrelated data is to apply conventional SPC to the residuals from a time series model of the process or is to apply conventional SPC to the weighted or unweighted subgroup means. In this paper, we propose a robust CUSUM control scheme for the detection of level change, without model identification or subgrouping of autocorrelated data. The proposed CUSUM chart and other conventional control charts are compared by a Monte Carlo simulation. It is shown that the proposed CUSUM chart is more effective than conventional CUSUM chart when the process is autocorrelated.