Multivariate CUSUM chart: properties and enhancements

摘要

The multivariate CUSUM#1 control chart of Pignatiello and Runger (J. Qual. Technol. 22:173-186, 1991) is widely used in practical applications due to its good ability to detect shifts of small and medium size in a process of interest. This paper investigates properties and suggests several refinements of this chart. The performance of the competing procedures is evaluated within a Monte Carlo simulation study. The suggested log MCUSUM chart proves to be the best among the investigated alternatives for the considered performance criteria.