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Multivariate CUSUM chart: properties and enhancements
Authors:Vasyl Golosnoy  Sergiy Ragulin  Wolfgang Schmid
Institution:(1) Disciplines of Public Health and Paediatrics, Faculty of Health Sciences and Children, Youth and Women’s Health Service, Public Health Research Unit, University of Adelaide, Adelaide, SA, Australia;(2) School of Health Sciences, University of South Australia, Adelaide, SA, Australia;(3) Queensland Paediatric Intensive Care Service, Royal Children’s Hospital, Herston Road, QLD 4029 Herston, Australia;
Abstract: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.
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