An improved adaptive CUSUM control chart for monitoring process mean

Adaptive CUSUM (namely ACUSUM) charts have received much attention recently. It is found that, by adjusting the reference parameter k dynamically, an ACUSUM chart can achieve better performance over a range of mean shifts than the conventional CUSUM chart that is designed to have maximal detection effectiveness at a particular level of shift. This article studies a new feature of the ACUSUM chart regarding an additional charting parameter, w (the exponential of the sample mean shift in (x_t - mu₀)^w), which is also adapted according to the on-line estimated value of the mean shift. The testing cases reveal that this new adaptive CUSUM chart outperforms the earlier ACUSUM chart to a substantial degree.