Abstract
In the field of statistical process control, the cumulative sum (CUSUM) control chart is used as a powerful tool to detect process shifts. One of the main features of the CUSUM control chart is that it takes into account the past information at each sampling time of the process. Recently, the rapid development of optimization algorithms and software makes the CUSUM chart easier to be implemented. As a result, the CUSUM control chart has been increasingly applied widely. The goal of this chapter is to present some recent innovative CUSUM control charts monitoring the coefficient of variation (CV). We address several problems related to the CUSUM chart monitoring the CV. The first section provides important definitions of a CUSUM control chart, including the CUSUM sequence, the CUSUM statistics, the implementation of a CUSUM control chart, the average run length (ARL), and the expected average run length (EARL). In the second section, we investigate the effect of measurement error on the CUSUM control chart monitoring the CV. Finally, a fast initial response strategy to improve the performance of the CUSUM control chart is presented.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Change history
23 May 2023
A correction has been published.
References
Stoumbos, Z.G., Reynolds, M.R.: The Robustness and Performance of CUSUM Control Charts Based on the Double-Exponential and Normal Distributions. In: Lenz, H.J., Wilrich, P.T. (eds.) Frontiers in Statistical Quality Control, vol. 7. Physica, Heidelberg (2004)
Castagliola, P., Celano, G., Fichera, S.: Monitoring process variability using EWMA. In: Pham, H. (ed.) Handbook of Engineering Statistics. Springer, Berlin (2006)
Chang, W.R., McLean, I.P.: CUSUM: a tool for early feedback about performance? BMC Med. Res. Methodol. 6(1), 1–8 (2006)
Yashchin, E.: Performance of CUSUM control schemes for serially correlated observations. Technometrics 35(1), 37–52 (1993)
Saghaei, A., Mehrjoo, M., Amiri, A.: A CUSUM-based method for monitoring simple linear profiles. Int. J. Adv. Manuf. Technol. 45, 1252–1260 (2009)
Castagliola, P., Maravelakis, P.E.: A CUSUM control chart for monitoring the variance when parameters are estimated. J. Stat. Plan. Infer. 141, 1463–1478 (2011)
Hawkins, D.M., Olwell, D.H.: Cumulative Sum Charts and Charting for Quality Improvement. Springer Science & Business Media, Berlin (2012)
Castagliola, P., Celano, G., Psarakis, S.: Monitoring the coefficient of variation using EWMA charts. J. Qual. Technol. 43(3), 249–265 (2011)
Yeong, W.C., Khoo, M.B.C., Teoh, W.L., Castagliola, P.: A control chart for the multivariate coefficient of variation. Qual. Reliab. Eng. Int. 32(3), 1213–1225 (2016)
Ye, J., Feng, P., Xu, C., Ma, Y., Huang, S.: A novel approach for chatter online monitoring using coefficient of variation in machining process. Int. J. Adv. Manuf. Technol. 96(1–4), 287–297 (2018)
Muhammad, A.N.B., Yeong, W.C., Chong, Z.L., Lim, S.L., Khoo, M.B.C.: Monitoring the coefcient of variation using a variable sample size EWMA chart. Comput. Ind. Eng. 126, 378–398 (2018)
Kang, C.W., Lee, M.S., Seong, Y.J., Hawkins, D.M.: A control chart for the coefficient of variation. J. Qual. Technol. 39(2), 151–158 (2007)
Hong, E.-P., Chang-Wook, K., Jae-Won, B., Hae-Woon, K.: Development of CV control chart using EWMA technique. J. Soc. Korea Ind. Syst. Eng. 31(4), 114–120 (2008)
Castagliola, P., Achouri, A., Taleb, H., Celano, G., Psarakis, S.: Monitoring the coefficient of variation using control charts with Run Rules. Qual. Technol. Quant. Manag. 10, 75–94 (2013)
Hanh, T.P., Cédric, H., Du, N.H., Hélène, M.: Monitoring coefficient of variation using one-sided run rules control charts in the presence of measurement errors. J. Appl. Stat. 12(48), 2178–2204 (2021)
Calzada, M.E., Scariano, S.M.: A synthetic control chart for the coefficient of variation. J. Stat. Comput. Simul. 83(5), 853–867 (2013)
Teoh, W.L., Khoo, M.B.C., Yeong, W.C., Teh, S.Y.: Comparison between the performances of synthetic and EWMA charts for monitoring the coefficient of variation. J. Scient. Res. Develop. 3(1), 16–20 (2016)
Zhang, J., Li, Z., Chen, B., Wang, Z.: A new exponentially weighted moving average control chart for monitoring the coefficient of variation. Comput. Ind. Eng. 78, 205–212 (2014)
Hong, E.-P., Kang, H.W., Kang, C.W., Baik, J.W.: CV control chart using GWMA technique. Adv. Mat. Res. 337, 247–254 (2011)
Lin, T.W., Khoo, M.B.C., Castagliola, P., Yeong, W.C., Yin, T.S.: Run-sum control charts for monitoring the coefficient of variation. Qual. Reliab. Eng. Int. 257(1), 144–158 (2017)
Hanh, T.P., Phuc, T.K.: The efficiency of CUSUM schemes for monitoring the coefficient of variation. Appl. Stoch. Models Bus. Ind. 32(6), 870–881 (2016)
Hanh, T.P., Cédric, H., Sébatien, T.: Enhanced CUSUM control charts for monitoring coefficient of variation: A case study in Textile industry. IFAC-PapersOnLine, 55(10), 1195–1200 (2022)
Castagliola, P., Achouri, A., Taleb, H., Celano, G., Psarakis, S.: Monitoring the coefficient of variation using a variable sampling interval control chart. Qual. Reliab. Eng. Int. 29(8), 1135–1149 (2013)
Castagliola, P., Achouri, A., Taleb, H., Celano, G., Psarakis, S.: Monitoring the coefficient of variation using a variable sample size control chart. Int. J. Adv. Manuf. Technol. 81(9–12), 1561–1576 (2015)
Yeong, W.C., Khoo, M.B.C., Lim, S.L., Lee, M.H.: A direct procedure for monitoring the coefficient of variation using a variable sample size scheme. Commun. Stat. Simul. Comput. 46(6), 4210–4225 (2017)
Khaw, K.W., Khoo, M.B.C., Yeong, W.C., Wu, Z.: Monitoring the coefficient of variation using a variable sample size and sampling interval control chart. Commun. Stat. Simul. Comput. 46(7), 5722–5794 (2017)
Yeong, W.C., Lim, S.L., Khoo, M.B.C., Castagliola, P.: Monitoring the coefficient of variation using a variable parameters chart. Qual. Eng. 30(2), 212–235 (2018)
Yeong, W.C., Khoo, M.B.C., Teoh, W.L., Abdur, R.: Monitoring the coefficient of variation using a variable sampling interval EWMA chart. J. Qual. Technol. 49(3), 380–401 (2017)
Hanh, T.P., Cédric, H.: Monitoring the coefficient of variation using variable sampling interval CUSUM control charts. J. Stat. Comput. Simul. 3(91), 501–521 (2021)
Castagliola, P., Amdouni, A., Tale, H., Celano, G.: One-sided Shewhart-type charts for monitoring the coefficient of variation in short production runs. Qual. Technol. Quant. Manag. 12(1), 53–67 (2015)
Amdouni, A., Castagliola, P., Tale, H., Celano, G.: A variable sampling interval Shewhart control chart for monitoring the coefcient of variation in short production runs. Int. J. Prod. Res. 55(19), 5521–5536 (2017)
Amdouni, A., Castagliol, P., Tale, H., Celano, G.: One-sided run rules control charts for monitoring the coefficient of variation in short production runs. Euro. J. Ind. Eng. 10, 639–663 (2016)
Amdouni, A., Castagliol, P., Tale, H., Celano, G.: Monitoring the coefficient of variation using a variable sample size control chart in short production runs. Int. J. Adv. Manuf. Technol. 81, 1–14 (2015)
Dawod, A.B.A., Abbasi, S.A., Al-Momani, M.: On the performance of coefficient of variation control charts in Phase I. Qual. Reliab. Eng. Int. 34(6), 1029–1040 (2018)
Yeong, W.C., Khoo, M.B.C., Lim, S.L., Teoh, W.L.: The coefficient of variation chart with measurement error. Qual. Technol. Quant. Manag. 14(4), 353–377 (2017)
Phuc, T.K., Du, N.H., Thong, N.Q., Chattinnawat, W.: One-sided synthetic control charts for monitoring the coefficient of variation with measurement errors. In: 2018 IEEE International Conference on Industrial Engineering and Engineering Management, pp. 1667–1671 (2018)
Du, N.H., Thong, N.Q., Phuc, T.K., Phuc, H.D.: On the performance of VSI Shewhart control chart for monitoring the coefficient of variation in the presence of measurement errors. Int. J. Adv. Manuf. Technol. (2019). https://doi.org/10.1007/s00170-019-03352-7
Phuc, T.K., Du, N.H., Hanh, T.P., Cedric, H.: On the performance of CUSUM control charts for monitoring the coefficient of variation with measurement errors. Int. J. Adv. Manuf. Technol. (2019) https://doi.org/10.1007/s00170-019-03987-6
Montgomery, D.C.: Introduction to Statistical Quality Control, 7th edn. John Wiley & Sons, Hoboken (2009)
Hawkins, D.M., Olwell, D.H.: Cumulative Sum Charts and Charting for Quality Improvement, 1st edn. Springer, New York (1998)
Woodall, W., Adams, B.: The statistical design of CUSUM charts. Qual. Eng. 5(4), 559–570 (1993)
Hawkins, D.M.: A fast accurate approximation for average run lengths of CUSUM control charts. J. Qual. Technol. 24(1), 37–43 (1992)
Page, E.S.: Control charts with warning lines. Biometrics 42, 243–257 (1955)
Crowder, S.V.: A simple method for studying run-length distributions of exponentially weighted moving average charts. Technometrics 29(4), 401–407 (1987)
Brook, D., Evans, D.: An approach to the probability distribution of CUSUM run length. Biometrika 69(3), 539–549 (1972)
Neuts, M.F.: Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach. Johns Hopkins University Press, Baltimore (1981)
Latouche, G., Ramaswami, V.: Introduction to matrix analytic methods in stochastic modelling. Series on Statistics and Applied Probability. SIAM, Philadelphia (1999)
McKay, A.T.: Distribution of the coefficient of variation and extended t distribution. J. R. Stat. Soc. 95(4), 695–698 (1932)
Hendricks, W.A., Robey, K.W.: The sampling distribution of the coefficient of variation. Ann. Math. Stat. 7(3), 129–132 (1936)
Iglewicz, B., Myers, R.H.: Comparisons of approximations to the percentage points of the sample coefficient of variation. Technometrics 12(1), 166–169 (1970)
Iglewicz, B., Myers, R.H., Howe, R.B.: On the percentage points of the sample coefficient of variation. Biometrika 55(3), 580–581 (1968)
Vangel, M.G.: Confidence intervals for a normal coefficient of variation. Am. Stat. 15, 21–26 (1996)
Warren, W.G.: On the adequacy of the chi-squared approximation for the coefficient of variation. Commun. Stat. Simul. Comput. 11, 659–666 (1982)
Reh, W., Scheffler, B.: Significance tests and confidence intervals for coefficients of variation. Comput. Stat. Data Anal. 22(4), 449–452 (1996)
Breunig, R.: An almost unbiased estimator of the coefficient of variation. Eco. Lett. 70(1), 15–19 (2001)
Bennet, C.A.: Effect of measurement error on chemical process control. Ind. Qual. Control 10(4), 17–20 (1954)
Linna, K.W., Woodall, W.H.: Effect of measurement error on Shewhart control chart. J. Qual. Technol. 33(2), 213–222 (2001)
Maravelakis, P.E.: Measurement error effect on the CUSUM control chart. J. Appl. Stat. 39(2), 323–336 (2012)
Maravelakis, P., Panaretos, J., Psarakis, S.: EWMA chart and measurement error. J. Appl. Stat. 31(4), 445–455 (2004)
Noorossana, R., Zerehsaz, Y.: Effect of measurement error on phase II monitoring of simple linear profiles. Int. J. Adv. Manuf. Technol. 79(9–12), 2031–2040 (2015)
Hanh, T.P., Phuc, T.K., Rakitzis, A.: A synthetic median control chart for monitoring the process mean with measurement errors. Qual. Reliab. Eng. Int. 35(4), 1100–1116 (2019)
Phuc, T.K., Cedric, H., Balakrishnan, N.: On the performance of coefficient of variation charts in the presence of measurement errors. Qual. Reliab. Eng. Int. 35(1), 329–350 (2018)
Down, M., Czubak, F., Gruska, G., Stahley, S., Benham, D.: Measurement System Analysis, 4th edn. Chrysler Group LLC, Ford Motor Company, General Motors Corporation, Auburn Hills (2010)
Lucas, J.M., Crosier, R.B.: Fast initial response for CUSUM quality-control schemes: give your CUSUM a head start. Technometrics 24(3), 199–205 (1982)
Sanusi, R.A., Riaz, M., Abbas, N., Abujiya, M.R.: Using FIR to improve CUSUM charts for monitoring process dispersion. Qual. Reliab. Eng. Int. 33(5), 1045–1056 (2017)
Rocke, D.M., Lorenzato, S.: A two-Component model for measurement error in analytical chemistry. Technometrics 37(2), 176–184 (1995)
Bai, D.S., Choi, I.: \(\bar {X}\) and R control charts for skewed populations. J. Qual. Technol. 27(2), 120–131 (1995)
Derya, K., Canan, H.: Control charts for Skewed distributions: Weibull, Gamma, and Lognormal. Metodoloski zvezki 9(2), 95–106 (2012)
Acknowledgements
Research activities of Phuong Hanh Tran have been supported by Univ. Lille, ENSAIT, ULR 2461 – GEMTEX – Engineering and Textile Materials, Roubaix, France and HEC Liège-Management School of the University of Liège, Liège, Belgium under grant 2020/MOB/00504.
Author information
Authors and Affiliations
Corresponding authors
Editor information
Editors and Affiliations
Section Editor information
Rights and permissions
Copyright information
© 2023 Springer-Verlag London Ltd., part of Springer Nature
About this chapter
Cite this chapter
Tran, P.H., Nguyen, H.D., Heuchenne, C., Tran, K.P. (2023). Monitoring Coefficient of Variation Using CUSUM Control Charts. In: Pham, H. (eds) Springer Handbook of Engineering Statistics. Springer Handbooks. Springer, London. https://doi.org/10.1007/978-1-4471-7503-2_18
Download citation
DOI: https://doi.org/10.1007/978-1-4471-7503-2_18
Published:
Publisher Name: Springer, London
Print ISBN: 978-1-4471-7502-5
Online ISBN: 978-1-4471-7503-2
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)