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http://dx.doi.org/10.7469/JKSQM.2015.43.4.521

Comparison of Multivariate CUSUM Charts Based on Identification Accuracy for Spatio-temporal Surveillance  

Lee, Mi Lim (College of Business Administration, Hongik University)
Publication Information
Journal of Korean Society for Quality Management / v.43, no.4, 2015 , pp. 521-532 More about this Journal
Abstract
Purpose: The purpose of this study is to compare two multivariate cumulative sum (MCUSUM) charts designed for spatio-temporal surveillance in terms of not only temporal detection performance but also spatial detection performance. Method: Experiments under various configurations are designed and performed to test two CUSUM charts, namely SMCUSUM and RMCUSUM. In addition to average run length(ARL), two measures of spatial identification accuracy are reported and compared. Results: The RMCUSUM chart provides higher level of spatial identification accuracy while two charts show comparable performance in terms of ARL. Conclusion: The RMCUSUM chart has more flexibility, robustness, and spatial identification accuracy when compared to those of the SMCUSUM chart. We recommend to use the RMCUSUM chart if control limit calibration is not an urgent task.
Keywords
Spatio-temporal Surveillance; Multivariate CUSUM Control Chart; Performance Measure; Average Run Length; Identification Accuracy;
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