CUSUM (CUmulative SUm of control chart)
A CUSUM (CUmulative SUm of control chart) is a sequential hypothesis testing technique.
- See: Variable and Attribute (Research), Normal Distribution, Statistical Process Control, Control Chart, Sequential Hypothesis Testing.
References
2021
- (Wikipedia, 2021) ⇒ https://en.wikipedia.org/wiki/CUSUM Retrieved:2021-12-28.
- In statistical quality control, the CUSUM (or cumulative sum control chart) is a sequential analysis technique developed by E. S. Page of the University of Cambridge. It is typically used for monitoring change detection.
CUSUM was announced in Biometrika, in 1954, a few years after the publication of Wald's SPRT algorithm.
E. S. Page referred to a "quality number" [math]\displaystyle{ \theta }[/math] , by which he meant a parameter of the probability distribution; for example, the mean. He devised CUSUM as a method to determine changes in it, and proposed a criterion for deciding when to take corrective action. When the CUSUM method is applied to changes in mean, it can be used for step detection of a time series.
A few years later, George Alfred Barnard developed a visualization method, the V-mask chart, to detect both increases and decreases in [math]\displaystyle{ \theta }[/math] .
- In statistical quality control, the CUSUM (or cumulative sum control chart) is a sequential analysis technique developed by E. S. Page of the University of Cambridge. It is typically used for monitoring change detection.