Cumulative score charts

Publisher Website
Google Scholar
Abstract
Shewhart charts are direct plots of the data and they have the potential to detect departures from statistical stability of unanticipated kinds. However, when one can identify in advance a kind of departure specifically feared, then a more sensitive detection statistic can be developed for that specific possibility.In this paper Cuscore statistics are developed for this purpose which can be used as an adjunct to the Shewhart chart. These statistics use an idea due to Box and Jenkins which is in turn an application of Fisher's score statistic. This article shows how the resulting procedures relate to Wald‐Barnard sequential tests and to Cusum statistics which are special cases of Cuscore statistics. The ideas are illustrated by a number of examples. These concern the detection in a noisy environment of (a) an intermittent sine wave, (b) a change in slope of a line, (c) a change in an exponential smoothing constant and (d) a change from a stationary to a non‐stationary state in a process record.

This publication has 6 references indexed in Scilit: