Journal of Korean Society for Quality Management (품질경영학회지)

Korean Society for Quality Management (한국품질경영학회)
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Comparison of Multivariate CUSUM Charts Based on Identification Accuracy for Spatio-temporal Surveillance

시공간 탐지 정확성을 고려한 다변량 누적합 관리도의 비교

  • Lee, Mi Lim (College of Business Administration, Hongik University)
  • 이미림 (홍익대학교 경영대학 경영학과)
  • Received : 2015.09.08
  • Accepted : 2015.11.10
  • Published : 2015.12.31
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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.

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References

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