Cumulative Sum Chart Modeled under the Presence of Outliers

Abstract

Cumulative sum control charts that are based on the estimated control limits are extensively used in practice. Such control limits are often characterized by a Phase I estimation error. The presence of these errors can cause a change in the location and/or width of control limits resulting in a deprived performance of the control chart. In this study, we introduce a non-parametric Tukey’s outlier detection model in the design structure of a two-sided cumulative sum (CUSUM) chart with estimated parameters for process monitoring. Using Monte Carlo simulations, we studied the estimation effect on the performance of the CUSUM chart in terms of the average run length and the standard deviation of the run length. We found the new design structure is more stable in the presence of outliers and requires fewer amounts of Phase I observations to stabilize the run-length performance. Finally, a numerical example and practical application of the proposed scheme are demonstrated using a dataset from healthcare surveillance where received signal strength of individuals’ movement is the variable of interest. The implementation of classical CUSUM shows that a shift detection in Phase II that received signal strength data is indeed masked/delayed if there are outliers in Phase I data. On the contrary, the proposed chart omits the Phase I outliers and gives a timely signal in Phase II.