Evaluation of some multivariate CUSUM schemes

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Title: Evaluation of some multivariate CUSUM schemes
Author: Spindler, Susan L.
Abstract: This paper will review and compare five multivariate CUSUM techniques. Two of these are proposed by Crosier (1986), the multivariate CUSUM and the CUSUM of T (COT). It will also compare two proposed by Pignatiello (1986), the multivariate CUSUM #1 (MCl) and the multivariate CUSUM #2 (MC2). The fifth method which will be compared is the multivariate Shewhart method. A discussion of the method of computation and a comparison of results of all the above methods using the same data set will be included. Additionally, a short commentary on the cusum method by Woodall and Ncube is enclosed. Graphical interpretation is also provided to make differences more readily apparent.
Record URI: http://hdl.handle.net/1850/10330
Date: 1987-07-22

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