Cusum

Applying the CUSUM algorithm to a correlated random process

Applying the CUSUM algorithm to a correlated random process
  1. What is Cusum algorithm?
  2. What is the critical value in Cusum?

What is Cusum algorithm?

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.

What is the critical value in Cusum?

CUSUM signals are calculated from Equation 3, with k = (−1 − 0)/2 = −0.5. For in-control ARL of 100, the critical value is h = −2.850 and the ARL until detecting a shift to the out-of-control value (μ1 = −1) is 6.1.

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