Exponential cumulative sums chart for detecting shifts in time-between-events
提出一种加权累积和图表，通过引入额外参数w来更有效地检测事件间时间间隔的增大或减小，并给出优化设计方法以最小化平均损失。
Time-between-events (TBE) charts use the time interval T between events to monitor process shifts (or failure rates λ). This paper presents a two-sided TBE cumulative sums (CUSUM) chart called a weighted CUSUM(WCUSUM)chart for detecting either a deterioration (decrease in T) or an improvement (increase in T) in the condition of a process. A new kind of WCUSUM chart that has an additional charting power parameter w is proposed here. A WCUSUM chart’s efficiency can be improved by using the parameter w, based on an estimated value of the mean shift. In addition, a methodology and optimal design are presented for minimising the average loss. Construction of the WCUSUM chart is illustrated by considering a random shift δ in λ (including both increasing and decreasing shifts) in the design.