CUSUM TEMPLATE i Xi

Target 1
Instructions: Sigma (X)
1. Enter the data (individual values) into the h
column labeled Xi. k
2. Specify value of the Target (mean), m0. H
3. Specify the value of the parameter h (h>0), K
which is the number of standard deviations UCL
between the center line and the control limits. LCL
Ideally this should be between 3 and 6.
4. Specify the value of the parameter k (k>0).
This is half the size of the shift, in standard Run
deviation units, that you wish to detect.
5. By default the template estimates the Clear
standard deviation using the average moving
range method. If you want to use a different
✘ Show Upward Shifts
value, uncheck the 'Use Estimate of Std
Deviation' option and enter the value in the ✘ Show Downward Shifts
gold cell corresponding to Sigma(X).
6. If the expected shift is in one direction only, ✘ Use Estimate of Std Deviation
uncheck the other option for 'upward' or
downward' shift.

More info in the Help worksheet

Note: Do not insert or delete rows or columns

 CUSUM Chart
0.24
Si
Ti
0.14 LC
L
UC
0.04 L
Fla
gs
-0.06 Ti

-0.16

-0.26

-0.36

-0.46

-0.56

-0.66
Si
Ti
LC
L
UC
L
Fla
gs
Ti
 EWMA TEMPLATE t Xi
w 1
Instructions: Target
1. Enter the data (individual values) into the UCL
column labeled Xi. LCL
2. Specify value of the Target (mean), μ0. Sigma (X)
3. Specify the value of the weight parameter w.
This must be a value between 0 and 1 and will
be used to calculate the weighted moving
averages. A commonly used value is w = 0.2. Run
4. By default the template estimates the
standard deviation using the average moving Clear
range method. If you want to use a different
value, uncheck the 'Use Estimate of Std
Deviation' option and enter the value in the ✘ Use Estimate of Std Deviation
gold cell corresponding to Sigma(X).

More info in the Help worksheet

Note: Do not insert or delete rows or columns

 1

0.1086
EWMA Chart
E
W
M
A
LC
L
0.1036

0.0986

0.0936

0.0886
E
W
M
A
LC
L
CUSUM Chart Help
The CUSUM chart is a graphical tool used to monitor a process that is in control and to quickly detect a sm
process variance. The chart can be one-sided if the expected shift is in one direction only, or two-sided if
either direction.
The one-sided CUSUM chart plots quantities called ‘upper cusums’ if the expected shift is in the upward d
control limit. ‘Lower cusums’ are plotted if the shift is only expected to be downward, along with the lower
both upper and lower cusums are plotted on the same chart along with both control limits.
Any plotted point falling beyond the control limits is flagged – this indicates a ‘signal’ that the process mea
shift is given by the slope of the plotted points at the time of the signal.
The chart is easy to read and interpret - Points above the upper control limit signal an upward shift in the p
lower control limit signal a downward shift.

Formulas
The Upper CUSUMs are calculated as:

{
S i= max 0 , ( S i−1 + ( X i − μ0 )− k∗σ^ X ) }
where:
Si = upper cusum at time i
Si-1 = upper cusum at time (i-1)
Xi = observed value at time i
μ0 = the specified target mean
k = specified value of parameter k (size of shift it is desired to detect) and
σ^ X
= estimated standard deviation (this template uses the average moving range method to estimate σ X)

The Lower CUSUMs are calculated as:

T i = min 0 , ( T i −1 + ( X i− μ0 ) + k∗σ^ X )
{ }
where:
Ti = lower cusum at time i
Ti-1 = lower cusum at time (i-1)
Xi = observed value at time i
μ0 = the specified target mean
k = specified value of parameter k (size of shift it is desired to detect) and
= estimated standard deviation
σ^ X
The Control Limits
The Upper control limit is given by:

UCL = h σ^ X
The Lower control limit is given by:

LCL = −h σ^ X
Note: This template does not work for data in subgroups.
EWMA Chart Help

The EWMA chart is a graphical tool used to monitor a process that is in control, to forecast the value for th
and to quickly detect a small shift in the process mean or process variance. This chart plots weighted mo
up to and including the current observation. The weighting factor is specified by you, the user and must be
weights decrease exponentially as you go backward in time, hence the name of the chart. The smaller the
to detect. This parameter is commonly set to 0.2.
Any plotted point falling beyond the control limits is flagged – this indicates a ‘signal’ that the process mea
shift is given by the slope of the plotted points at the time of the signal.
The chart is easy to read and interpret - Points above the upper control limit signal an upward shift in the p
lower control limit signal a downward shift.
Formulas
The EWWMAs are calculated as:
Ft+1 = w*Xt + (1-w)*Ft
where:
Ft+1 = forecast for time period (t+1)
w = weight assigned to the current value (0 < w < 1)
Xt = observed value at time t
Ft = forecast for time period t
The Control Limits

The Upper control limit is given by:

w
UCL =
μ0 +3 σ^ X
√ 2−w
The Lower control limit is given by:

w
LCL = μ0 −3 σ^ X
√ 2−w
where:
μ0 = the specified target mean
w = specified weighting factor
σ^ X = estimated standard deviation (this template uses the average moving range method to estimate

Note: This template does not work for data in subgroups.

 Wheeler Errors Weights
50 h=2.65 2 h=6 0.091 h=4
51 k=1 2.04 k=.5 0.096 k=.5
50.5 target=50 2.02 target= 2 0.108 target=0.1
49 w = .2 2 w = .2 0.105 w = .2
50 1.97 0.117
43 1.98 0.079
42 2.03 0.087
45 1.99 0.097
47 1.94 0.109
49 1.96 0.099
46 1.91 0.105
50 2 0.094
52 2.08 0.119
52.5 2.1 0.101
51 2.04 0.093
52 2.03 0.111
50 2 0.115
49 1.96 0.107
54 2.05 0.108
51 2.04 0.106
52 2.08 0.109
46 1.89 0.105
42 1.92 0.092
43 1.9 0.098
45 1.91 0.106
46 1.93 0.104
42 1.9 0.088
44 1.89 0.076
43 1.92 0.085
46 1.96 0.098
42 2 0.097
43 2.04 0.087
42 2.08 0.077
45 2.01 0.093
49 2.04 0.084
50 1.96 0.088
51 2 0.108
52 1.98 0.098
54 2.04 0.091
51 2 0.095
49 2.08
50 2
49.5 1.92
51 1.98
50 1.96
52
50
48
49.5
49