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https://doi.org/10.1007/s00170-018-2679-1
ORIGINAL ARTICLE
Abstract
The ordinary CUSUM chart is based on normality assumption. But in real-life phenomenon such as monitoring of lifetime
variable, this assumption is not always valid. Hence, a variant of the CUSUM chart, the VCUSUM chart, has been constructed to
monitor small shift in a process that is based on a Maxwell distribution. The performance of the chart has been checked by
studying the run length properties and it was found to perform better for small shifts as compared to Shewhart type V chart for
Maxwell parameter. Finally, a real-life application is presented to monitor the failure rate of a vertical boring machine.
Keywords Maxwell distribution . Gamma distribution . Exponential family of distribution . CUSUM control chart . Run length
distribution
and
pffiffiffi
F ðrÞ ¼ 2= π γ 3=2; r2 = 2σ2 ; ð2Þ Fig. 1 Probability density function of Maxwell distribution for various
values of σ
Int J Adv Manuf Technol
Table 1 Run length properties of VCUSUM chart for different sample size (n).
δ ARL SDRL q10 q25 q50 q75 q90 ARL SDRL q10 q25 q50 q75 q90 ARL SDRL q10 q25 q50 q75 q90
1 371.4 376.4 40 106 253 511.3 866.1 369.0 368.8 38 105 255.5 514 853 366.6 368.3 40 105 255 512 841
1.1 142.6 141.7 15 41 99 197 327.1 134.5 132.0 15 40 95 185 308 123.5 123.4 13 35 85 172 286
1.2 70.8 69.4 8 21 50 98 160 63.9 63.7 7 19 45 88 145.1 58.0 58.3 6 17 40 80 134
1.25 53.7 52.1 6 16 38 74 123 46.8 46.0 5 14 33 65 108 42.0 42.0 5 12 30 57 95.1
1.5 20.2 20.0 3 6 14 28 46 17.1 16.7 2 5 12 24 39 8.1 7.7 1 3 6 11 18
1.7 12.9 12.2 2 4 9 18 29 10.5 9.8 2 3 8 14 23 14.3 13.7 2 4 10 20 32
1.75 11.5 11.0 2 4 8 16 26 9.6 9.0 2 3 7 13 21 8.8 8.2 1 3 6 12 20
1.8 10.6 9.8 2 4 8 15 24 8.8 8.2 1 3 6 12 19 7.5 6.9 1 2 5 10 17
2 8.1 7.4 1 3 6 11 18 6.7 6.2 1 2 5 9 15 5.9 5.4 1 2 4 8 13
2.5 5.3 4.8 1 2 4 7 11 4.5 4.0 1 2 3 6 10 3.9 3.4 1 1 3 5 8
3 4.3 3.7 1 2 3 6 9 3.6 3.2 1 1 3 5 8 3.2 2.6 1 1 2 4 7
Remark. When the null hypothesis is true, that is δ = 1, k following methods: renewal equations—based on integral equa-
will be zero. tions; Markov chain—the discrete approximations to the integral
In this article, one-sided upper CUSUM chart is considered equations; and simulation—based on variance reduction tech-
since increase in variation is mostly a disadvantage than de- niques [29]. Without loss of generalization, the simulation meth-
crease in variation when monitoring a process. For this case, od is used in this research, by guessing the threshold value for a
the process is said to be OOC if the plotting statistic exceeds a specific IC ARL (ARL0) through a Monte Carlo program written
specific threshold, say h, that is, C þ
i > h. in the R software [30]. In addition, the standard deviation of the
run length is also studied. Furthermore, the distribution of the run
length is also investigated with the use of percentiles. Following,
4 Performance measures Table 1 gives the run length properties of VCUSUM control
chart. Table 1 shows the different characteristics of run length
The performance of the proposed chart is mainly determined by for distinguish sample size and shift. For fixed false alarm rate
the average run length (ARL) approach, which is the most com- α = 0.0027 and sample size n = 1 we see that when the process is
mon and effective approach [1]. ARL is the average number of in control state on an average, we must wait for approximately
point (sample) plotted until there is an OOC signal [1, 14]. The 370 samples to get the first signal. But in case a small shift for
ARL for the CUSUM scheme can be determined by either of the example if there exist 10% shift in the process, the waiting
q10 q25 q50 q75 q90 q10 q25 q50 q75 q90 q10 q25 q50 q75 q90 q10 q25 q50 q75 q90
1 69 127 269 505 807 61 128 277 508 820 61 117 259 514 844 48 114 253 526 855
1.1 34 53 92 153 234 25 41 69 113 168 18 28 44 68 102 13 19 30 47 69
1.2 23 34 54 83 116 17 24 36 53 72 10 14 20 30 40 8 10 14 20 26
1.25 18 28 41 61 86 15 21 29 44 57 9 12 17 22 29 7 9 12 16 20
1.5 11 16 23 31 42 8 11 15 20 26 5 7 9 11 14 4 4 6 7 9
1.7 8 12 16 22 29 6 9 11 15 18 4 5 6 8 10 3 3 4 5 6
1.75 8 11 16 21 28 6 8 10 13 17 4 5 6 7 9 3 3 4 5 6
1.8 7 10 14 19 25 5 7 9 12 16 3 4 5 7 8 2 3 4 4 5
2 6 8 12 16 20 4 6 8 10 13 3 3 4 6 7 2 2 3 4 4
2.5 4 6 8 11 14 3 4 5 7 8 2 2 3 4 5 2 2 2 3 3
3 3 4 6 8 10 2 3 4 5 7 2 2 2 3 3 1 1 2 2 2
6 1 2 3 4 5 1 2 2 3 3 1 1 1 2 2 1 1 1 1 1
number of samples is declined to about 143 samples. For 25% (n) of 1 (see Table 2). But in our case of the VCUSUM in
shift in the process parameter, the average number of samples is Table 3 for the same sample size, the ARL is only 48.
only 54. By the increment of sample size for same shift, the Comparatively, the VCUSUM can potentially detect moderate
average number of sample to obtain signal reduced gradually. sized shift much faster than if we were to use the V Shewhart
Table 1 also depicts standard deviation of run length (SDRL), chart. With the increment of sample size, the ARL gradually
quantiles for different shift, and sample size. (n) decreases. Hence, we may infer that the proposed VCUSUM
chart is more sensitive in detecting shift as compared to V
chart. Table 4 shows the percentiles of run length.
5 Comparison with existing charts
increase (small shift) in the scale parameter, the proposed 13. Sanusi RA, Abbas N, Riaz M (2017) On efficient CUSUM-type
location control charts using auxiliary information. Quality
VCUSUM detects signal earlier than V chart whereas for
Technology and Quantitative Management 15(1):87–105
350% increase (large shift), the V chart detects signal earlier. 14. Sanusi RA, Abujiya MR, Riaz M, Abbas N (2017) Combined
Based on our finding, we would like to recommend using Shewhart CUSUM charts using auxiliary variable. Comput Ind
of this proposed VCUSUM control chart in manufacturing Eng 105:329–337
requirements when smaller changes in the quality characteris- 15. Lucas JM, Crosier RB (1982) Robust Cusum: a robustness study
for Cusum quality control schemes. Communications in Statistics -
tics need to be monitored and the distribution of the quality Theory and Methods 11(23):2669–2687
characteristic is skewed in pattern. 16. Zhang S, Wu Z (2007) A CUSUM scheme with variable sample
sizes for monitoring process shifts. Int J Adv Manuf Technol 33(9–
Acknowledgements Dr. Omar and Dr. Riaz would like to acknowledge 10):977–987
research facilities made available to them by King Fahd University of 17. Jiao JR, Helo PT (2008) Optimization design of a CUSUM control
Petroleum and Minerals, Saudi Arabia. chart based on taguchi’s loss function. Int J Adv Manuf Technol
35(11–12):1234–1243
Funding Mr. Hossain would like thank Bangabandhu Sheikh Mujibur 18. Abbasi SA, Miller A (2012) On proper choice of variability control
Rahman Science and Technology University for research support through chart for normal and non-normal processes. Qual Reliab Eng Int
grant no. 5921. 28(3):279–296
19. Khaliq QUA, Riaz M, Ahmad S (2016) On designing a new Tukey-
EWMA control chart for process monitoring. Int J Adv Manuf
Publisher’s Note Springer Nature remains neutral with regard to jurisdic-
Technol 82:1–4, pp. 1–23
tional claims in published maps and institutional affiliations.
20. Vardeman S, ou Ray D (1985) Average run lengths for cusum
schemes when observations are exponentially distributed.
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