Impact of Two Auxiliary Information on the Performance of Formatted: Font: (Default) Times New

Roman, 14 pt, Bold

Cumulative Sum chart: An Application from the Manufacturing Formatted: List Paragraph

process

Abstract

To keep the variability of the process under control in the manufacturing industry, control chart

is considered as a major tool in this context. The Cumulative Sum (CUSUM) charting scheme is

one of the most well-known charts in memory-type charting structure for the detection of small

and moderate sizes of shifts in the process parameter(s). In this work, we proposed new CUSUM

charting structure by utilizing the two auxiliary variables-based estimator for efficiently

monitoring of the location parameter, which is referred as TACUSUM chart. A detailed study of

the suggested TACUSUM charting scheme also under the situation of without- and with the

presence of multicollinearity problem. Furthermore, average run-length (ARL), extra quadratic

loss (EQL) and relative mean index (RMI) are taken as the performance measures. These defined

measures are processed with extensively used of Monte Carlo study design. The results show

that the suggested TACUSUM charting scheme uniformly and substantially outperform the

existing counterparts. It is also observed that the performance of the TACUSUM charting

scheme significantly alter under the presence of multicollinearity. Moreover, real-life dataset is

also used for exploring the importance of suggested charting structure.

Keywords: Control chart, Auxiliary information, TACUSUM, Multicollinearity, Regression

estimator, Average run length

1. Introduction

In any manufacturing industry, it could be a main objective to manufacture the best quality of the

products. If during the production process, we face the variation then statistical quality control

(SQC) comes to handy. The common sources of variation and special sources of variation

divided into two major parts. If the irregular changes occur in the process it refers special source

of variation and on the other hand common source of variation based on essential part of the

process. If the common causes of variation occur in the procedure, statistically process is termed

as in-control (IC) and special source of variation refer the process is out-of-control (OOC) (cf.

Montgomery (2012)).

Control charting structure has been measured the powerful toolkit for process monitoring

scenario in manufacturing industry. With this regard, control charting schemes are separated into

two key parts, namely memoryless and memory-type charts. Shewhart type charts, proposed by

Shewhart (1924), are referred as the memoryless because this control chart utilize just current

information and ignores all the past information and is more sensitive to detect large shifts in the

process parameters. On the other hand, cumulative sum (CUSUM) and exponentially weighted

moving average (EWMA) control charting schemes were suggested by Page (1954) and Roberts

(1959) respectively, are referred as the memory-type, this is because these incorporate previous

along with the current information and are more sensitive to detect small to moderate shifts.

The quality researchers has numerous work on CUSUM control chart i.e. innovative

CUSUM charting scheme for the unknown location and scale set up are discussed by Chowdhury

et al. (2015). Lucas and Crosier (1982) studied the CUSUM chart with the feature of fast initial
response and an enhancement of former chart performed by Wu et al. (2009). It is a common

practice in statistical process control to increase the sensitivity of the detection ability of the any

control charting structure by utilizing the efficient estimator of the parameter under study which

the protection is required. On the similar lines, in these days, quality engineers are applying the

suitable one or more auxiliary variables to enhance the detection ability of ongoing process. The

information which is available at the stage of estimation other than that in the sample is known

as the supplementary information. Fuller (2009) utilized some estimator at the time of estimation

stage such as regression, ratio and product type estimators. Riaz (2008a, 2008b), initiated the

impression of supplementary information-based control charting schemes for the monitoring the

process means and variability. He exposed that supplementary information-based control

charting structure are much effective as compared to the classical charting structure. To follow

the same lines, Mi et al. (2020) used auxiliary information for enhancing the efficiency of the

EWMA charting scheme.

On the similar lines, for the process monitoring auxiliary based mixed EWMA control

charting structure was initiated by Anwar et al. (2020). Anwar et al. (2020) studied another

auxiliary based memory type control charting structure for the process location parameter. For

simultaneously monitoring of the process parameters new auxiliary information based mixed

memory type control charting structure was introduced by Anwar et al. (2021). Supplementary

information- based chart for autocorrelated process studied by Ahmed et al. (2019). To increase

the enhancement of synthetic mean charting structure, supplementary information was done by

Haq and Khoo (2016). Another auxiliary information based EWMA charting structure was

studied by Saghir et al. (2019). Two supplementary variables were utilized under ranked set

sampling a generalized EWMA chart structure was suggested by Hussain et al. (2019). Purpose
to increase the detection ability of the adaptive CUSUM charting structure was designed by Haq

and Abbasi (2019). Increase the efficiency of the CUSUM by using single use of auxiliary

variable was studied by Sanusi et al (2018). In this study we proposed new CUSUM control

chart by using two use of auxiliary variables (TACUSUM). The proposed TACUSUM charting

structure performs under the absence and presence of multicollinearity.

There is a discussion of existing charting scheme in Section 2. Section 3 discusses proposed

charting structure. The proposed charting structure is discussed in Section 4.

Further, in Section 5 and 6, there is an illustrative example and a conclusion.

2. Existing charting structure

In this section of the article, all existing charting schemes are briefly described. The design

structure of the existing classical CUSUM and auxiliary CUSUM (ACUSUM), classical EWMA

and supplementary information based EWMA (AEWMA) charts are briefly described in this

section.

2.1 Design structure of traditional EWMA control chart

The classical process mean EWMA chart the monitoring motivated by Roberts (1959) . Let us

take into consideration, Y follows normally distributed with mean 0 and variance  y2 which is Field Code Changed
Field Code Changed

a random variable. The classical EWMA chart strategy is given below:

Let us say, Y is normally distributed with mean Y and variance  y2 .When process is under

control, variance remains same and mean is 0 = Y Otherwise, the process mean changes from Field Code Changed

Y  0 to Y  1 ..in out of control situation.

 Ti  Y i  (1   )Ti 1 . (1)

Y i
For the process of monitoring, the ith sample mean Y i  i 1
with size n is colluded on the
n

control chart with mean and standard deviation of Y i , say ̅= , ̅ ) . where  is the
√

sensitivity parameter capable of taking values over range [0,1]. The Ti 1 stands for EWMA

plotting statistic at the time (i-1) while Ti is presenting the EWMA plotting statistic in equation

(1). To set the control limits of the classical EWMA chart, the mean and variance for IC process


are given as E (Ti )  0 and Var (Ti )   Y2 ( (1  (1   ) 2i )) , respectively. The control limits
2

based on these mean and variance are,

  
LCLi   0  L Y (1  (1   )2i ) , 
 2 

CL  0 , . (2)

 
UCLi   0  L Y (1  (1   ) 2i ) , 
 2 


where L describes the width of control limits. For small choices of  the classical EWMA

charting scheme shows more sensitivity. The classical EWMA chart detects OOC state if at any

sample number Ti goes outsides the control limits given in equation (2).

2.2 Design structure of the AEWMA control chart

Motivated by Abbas et al(2014), EWMA (AEWMA) control chart based on auxiliary

information which is more efficient classical EWMA chart for monitoring the irregular shifts in

the location parameter. Let us consider X i as an auxiliary variable which is connected with the
study variable of Yi . YX represents the correlation between the study and auxiliary variable,

that can be followed the bivariate normal distribution, i.e., (Y , X ) N2 ( Y ,  X ,  Y2 ,  X2 , YX )

where N 2 presents bivariate normal distribution. The following regression estimator used the

auxiliary variable for effective monitoring the population mean 0 , suggested by Cochran

(1977) is given as

KY  Y  bYX ( X  X ) ,

(3)

 
where bYX  YX  Y  . The mean and variance of KY respectively are given below,
X 

 Y2  Y2  bYX2  X2
E ( KY )  0 , and Var ( KY )   Y2  (1   2YX )  . (4)
n n

As described in equation (3), KY is unbiased estimator of 0 and the variance is

Var ( KY )  Var (Y ) for  2YX  0 . The AEWMA statistic based on regression estimator is defined

as:

Ei   KY  (1   ) Ei 1 .

(5)

where  known as the sensitivity parameter of the AEWMA charting scheme and it is always lie

between zero and one. The value of Ei 1 presenting as afore-mentioned information and it is

taken from the initial values of E0 and this is equal to target mean 0 and variance
  Y2  Y2  bYX2  X2
Var ( KY )   Y2  (1   2YX )  . The control limits of AHWMA control charting
n n

structure are given as;

  
LCLi   0  L Y (1   2YX )( (1  (1   ) 2i )), 
 2 

CL  0 ,  .

 
ULCi   0  L Y (1   2YX )( (1  (1   ) 2i )), 
 2 


(6)

The AEWMA chart alarms if at any sample point the plotting AEWMA statistic goes outside the

control limits process is OOC otherwise IC.

2.3 The Classical CUSUM control chart

Motivated by afore-mentioned studies, this research focuses on the development of

classical CUSUM charting structure known as a memory-type control chart. The classical

CUSUM control charting scheme was proposed by Page (1954). Wald (1947) suggested that the

CUSUM control chart and sequential probability ratio test are related. Furthermore,

Fuh (2003) found a correlation amongst CUSUM charting approach and sequential probability

ratio test. For two sided CUSUM charting statistic, against the single control limit H we plot two

statistic is given bellows;

Ai  max[0, (Yi  0 )  K  Ai1 

.
Ai  max[0, (Yi  0 )  K  Ai1 

(7)
From the equation (7) Y known as the sample mean of study variable Y, while 0 known as

target mean of Y and i is the sample number. Where K known as the reference value of the

classical CUSUM, according to Ewan and Kemp (1960) it is usually taken equal to the half of

the amount of the shift to be detected. The initial values of plotting statistic considered equal to

zero i.e. A0  A0  0 . In the CUSUM charting scheme K and H are taken two parameters

which are carefully chosen because chart is very sensitive to these parameters. The standardized

manner has been adopted for the CUSUM charting scheme Montgomery (20012) written below;

K  k  var(Y ) and H  h  var(Y ),

(8)

Y
where var(Y )  &  Y is the standard deviation of the Y .
n

2.4 Design structure of the ACUSUM control chart

For monitoring the process mean single supplementary information based CUSUM (ACUSUM)

charting scheme was initiated Sanusi et al. (2016). Let the study variable ( Y ) and auxiliary

variable (X) are correlated and YX is presenting the correlation between two variables. The

bivariate normal distribution can be expressed as (Y , X ) N2 ( Y ,  X ,  Y2 ,  X2 , YX ) and N 2

presents bivariate normal distribution. The regression estimator based on supplementary

information for monitoring the population mean 0 , following Cochran (1977) is given as:

M Y  Y  bYX ( X  X ) ,

(9)
  
where bYX  YX  Y  and mean and variance of M Y , respectively, are given below:
X 

 Y2  Y2  bYX2  X2
E ( M Y )  0 , Var ( M Y )   Y2  (1   2YX ) 
n n

In equation (9) described that M Y is unbiased estimator of 0 and variance is Var (M Y )  Var (Y )

for  2YX  0 . After use the equation (1) ACUSUM charting statistic can be expressed below;

Bi  max[0, ( M Y  0 )  K  Bi1 


 
.
Bi  max[0, ( M Y  0 )  K  Bi 1 



(10)

k
Zero is set as the initial value of charting statistics i.e. B0  B0  0 . K  is the reference
n

value. A signal is considered out of control if: (for the upper-sided chart) or (for the

h
lower-sided chart) exceeds the decision interval H  in order to maintain an in-control
n

ARL. It has well-known fact that the upper-sided or lower-sided ACUSUM chart can be


optimally designed using K  . For more detail, see description of equation (7).
2

3. Design structure of the proposed TACUSUM charting scheme

We will discuss the proposed control chart for TACUSUM in this section. We considered three

variable which is , and here is our study variable and and are our auxiliary

variables and these variables are follows trivariate normal distribution ). Variables i.e. define
as ( ) (( ) ( )) based on trivariate normal distribution. As shown

below, Kadilar and Cingi (2005) propose a regression-based estimator

QY  Y  bYX ( X  X )  bYW (W  W ) . (11)

and mean and variance given as;

 Y2
) and V (QY )   Y2  (1   yx2   yw
2
 2  yx  yw  xw )
n

respectively, where is known as the correlation among the and and same and

are presented. Further we see the plotting statistics of TACUSUM control charting scheme based

on two supplementary variables regression mean estimator,

Ci  max[0, ( M Y  0 )  K  Ci1 


 
,
Ci  max[0, ( M Y  0 )  K  Ci 1 



(12)

where K (K=k √ ) is in general the reference sensitive parameter and its value are frequently

taken to be equal to the half of the amount of shift that we are interested in measuring (cf. Ewan and

Kemp (1960) and Sanusi, Abbas, and Riaz (2018)). For the plotting statistics, the initial values are

zero i.e., C0  C0  0 . The two-sided TACUSUM chart trigger an out-of-control signal

whenever C0  H (for the upper-sided chart) and/or C0  H (for the lower-sided chart), where H
is the control limit. The value of H (H= h √ ) is selected so that the in-control ARL of the

TACUSUM chart reaches a desired level.

4. Performance Comparison

In the following section, we employed average run length (ARL) to attain the run length

properties of the suggested TACUSUM control charting approach. ARL0 represents the ARL,

when the progression is working under stable condition and ARL1 represents ARL values when the

progression is in OOC state. Using the Monte Carlo study, we set the values of ARL0 fixed at 500 for

all values of  . We presented a comprehensive study on the RL distribution of the suggested

TACUSUM chart under the existence and non-existence of multicollinearity amongst the two

auxiliary variables. Furthermore, we carried out the average run length properties (ARL) and

standard deviation run length (SDRL) for the suggested TACUSUM charting approach. Together

with extra quadratic loss (EQL) and relative mean index (RMI) as other performance measures.

Where the EQL describes the overall effectiveness of the charting schemes and mathematically

defined as

 min
1
EQL   ARL( )d .
2

 max   min  max

And RMI mathematically describes as

1 n ARL( )  ARL* ( )
RMI  
n i 1 ARL* ( )
,
where n known as number of shifts. For the specific shift  , ARL( ) is the ARL1 value of a

control charting strategy, and ARL* ( ) known as the smaller value of the ARL1 (cf. Han and

Tsung(2006)).

4.1 Presentation of the suggested TACUSUM charting scheme under the absence of
multicollinearity. Formatted: Font: (Default) Times New
Roman, 12 pt, Bold
In this section of the article, the best performance of the suggested TACUSUM chart in the

absence of multicollinearity between the two auxiliary variables. In other words, both

supplementary variables have partial effect on the study variable i.e. there is no relationship

between the auxiliary variable such that  xz = 0. The ARL values of the suggested TACUSUM

control chart under the absence of collinearity at different choice of the design parameters are

provided in Table 1. We observed that for outlining small shifts in the process mean with small

ranges of the smoothing parameters, high values of the and the suggested TACUSUM

charting scheme act highly sensitive. The suggested TAHWMA charting scheme with designed

parameters K = 0.25, H = 8.585, = 0.25 and , provides = 70.18 at  =

0.25. and K = 0.5, H = 5.071, = 0.50 and , provides = 78.39 at  = 0.25

(cf. Table 1). SDRL values are also incorporated in this study at different choices of parameters

such that K = 0.25, H = 8.585, = 0.25 and , provides = 53.94 at  = 0.25

(cf. Table 2).

 Table 1: ARL of the proposed TACUSUM chart WOM at various choices of design parameters
Small Shifts Moderate Shifts Large Shifts
K=0.25, H =8.585 K=0.50, H = 5.071 K=0.75, H = 3.539 K=1, H = 2.665
=0.25 0.50 0.75 =0.25 0.50 0.75 =0.25 0.50 0.75 =0.25 0.50 0.75
Shift =0.50,  xz =0 =0.50,  xz = 0 = 0.50,  xz = 0 =0.50,  xz = 0
0.00 499.32 498.50 499.31 502.47 502.17 501.37 497.61 500.69 502.40 502.50 498.41 499.91
0.25 70.18 53.81 25.26 106.02 78.39 29.06 154.01 114.70 40.61 198.54 156.84 59.19
0.50 23.59 19.04 10.28 26.47 19.36 8.37 37.10 25.44 8.70 53.18 35.89 10.30
0.75 13.74 11.34 6.47 12.41 9.58 4.83 14.41 10.26 4.35 19.09 12.62 4.37
1.00 9.71 8.08 4.78 7.91 6.30 3.43 7.99 6.02 2.94 9.20 6.53 2.74
1.50 6.17 5.21 3.23 4.57 3.78 2.27 4.07 3.26 1.89 4.05 3.10 1.64
2.00 4.57 3.91 2.47 3.27 2.76 1.84 2.79 2.31 1.37 2.59 2.09 1.17
2.50 3.66 3.17 2.04 2.59 2.23 1.42 2.17 1.85 1.06 1.93 1.59 1.02
3.00 3.10 2.69 1.97 2.19 1.95 1.09 1.81 1.53 1.00 1.56 1.29 1.00
4.00 2.34 2.06 1.35 1.78 1.47 1.00 1.30 1.08 1.00 1.12 1.02 1.00
5.00 2.02 1.96 1.00 1.32 1.07 1.00 1.04 1.00 1.00 1.01 1.00 1.00
 Table 2: SDRL of the proposed TACUSUM chart WOM at various choices of design parameters
Small Shifts Moderate Shifts Large Shifts
K=0.25, H =8.585 K=0.5, H = 5.071 K=0.75, H = 3.539 K=1, H = 2.665
=0.25 0.50 0.75 =0.25 0.50 0.75 =0.25 0.50 0.75 =0.25 0.50 0.75
Shift = 0.50,  xz =0 = 0.50,  xz = 0 = 0.50,  xz = 0 = 0.50,  xz = 0
0.00 481.07 480.72 476.46 494.81 494.90 494.81 491.26 495.24 494.35 504.35 493.58 498.44
0.25 53.94 37.89 13.11 97.89 70.89 22.24 149.47 110.37 36.78 196.55 153.19 56.72
0.50 11.91 8.56 3.41 19.65 13.08 3.90 32.94 21.31 5.33 50.11 32.90 7.76
0.75 5.29 4.00 1.70 7.01 4.81 1.68 10.52 6.80 1.94 16.36 10.05 2.35
1.00 3.08 2.36 1.23 3.59 2.54 1.00 4.74 3.09 1.05 6.73 4.22 1.17
1.50 1.55 1.20 0.99 1.55 1.17 0.52 1.73 1.24 0.54 2.11 1.42 0.59
2.00 0.98 0.78 0.35 0.94 0.73 0.40 0.96 0.71 0.48 1.06 0.78 0.37
2.50 0.71 0.57 0.20 0.66 0.49 0.49 0.64 0.53 0.25 0.70 0.58 0.13
3.00 0.55 0.51 0.16 0.46 0.37 0.28 0.52 0.51 0.07 0.57 0.46 0.03
4.00 0.48 0.24 0.48 0.43 0.50 0.01 0.46 0.28 0.00 0.33 0.15 0.00
5.00 0.14 0.19 0.06 0.47 0.25 0.00 0.19 0.05 0.00 0.10 0.02 0.00
 4.2 Assessment of the performance of the suggested TACUSUM charting
scheme under the existence of multicollinearity

We check the effect of TACUSUM charting scheme under the presence of

multicollinearity at various choices of correlation. When = 0.25, = 0.50,  xz = 0.15, K

= 0.25 and H = 8.991 and = 72.56 at  = 0.25 (cf. Table 3).

Table 3: ARL values under WM TACUSUM = 0.25, = 0.50

 xz = 0.15  xz = 0.15  xz = 0.15
K = 0.25, H =8.991 K = 0.50, H = 5.321 K = 0.75, H = 3.724
Shift
0.00 503.81 485.63 356.00 497.12 488.75 347.00 502.36 500.23 347.00
0.25 72.56 55.51 56.00 108.78 101.18 77.00 154.61 151.57 108.00
0.50 24.58 12.43 22.00 27.22 20.04 22.00 38.50 34.02 28.00
0.75 14.40 5.60 13.00 12.99 7.37 11.00 15.06 11.02 12.00
1.00 10.17 3.30 10.00 8.28 3.80 7.00 8.35 4.95 7.00
1.50 6.45 1.64 6.00 4.75 1.61 4.00 4.27 1.83 4.00
2.00 4.76 1.03 5.00 3.40 0.97 3.00 2.90 1.00 3.00
2.50 3.82 0.75 4.00 2.69 0.69 3.00 2.26 0.67 2.00
3.00 3.22 0.57 3.00 2.26 0.50 2.00 1.88 0.53 2.00
4.00 2.47 0.51 2.00 1.84 0.39 2.00 1.37 0.48 1.00
5.00 2.04 0.19 2.00 1.43 0.49 1.00 1.06 0.24 1.00

4.3 Comparison between classical CUSUM and ACUSUM VS proposed TACUSUM

charting scheme

In this section, we made the comparison of existing counterparts such as classical CUSUM and

ACUSUM with the proposed structure. For the existing counterparts’ values of the parameter are

selected at various choices i.e. K  (0.25,0.5,0.75,1) and for ACUSUM charting scheme

correlation are fixed at 0.25. For classical CUSUM when K = 0.25, = 94.91 at  = 0.25

and ACUSUM when K = 0.25, = 90.31, = 0.25 at  = 0.25 (cf. Table 4). While the
 proposed TACUSUM charting structure at K = 0.25, H =8.585, = 0.25, = 0.50,  xz = 0,

= 70.18, at  = 0.25 (cf. Table 1).

Table 4: ARL comparison existing chart

Classical CUSUM = 0.25 Auxiliary CUSUM
Shift
0.00 501.55 500.78 500.27 497.12 502.12 503.97 501.70 501.69
0.25 94.91 146.53 200.66 251.61 90.32 140.13 191.47 239.20
0.50 30.92 39.04 56.90 81.37 29.79 36.07 53.40 76.56
0.75 17.61 17.24 22.05 30.63 16.77 16.33 20.70 28.42
1.00 12.17 10.47 11.54 14.63 11.71 9.97 10.82 13.52
1.50 7.59 5.83 5.45 5.75 7.30 5.56 5.20 5.39
2.00 5.54 4.04 3.55 3.40 5.35 3.90 3.40 3.26
2.50 4.41 3.14 2.66 2.46 4.26 3.05 2.57 2.35
3.00 3.68 2.60 2.18 1.95 3.57 2.52 2.12 1.87
4.00 2.84 2.03 1.63 1.37 2.76 1.98 1.57 1.33
5.00 2.26 1.72 1.24 1.09 2.20 1.65 1.19 1.07
H 8.585 5.071 3.539 2.665 8.585 5.071 3.539 2.665

4.4 Comparison between classical EWMA and AEWMA Vs proposed TACUSUM charting

scheme

This section is also based on comparison of classical EWMA and AEWMA against the proposed

TACUSUM chart. In this comparison, we considered the various choices of parameters are also

incorporated such as   (0.1,0.25,0.5,0.75) and correlation of AEWMA set at 0.25. The

classical EWMA when  = 0.1 = 104.48, at  = 0.25, and AEWMA  = 0.1 =

97.01, at  = 0.25, (cf. Table 5).

Table 5: ARL comparison existing chart

Shift Classical EWMA = 0.25 Auxiliary EWMA
  = 0.1  = 0.25  = 0.50  = 0.75  = 0.1  = 0.25  = 0.50  = 0.75
0.00 501.47 500.37 498.26 502.04 500.19 503.31 497.39 502.47
0.25 104.48 169.78 253.15 323.54 97.01 161.93 243.82 311.66
0.50 28.93 47.78 88.77 142.21 27.15 44.05 81.80 131.30
0.75 13.73 19.40 35.61 62.25 12.85 18.05 32.94 58.37
1.00 8.27 10.40 17.08 30.45 7.70 9.75 15.82 28.27
1.50 4.19 4.76 6.22 9.77 3.95 4.54 5.88 8.97
2.00 2.65 2.93 3.40 4.45 2.52 2.80 3.19 4.10
2.50 1.92 2.09 2.26 2.62 1.84 2.00 2.14 2.43
3.00 1.52 1.62 1.70 1.82 1.45 1.55 1.60 1.72
4.00 1.12 1.16 1.19 1.20 1.10 1.13 1.15 1.16
5.00 1.01 1.02 1.03 1.03 1.01 1.01 1.02 1.02
L 2.824 3.001 3.072 3.088 2.824 3.001 3.072 3.088

Table 6: RMI and EQL performance measure on various choices of K.

Proposed TACUSUM Classical CUSUM
Shift
0 499.32 500.47 499.61 500.50 500.55 500.78 500.27 499.12
0.25 70.18 106.02 154.01 198.54 94.91 146.53 200.66 251.61
0.5 23.59 26.47 37.10 53.18 30.92 39.04 56.90 81.37
0.75 13.74 12.41 14.41 19.09 17.61 17.24 22.05 30.63
1 9.71 7.91 7.99 9.20 12.17 10.47 11.54 14.63
1.5 6.17 4.57 4.07 4.05 7.59 5.83 5.45 5.75
2 4.57 3.27 2.79 2.59 5.54 4.04 3.55 3.40
2.5 3.66 2.59 2.17 1.93 4.41 3.14 2.66 2.46
3 3.10 2.19 1.81 1.56 3.68 2.60 2.18 1.95
4 2.34 1.78 1.30 1.12 2.84 2.03 1.63 1.37
5 2.02 1.32 1.04 1.01 2.26 1.72 1.24 1.09
EQL 23.86 17.51 14.54 13.88 28.48 21.41 18.39 17.69
RMI 0.56 0.27 0.38 0.25 0.91 0.63 0.67 0.89

Overall, a consistent superior performance of RMI and EQL.of the proposed TACUSUM

charting scheme. According to the table when K =1 RMI is minimum value which is 0.25 and

their corresponding EQL 13.88 has also minimum values at the same K = 1.
 100

kTACUSUM=0.25
kClassical CUSUM=0.25
kACUSUM=0.25
80
60
log(ARL)

40
20
0

0.25 0.5 0.75 1 1.5 2 2.5 3 4 5

Shift

Figure 1
 150

kTACUSUM=0.50
kClassical CUSUM=0.50
kACUSUM=0.50
100
log(ARL)

50
0

0.25 0.5 0.75 1 1.5 2 2.5 3 4 5

Shift

Figure 2
 200

kTACUSUM=0.75
kClassical CUSUM=0.75
kACUSUM=0.75
150
log(ARL)

100
50
0

0.25 0.5 0.75 1 1.5 2 2.5 3 4 5

Shift

Figure 3
 kTACUSUM=1
250

kClassical CUSUM=1
kACUSUM=1
200
150
log(ARL)

100
50
0

0.25 0.5 0.75 1 1.5 2 2.5 3 4 5

Shift
5. Empirical Illustration

In the resulting section of the article a real-life dataset is implemented for the supremacy of the

recommended TACUSUM charting scheme. In this example carbon fiber tubes dataset is used

and this dataset is also used by Abbasi SA, Adegoke NA (2018). It is mostly composed of carbon

atoms. Carbon fiber tubes have several characteristics such as extreme temperature tolerance,

extreme chemical resistance, extreme tensile strength, and little weight. In manufacturing the

carbon fiber tubes filament or pultrusion winding process is most commonly used. In the action

of continuous fiberglass is the first step which involve the rolling of the fabric or filament to

sustain the strength across the of profile. Attached the fabric to the machine is second step which

is known as tension roller. According to implementation of the dataset in this study inner

diameter is representing the (Y), the first auxiliary variable thickness is representing (X) and

length (Z) known as the second auxiliary variable. The data set is consisting of 30 samples and

form the 30 sample 20 sample are taken as a in control process and last 10 samples are

considered for out of control process with the amount of shift 0.05 in the process mean. Y for

first 20 samples is 0.993, X is 1.022 and Z is 50.1005. where s y2 = 0.001706316, s x2 =

0.01139579, s z = 0.05572079,  yx = 0.2778609,  yz = 0.617334,  xz = 0.1219354. From figure 7.1

2

presenting the traditional CUSUM control chart and it is detecting the first sample at 24th sample.

From figure 7.2 known as ACUSUM charting scheme and it is also detecting the first sample at

24th sample but the proposed TACUSUM charting scheme detecting the first sample at 23th

sample which show the supremacy against the existing counterparts.

6. Conclusions

We suggested the TACUSUM control chart by integrating the two auxiliary-variables based

mean estimator to the CUSUM chart to intensify the sensitivity of the CUSUM control chart

under the normally distributed method for effective observation of the location parameter. We

evaluated the run length performance of the TACUSUM control chart under two conditions i.e.

under the existence and nonexistence of multicollinearity amongst the auxiliary variables. After

analyzing the performance of our suggested control charts we recommend that our proposition

give best performance as compare to other competing charts when correlation is strong.

Furthermore, we proved that for the detection of any sort of shift in location parameter our

proposed TACUSUM chart are highly sensitive. For proving these results we incorporated a
Monte Carlo simulation study and thus we suggest that our proposed measures proved to be

more effective than the existing control charts.

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