A cumulative sum (CUSUM) control chart is one of the most popular methods used to detect a process mean shift. When one specific size of the mean shift is assumed, the CUSUM chart can be optimally designed in terms of average run length (ARL). In practice, however, the size of the mean shift is usually unknown, and the CUSUM chart can perform poorly when the actual size of the mean shift is sig...

In this paper we consider the problem of testing for a parameter change in regression models with ARCH errors based on the residual cusum test. It is shown that the limiting distribution of the residual cusum test statistic is the sup of a Brownian bridge. Through a simulation study, it is demonstrated that the proposed test circumvents the drawbacks of Kim, Cho and Lee (2000)’s cusum test. For...

Control charts are extensively used in processes and are very helpful in determining the special cause variations so that a timely action may be taken to eliminate them. One of the charting procedures is the Shewhart-type control charts, which are used mainly to detect large shifts. Two alternatives to the Shewhart-type control charts are the cumulative (CUSUM) control charts and the exponentia...

Monitoring binary outcomes when evaluating health care performance has recently become common. Classical statistical methodologies such as cumulative sum (CUSUM) charts have been refined and used for this purpose. For instance, the risk-adjusted CUSUM chart (RA-CUSUM) for monitoring binary outcomes was proposed for monitoring 30-day mortality following cardiac surgery. The RA-CUSUM inherits opt...

OBJECTIVE To apply the cumulative summation (CUSUM) technique for an evaluation of the learning process of sonographic fetal weight estimation at term in combination with the z-scores of biometry determinants and to assess the time of appearance and sources of errors. METHODS Learning curve (LC-CUSUM) and double CUSUM charts for systematic error detection based on absolute and signed mean per...

Background There is no published study evaluating the performance of cumulative sum (CUSUM) algorithm on meningitis data with limited baseline period. This study aimed to evaluate the CUSUM performance in timely detection of 707 semi-synthetic outbreak days. Methods Simulated outbreaks were generated using syndromic data on fever and neurological symptoms from Mar 2010 to Mar 2013 in Hamadan ...

We describe the adaptation of the decision limit cumulative sum method (cusum) to internal quality control in clinical chemistry. With the decision limit method, the cusum is interpreted against a numerical limit, rather than by use of a V-mask. The method can be readily implemented in computerized quality-control systems or manually on controls charts. We emphasize the manual application here ...

AIMS To apply cumulative sum (CUSUM) in monitoring performance of surgeons in cataract surgery and to evaluate the response of performance to intervention. METHOD A CUSUM analysis was applied to 80 phacoemulsification performed by three ophthalmic trainees and one consultant, for the occurrence of posterior capsular rupture and postoperative refracted vision of worse than 6/12 among patients ...

This work examines the problem of sequential change detection in the constant drift of a Brownian motion in the case of multiple alternatives. As a performance measure an extended Lorden’s criterion is proposed. When the possible drifts, assumed after the change, have the same sign, the CUSUM rule designed to detect the smallest in absolute value drift, is proven to be the optimum. If the drift...

In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of propagation an event over field sensors, assumed that change in statistical properties signals can only be temporary. Unfortunately, our best knowledge, existing simple techniques such as ones based on cumulative sum (CUSUM) do not consider temporary aspect ...