Optimization design of a CUSUM control chart based on taguchi’s loss function

Abstract

The CUSUM charts have been widely used in statistical process control (SPC) across industries for monitoring process shifts and supporting online measurement and distributed computing. This paper proposes an algorithm for the optimimal design of a CUSUM control chart detecting process shifts in the mean value. The algorithm optimizes the sample size, sampling interval, control limit and reference parameter of the CUSUM chart through minimizing the overall mean value (ML) of a Taguchi’s loss function over the probability distribution of the random process mean shift. A new feature related to the exponential of the sample mean shift is elaborated. Comparative studies reveal that the proposed ML-CUSUM chart is considerably superior to the Shewhart ML- $$\overline{X} $$ chart and the conventional CUSUM chart in terms of the overall loss of ML.