A CUMULATIVE SUM CONTROL CHART FOR MONITORING PROCESS VARIANCE

Cumulative sum (CUSUM) control charts have been widely used for monitoring the process mean. Relatively little attention has been given to the use of CUSUM charts for monitoring the process variance. The properties of CUSUM charts based on the logarithmic transformation of the sample variance log(S-2) for detecting changes in the process variance are described in this paper. Design procedures are developed for designing one-sided and two-sided CUSUM charts that are nearly optimal. The fast initial response feature as an enhancement to the CUSUM chart is discussed. The effects of non-normality and serially correlated observations on the performance of the CUSUM chart is examined. The relative performance of CUSUM charts based on the sample variance S-2 and log(S-2) is also examined in this paper. A comparison of the performances of CUSUM and exponentially weighted moving average (EWMA) charts based on log(S-2) is presented. It is found that the performance of a CUSUM chart is comparable to that of the corresponding EWMA chart.