CUSUM Chart
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Stat > Control Charts > Time-weighted Charts > CUSUM

Displays the cumulative sums of the deviations of each sample value from the target value. You can plot a chart based on subgroup means or individual observations. With in-control processes, both the CUSUM chart and EWMA chart are good at detecting small shifts away from the target.

You can display two types of CUSUM charts. The default chart includes two one-sided CUSUMs. The upper CUSUM detects upward shifts in the level of the process, the lower CUSUM detects downward shifts. This chart uses control limits (UCL and LCL) to determine when an out-of-control situation has occurred. See [25] and [27] for a discussion of one-sided CUSUMs.

You can also plot one two-sided CUSUM. This chart uses a V-mask, rather than the usual 3s control limits, to determine when a process is out-of-control. See [15] and [30] for a discussion of the V-mask chart.

When data are in subgroups, the mean of all the observations in each subgroup is calculated. CUSUM statistics are then formed from these means. All subgroups must be the same size. By default, the process standard deviation, s, is estimated using a pooled standard deviation. You can also base the estimate on the average of subgroup ranges or subgroup standard deviations, or enter a historical value for s.

When you have individual observations, CUSUM statistics are formed from the individual observations. By default, s is estimated s, with MR / d2, the average of the moving range divided by an unbiasing constant. Moving ranges are artificial subgroups created from the individual measurements. The moving range is of length 2, since consecutive values have the greatest chance of being alike. You can also estimate s using the median of the moving range, change the length of the moving range, or enter an historical value for s.

For more information, see Control Charts Overview and Time-Weighted Control Charts Overview.

Dialog box items

All observations for a chart are in one column: Choose if data are in one or more columns, then enter the columns.  

Subgroup sizes: Enter a number or a column of subscripts.

Observations for a subgroup are in one row of columns: Choose if subgroups are arranged in rows across several columns, then enter the columns.

Target: Enter a number to use as a target. CUSUM statistics are cumulative deviations from this target, or nominal, specification.

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