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CUSUM

In statistical quality control, the CUSUM (or cumulative sum control chart) is a sequential analysis technique due to E. S. Page of the University of Cambridge. It is typically used for monitoring change detection. CUSUM was announced in Biometrika a few years after the publication of Wald's SPRT algorithm.

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Page referred to a "quality number" θ, by which he meant a parameter of the probability distribution; for example, the mean. He devised CUSUM as a method to determine changes in it, and proposed a criterion for deciding when to take corrective action.
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A few years later, Barnard developed a visualization method, the V-mask chart, to detect both increases and decreases in θ

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参考资料

[1].  CUSUM   http://en.wikipedia.org/wiki/CUSUM
[2].  Using CUSUM Charts To Detect Small Process Shifts   http://www.minitab.com/uploadedFiles/Shared_Resources/Documents/Articles/cumulative_sum_charts_for_small_shifts.pdf
[3].  http://www.public.iastate.edu/~vardeman/asqcourse/cusumcharts.pdf   http://www.public.iastate.edu/~vardeman/asqcourse/cusumcharts.pdf
[4].  http://inst.eecs.berkeley.edu/~ee290h/fa05/Lectures/PDF/lecture%2014%20CUSUM%20and%20EWMA.pdf   http://inst.eecs.berkeley.edu/~ee290h/fa05/Lectures/PDF/lecture%2014%20CUSUM%20and%20EWMA.pdf
[5].  6.3.2.3. Cusum Control Charts   http://www.itl.nist.gov/div898/handbook/pmc/section3/pmc323.htm

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