CUSUM One-Sided Change Detection
Track persistent shifts with accumulated positive deviations and an explicit alarm rule.
Free theory articleTrack persistent shifts with accumulated positive deviations and an explicit alarm rule.
Concept & interpretation
The Cumulative Sum (CUSUM) control chart is a sequential analysis technique used for monitoring change detection. It is particularly effective for identifying small but persistent shifts in a process mean. This module focuses on the one-sided positive-shift CUSUM, which accumulates positive deviations from a target value, subtracting a defined allowance at each step.
Experiment
You can explore how different streams and parameters affect the CUSUM trace using the interactive module at https://riano.app/module/cusum-one-sided-change-detection.
- Set the Stream control to
Pulse. - Ensure the Allowance is set to
0.25and the Threshold to2. - Ensure the Prefix is set to
6. - Observe the output and the trace. The pulse provides a brief spike of
2at step 3. The CUSUM rises to1.75at step 3, but because the subsequent values are0, the CUSUM slowly drifts back to1.0by step 6. - Notice that the First alarm index shows
No alarmbecause the maximum value (1.75) never reached the threshold of2.