Detection of changes in time-series of indicators using CUSUM control charts

Type Article
Date 2009-04
Language English
Author(s) Mesnil Benoit1, Petitgas Pierre1
Affiliation(s) 1 : IFREMER, Dept EMH, F-44311 Nantes 3, France.
Source Aquatic Living Resources (0990-7440) (EDP Sciences), 2009-04 , Vol. 22 , N. 2 , P. 187-192
DOI 10.1051/alr/2008058
WOS© Times Cited 36
Keyword(s) Aquatic resource monitoring, CUSUM, Statistical process control
Abstract Statistical Process Control (SPC) methods are extensively used in manufacturing contexts to monitor production processes. This article illustrates their potential utility for monitoring the state of marine ecosystems, using survey indicators. We exemplify the use of one SPC tool, the cumulative sum (CUSUM) control chart, to detect persistent changes in the state of a system as new observations are collected, using simulated and real data. Practical guidelines are given on how the chart parameters can be tuned to achieve an acceptable compromise between the ability to detect anomalies quickly and keeping the risk of false alarms low. The common performance measures associated with control charts depend on some key assumptions being met, and the potential impact of their violation is indicated.
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