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L1592_frame_C12.fm Page 109 Tuesday, December 18, 2001 1:48 PM
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y 12
11
10
MA (5) 13 3 σ limit
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3 σ limit
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EWMA 13 3 σ limit λ = 0.5
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3 σ limit
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0 30 60 90 120 150
Observation
FIGURE 12.2 Moving average (5-day) and exponentially weighted moving average (λ = 0.5) charts for the single
observations shown in the top panel. The mean level shifts up by 0.5 units from days 50–75, it is back to normal from days
76–92, it shifts down by 0.5 units from days 93–107, and is back to normal from day 108 onward.
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Cusum 0
-1 0
0 30 60 90 120 150
Observation
FIGURE 12.3 Cusum chart for the single observations in the top panel (also the top panel of Figure 12.2). The mean level
shifts up by 0.5 units from day 50–75, it is back to normal from days 76–92, it shifts down by 0.5 units from days 93–107,
and is back to normal from day 108 onward. The increase is shown by the upward trend that starts at day 50, the decrease
is shown by the downward trend starting just after day 90. The periods of normal operation (days 1–50, 76–92, and 108–150)
are shown by slightly drifting horizontal pieces.
© 2002 By CRC Press LLC
