00251 B00da211d971f7696f3d99113607f66

ARl(n«4)    ARL (m *2)    ARL (ji =0.5)

Statistical Process Monitoring

253

Figurę 5. ARLs for CUSUM charts when an IMA(X) process experiences a step shift of p (innovation) standard deviations p increases down the columns; X increases across the rows. The top, middle, and bottom curves in each panel correspond CUSUMs with ARL₀ values of 500, 250, and 100 respectively. To choose a value for k, use the column with X closest to the estimated value and focus on the curves corresponding to the desired ARL₀. Sometimes it will be necessary to sacrifice ARL performance for one value of p to get better performance at another value.