Hostname: page-component-77c89778f8-swr86 Total loading time: 0 Render date: 2024-07-17T11:15:46.367Z Has data issue: false hasContentIssue false
  • English
  • Français

Detection of changes in time-series of indicators using CUSUMcontrol charts

Published online by Cambridge University Press:  17 June 2009

Benoit Mesnil  and
Pierre Petitgas
Benoit Mesnil
Affiliation:
IFREMER, Département EMH, BP 21105, 44311 Nantes Cedex 3, France
Pierre Petitgas
Affiliation:
IFREMER, Département EMH, BP 21105, 44311 Nantes Cedex 3, France
Get access

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.

Keywords

Statistical process controlCUSUMAquatic resource monitoring
Type
Research Article
Information
Aquatic Living Resources , Volume 22 , Issue 2: Fish Stock Assessments Using Surveys and Indicators , April 2009 , pp. 187 - 192
Copyright
© EDP Sciences, IFREMER, IRD, 2009

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Chang, W.R., McLean, I.P., 2006, Cusum: a tool for early feedback about performance? BMC Medical Res. Methodol. 2006, 6:8 (http://www.biomedcentral.com/1471-2288/6/8) CrossRef
Derman C., Ross S.M., 1997, Statistical aspects of quality control. London, Academic Press.
Gan, F.F., 1993, The run-length distribution of a cumulative sum control chart. J. Qual. Technol. 25, 205–215.
Hawkins D.M., Olwell D.H., 1998, Cumulative sum charts and charting for quality improvement. New York, Springer Verlag.
ICES, 2003, Report of the ICES Advisory Committee on Fishery Management, 2003. ICES Coop. Res. Rep. 261, 3 volumes.
Jones, L.A., Champ, C.W., Rigdon, S.E., 2004, The run length distribution of the CUSUM with estimated parameters. J. Qual. Technol. 36, 95–108.
Jun C.-H., Choi M.S., 1993. Simulating the average run length for CUSUM schemes using variance reduction techniques. Communications in Statistics B: Simulation 22, 877–887.
Lu, C.-W., Reynolds, M.R., 1999, Control charts for monitoring the mean and variance of autocorrelated processes. J. Qual. Technol. 31, 259–274.
Luceño, A., Puig-Pey, J., 2002, Computing the run-length probability distribution for CUSUM charts. J. Qual. Technol. 34, 209–215.
Manly B.F.J., 2001, Statistics for environmental science and management. Boca Raton, Chapman & Hall/CRC.
Montgomery D.C., 1991, Introduction to statistical quality control. 5th Edition 2005. New York, Wiley.
Moustakides, G.V., 1986, Optimal stopping times for detecting changes in distributions. Ann. Stat. 14, 1379–1387. CrossRef
Nicholson M.D., 1984, Some applications of CUSUM techniques in fisheries research. Int. Counc. Explor. Sea, CM 1984/D:5, 10 p.
Page, E.S., 1961, Cumulative sum control charts. Technometrics 3, 1–9. CrossRef
Petitgas, P., 2009, The CUSUM out-of-control table to monitor changes in fish stock status using many indicators. Aquat. Living Resour. 22, 201–206. CrossRef
R Development Core Team, 2005, R: A language and environment for statistical Computing. Vienna, Austria, R Foundation for Statistical Computing. URL http://cran.r-project.org/
Reynolds, M.R., Stoumbos, Z.G., 2004, Control charts and the efficient allocation of sampling resources. Technometrics 47, 409–424. CrossRef
Scandol, J.P., 2003, Use of cumulative sum (CUSUM) control charts of landed catch in the management of fisheries. Fish. Res. 64, 19–36. CrossRef
Scandol J.P., 2005, Use of quality control methods to monitor the status of fish stocks. In: Kruse G.H., Gallucci V.F., Hay D.E., Perry R.I., Peterman R.M., Shirley T.C., Spencer P.D., Wilson B., Woodby D. (eds.), Fisheries Assessment and Management in Data-Limited Situations. Alaska Sea Grant College Program, University of Alaska Fairbanks, pp. 213–233.
Starks, T.H., Flatman, G.T., 1991, RCRA ground-water monitoring decision procedures viewed as quality control schemes. Environ. Monitoring Assess. 16, 19–37. CrossRef
Whetherill G.B., Brown D.W., 1991, Statistical process control: theory and practice. London, Chapman & Hall.
Woodall, W.H., Adams, B.M., 1993, The statistical design of Cusum charts. Qual. Eng. 5, 559–570. CrossRef
Supplementary material: File

OLM - alr 22(2) 2009 p.187 - Detection of changes in time-series of ...

Supplemental Material (Electronic-only) - DOI: 10.1051/alr/2008058.olm01

Download OLM - alr 22(2) 2009 p.187 - Detection of changes in time-series of ...(File)
File 11.7 KB