Computing CUSUM Values with CUSUM (Cumulative Sum) AlgorithmΒΆ

Causal Step

This step calculates the cumulative sum of the input data set using a reference value.

Input Parameters

  1. One-dimensional time series data
  2. Reference value

Output Parameters

  1. CUSUM values of the time series data

Workflow

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Algorithm

Cumulative Sum (CUSUM)

References

  • E.S. Page, Continuous Inspection Scheme, Biometrika, vol. 41(1/2), pp. 100-115, 1954.