傳統的二項累積和(CUSUM)管制圖是監測不合格率變化的有效工具。在本文中，我們考慮了俱有機率管制界線的二項CUSUM管制圖的設計，旨在控制每一期的條件誤報率達到所需的值。與固定的管制界線相比，機率管制界線將會是動態的，且更一般化、更能適應各種複雜的實際情況。在本文中，我們著重在機率管制界線的決定。藉由積分方程式法的發展，以促成動態二項加權CUSUM管制圖的設計與分析。俱有機率管制界線或固定管制界線的二項加權CUSUM管制圖與是否俱有快速起始反應特性的管制圖皆進行了比較。此外，在高良率的情境下，我們互相比較俱有機率管制界線與固定管制界線的二項加權CUSUM管制圖在製程失控時的偵測力表現。舉了一個例子來說明該如何應用所提出的管制圖。比較的結果顯示，動態界線的管制圖優於固定管制界線的管制圖，且在高良率的情況下，若樣本數越大，對動態管制界線的管制圖越有利。 / The conventional binomial CUSUM chart is an efficient tool for monitoring changes in fraction nonconforming. In this paper, we consider the design of Binomial CUSUM charts with probability control limits aimed at controlling the condi- tional false alarm rate at the desired value at each time step. The resulting control limits would be dynamic, which are more general and capable of accommodating more complex situations in practice as compared to the use of a constant control limit. In this paper, We focus on the determination of the probability control limits. An integral equation approach is developed to facilitate the design and analysis of the binomial WCUSUM control chart with probability control limits. The performance of the binomial WCUSUM charts with probability and constant control limits and the binomial WCUSUM charts with and without the fast initial response feature are compared. Besides, we compared the out-of-control detection perfromance of the binomial WCUSUM charts with probability and constant control limits for high yield process. An example is used to illustrate the application of the proposed control chart. Our comparisons show that the binomial WCUSUM chart with probability control limits generally outperforms the WCUSUM chart with constant control limits, and the conventional binomial CUSUM control chart with a constant control limit for high yield process when the sample size is large.

The CUSUM control charts have been widely used in detecting small process shifts since it was first introduced by Page (1954). And recent studies have shown that adaptive charts can improve the efficiency and performance of traditional Shewhart charts. To monitor the process mean and variance in a single chart, the loss function is used as a measure statistic in this article. The loss function can measure the process quality loss while the process mean and/or variance has shifted. This study combines the three features: adaption, CUSUM and the loss function, and proposes the optimal VSSI, VSI, and FP CUSUM Loss chart. The performance of the proposed charts is measured by using Average Time to Signal (ATS) and Average Number of Observations to Signal (ANOS). The ATS and ANOS calculations are based on Markov chain approach. The performance comparisons between the proposed charts and some existing charts, such as X-bar+S^2 charts and CUSUM X-bar+S^2 charts, are illustrated by numerical analyses and some examples. From the results of the numerical analyses, it shows that the optimal VSSI CUSUM Loss chart has better performance than the optimal VSI CUSUM Loss chart, optimal FP CUSUM Loss chart, CUSUM X-bar+S^2 charts and X-bar+S^2 charts. Furthermore, using a single chart to monitor a process is not only easier but more efficient than using two charts simultaneously. Hence, the adaptive CUSUM Loss charts are recommended in real process. / The CUSUM control charts have been widely used in detecting small process shifts since it was first introduced by Page (1954). And recent studies have shown that adaptive charts can improve the efficiency and performance of traditional Shewhart charts. To monitor the process mean and variance in a single chart, the loss function is used as a measure statistic in this article. The loss function can measure the process quality loss while the process mean and/or variance has shifted. This study combines the three features: adaption, CUSUM and the loss function, and proposes the optimal VSSI, VSI, and FP CUSUM Loss chart. The performance of the proposed charts is measured by using Average Time to Signal (ATS) and Average Number of Observations to Signal (ANOS). The ATS and ANOS calculations are based on Markov chain approach. The performance comparisons between the proposed charts and some existing charts, such as X-bar+S^2 charts and CUSUM X-bar+S^2 charts, are illustrated by numerical analyses and some examples. From the results of the numerical analyses, it shows that the optimal VSSI CUSUM Loss chart has better performance than the optimal VSI CUSUM Loss chart, optimal FP CUSUM Loss chart, CUSUM X-bar+S^2 charts and X-bar+S^2 charts. Furthermore, using a single chart to monitor a process is not only easier but more efficient than using two charts simultaneously. Hence, the adaptive CUSUM Loss charts are recommended in real process.