Comparison of Cuscore and EWMA in Detecting Mean Shifts of Lévy Stable Processes

Rapid monitoring of the mean change points in the Lévy stabilization process is a very important issue, which can be applied to industrial quality control and automatic fault monitoring in automation systems, etc. In statistical process control, the average running length is widely used to evaluate and compare the monitoring effects of various control charts. In this paper, when monitoring the mean change points in the Lévy stabilization process, the interval estimation of the average running length of the Cuscore control chart and the EWMA control chart is first given, and then the monitoring effect of the mean change points in the Lévy stabilization process is compared by using the digital simulation method.