Fast initial response CUSUM
ID: fast-initial-response-cusum
A fast initial response CUSUM starts a CUSUM with a positive head start below its signalling boundary. Before its first reset, it accumulates a fixed-start log-likelihood ratio like a sequential probability ratio test; after resetting to zero it behaves as an ordinary CUSUM. It gives faster initial detection when the process may already be out of control, at the cost of changed initial false-alarm behavior.
New to topics? Read the docs here!