CUSCORE Control Chart for IMA(1,1) Process

CUSCORE control chart is designed based on the thought of CUSCORE statistic to control the non-stationary autocorrelated process IMA (1, 1). The MMSE method is used to remove the auto-correlation among the observations. By comparing the performance of CUSCORE control chart to Shewhart Control Chart, the CUSCORE control is more effective in the case of the process mean drifting.