Selection of the subgroup size and sampling interval for a CUSUM control chart

The design of a CUSUM control chart typically involves choosing the subgroup size and sampling interval to achieve specified control chart performance. One can maintain a specified sampling intensity by using small subgroups at frequent intervals or larger subgroups at infrequent intervals. We use the average time to signal to investigate the performance of a CUSUM chart under alternative selections of the subgroup size and sampling interval. Recommendations are provided for both initial-state and steady-state performance.