Applying the CUSUM to your spreadsheet data

The CUSUM is, simply put the cumulative sum of the differences of your data from its mean value.

i.e. CUSUM(t) = CUSUM(t-1) + data(t)-(mean value)

in spreadsheet for if your data is in range from A2..A32, the cusum could be implemented as follows in cells B2..B32: (Make sure cell B1 is empty equal to zero (0).)

B2=B1+A2-average($a$2..$a$32)

Then copy down to cells B3..B32.

Alternatively you could work out the average in a seperate cell and then absolute reference it.

eg. A1=average($a$2..$a$32)

then B2 would simplify to:

B2=B1+A2-$A$1

In the next post we'll cover the interpretation of the CUSUM.

In the graph shown an example of some noisy data (bottom series) and its corresponding CUSUM is presented. Click here to see the data spreadsheet.