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CUSUM / Change-Point Detection

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Definition

CUSUM / Change-Point Detection is a statistical process-control technique, dating to 1954, that accumulates deviations from an expected baseline over time and flags an alarm once the running sum crosses a threshold, rather than reacting to any single anomalous data point. Because it works like a leaky bucket — small deviations bleed off while sustained drift builds up — it is well suited to catching gradual or persistent shifts in behavior that spot-checks would miss, such as a model or system slowly drifting into an abnormal operating regime.

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