  Cumulative sum (CUSUM) charts are typically used to detect changes in a
stream of observations e.g. shifts in the mean. Usually, after signalling, the
chart is restarted by setting it to some value below the signalling threshold.
We propose a non-restarting CUSUM chart which is able to detect periods during
which the stream is out of control. Further, we advocate an upper boundary to
prevent the CUSUM chart rising too high, which helps detecting a change back
into control. We present a novel algorithm to control the false discovery rate
(FDR) pointwise in time when considering CUSUM charts based on multiple streams
of data. We prove that the FDR is controlled under two definitions of a false
discovery simultaneously. Simulations reveal the difference in FDR control when
using these two definitions and other desirable definitions of a false
discovery.
