A generally weighted moving average chart for time between events

被引:33
作者
Chakraborty, N. [1 ]
Human, S. W. [1 ]
Balakrishnan, N. [2 ]
机构
[1] Univ Pretoria, Dept Stat, Lynnwood Rd, ZA-0002 Pretoria, Hillcrest, South Africa
[2] McMaster Univ, Dept Math & Stat, Hamilton, ON, Canada
关键词
Average run-length; GWMA chart; Markov chain; Simulation; Time between events; INITIAL RESPONSE FEATURES; GWMA CONTROL CHART; CUSUM SCHEMES; RUN LENGTHS; DESIGN;
D O I
10.1080/03610918.2016.1252397
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Shewhart-type attribute charts are known to be inefficient for small changes in monitoring nonconformities. An alternative way is to use a time-weighted chart to monitor the time between events (TBE). We propose a one-sided Generally Weighted Moving Average control chart to monitor the time between events (TBE); regarded as the GWMA-TBE chart. To aid the implementation of the chart, the necessary design parameters are provided. An extensive performance analysis shows that the GWMA-TBE chart is better than the well-known EWMA and Shewhart charts at detecting very small to moderate changes. Finally, a summary and some conclusions are provided.
引用
收藏
页码:7790 / 7817
页数:28
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