A one-sided exponentially weighted moving average control chart for time between events

被引:18
作者
Xie, FuPeng [1 ]
Castagliola, Philippe [2 ,3 ]
Qiao, YuLong [1 ]
Hu, XueLong [4 ]
Sun, JinSheng [1 ]
机构
[1] Nanjing Univ Sci & Technol, Sch Automat, Nanjing, Peoples R China
[2] Univ Nantes, Nantes, France
[3] LS2N UMR CNRS 6004, Nantes, France
[4] Nanjing Univ Posts & Telecommun, Sch Management, Nanjing, Peoples R China
基金
中国国家自然科学基金; 国家教育部科学基金资助;
关键词
Control chart; EWMA; time-between-events; Markov chain model; parameter estimation; EWMA CONTROL CHART; DESIGN; PERFORMANCE; PARAMETERS;
D O I
10.1080/02664763.2021.1967894
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
Exponentially weighted moving average (EWMA) control charts for time-between-events (TBE) are commonly suggested to monitor high-quality processes for the early detection of process deteriorations. In this study, an enhanced one-sided EWMA TBE scheme is developed for rapid detection of increases or decreases in the process mean. The use of the truncation method helps to improve the sensitivity of the proposed scheme in the process mean detection. Moreover, by taking the effects of parameter estimation into account, the proposed scheme with estimated parameters is also investigated. Both the average run length (ARL) and standard deviation of run length (SDRL) performances of the proposed scheme with known and estimated parameters are studied using the Markov chain method, respectively. Furthermore, an optimal design procedure is developed for the recommended one-sided EWMA TBE chart based on ARL. Numerical results show that the proposed optimal one-sided EWMA TBE chart is more sensitive than the existing optimal one-sided exponential EWMA chart in monitoring both upward and downward mean shifts. Meanwhile, it also performs better than the existing comparative scheme in resisting the effect of parameter estimation. Finally, two illustrative examples are considered to show the implementation of the proposed scheme for simulated and real datasets.
引用
收藏
页码:3928 / 3957
页数:30
相关论文
共 39 条
[1]   A double exponentially weighted moving average chart for time between events [J].
Alevizakos, Vasileios ;
Koukouvinos, Christos .
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2020, 49 (10) :2765-2784
[2]   Monitoring of time between events with a double generally weighted moving average control chart [J].
Alevizakos, Vasileios ;
Koukouvinos, Christos ;
Lappa, Angeliki .
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, 2019, 35 (02) :685-710
[3]   EWMA control charts for monitoring correlated counts with finite range [J].
Anastasopoulou, Maria ;
Rakitzis, Athanasios C. .
JOURNAL OF APPLIED STATISTICS, 2022, 49 (03) :553-573
[4]   A new control chart for exponential distributed life using EWMA [J].
Aslam, Muhammad ;
Azam, Muhammad ;
Jun, Chi-Hyuck .
TRANSACTIONS OF THE INSTITUTE OF MEASUREMENT AND CONTROL, 2015, 37 (02) :205-210
[5]   An EWMA-type sign chart with exact run length properties [J].
Castagliola, P. ;
Tran, K. P. ;
Celano, G. ;
Rakitzis, A. C. ;
Maravelakis, P. E. .
JOURNAL OF QUALITY TECHNOLOGY, 2019, 51 (01) :51-63
[6]   A GENERALIZED QUALITY-CONTROL PROCEDURE [J].
CHAMP, CW ;
WOODALL, WH ;
MOHSEN, HA .
STATISTICS & PROBABILITY LETTERS, 1991, 11 (03) :211-218
[7]   Control charts for positively-skewed populations with weighted standard deviations [J].
Chang, YS ;
Bai, DS .
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, 2001, 17 (05) :397-406
[8]   DESIGN OF OPTIMAL EXPONENTIAL CUSUM CONTROL CHARTS [J].
GAN, FF .
JOURNAL OF QUALITY TECHNOLOGY, 1994, 26 (02) :109-124
[9]  
Gan FF, 2000, J QUAL TECHNOL, V32, P183
[10]  
Gan FF, 1998, J QUAL TECHNOL, V30, P55