Distribution-free mixed cumulative sum-exponentially weighted moving average control charts for detecting mean shifts

被引：22

作者：

Malela-Majika, Jean-Claude ^{[1
]}

Rapoo, Eeva ^{[1
]}

机构：

[1] Univ South Africa, Coll Sci Engn & Technol, Dept Stat, ZA-0002 Pretoria, South Africa

来源：

QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL | 2017年 / 33卷 / 08期

关键词：

distribution-free control charts; Monte Carlo method; performance measures; robust MCE and MEC schemes; statistical process control; Wilcoxon rank-sum test; EWMA CONTROL CHARTS; CUSUM;

D O I：

10.1002/qre.2162

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In this paper, we propose distribution-free mixed cumulative sum-exponentially weighted moving average (CUSUM-EWMA) and exponentially weighted moving average-cumulative sum (EWMA-CUSUM) control charts based on the Wilcoxon rank-sum test for detecting process mean shifts without any distributional assumption of the underlying quality process. The performances of the proposed charts are measured through the average run-length, relative mean index, average extra quadratic loss, and average ratio of the average run-length and performance comparison index. It is found that the proposed charts perform better than its counterparts considered in this paper under non-normal distributions and outperform the classical mixed CUSUM-EWMA and EWMA-CUSUM charts in many cases under the normal distribution. The effect of the phase I sample size is also investigated on the phase II performance of the proposed charts. A numerical illustration is given to demonstrate the implementation and simplicity of the proposed charts.

引用

页码：1983 / 2002

页数：20

共 23 条

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