A DOUBLE EXPONENTIALLY WEIGHTED MOVING AVERAGE CONTROL PROCEDURE WITH VARIABLE SAMPLING INTERVALS

被引：63

作者：

SHAMMA, SE ^{[1
]}

AMIN, RW ^{[1
]}

SHAMMA, AK ^{[1
]}

机构：

[1] UNIV W FLORIDA,DEPT MATH SCI,PENSACOLA,FL 32514

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1991年 / 20卷 / 2-3期

关键词：

AVERAGE RUN LENGTH; VARIABLE TIME DELAY; PROCESS CONTROL; DEWMA; SWITCHING;

D O I：

10.1080/03610919108812969

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, cumulative sum (CUSUM), and exponentially weighted moving average (EWMA) control procedures with variable sampling intervals (VSI) have been investigated in recent years for detecting shifts in the process mean. Such procedures have been shown to be more efficient when compared with the corresponding fixed sampling interval (FSI) charts with respect to the average time to signal (ATS) when the average run length (ARL) values of both types of procedures are held equal. Frequent switching between the different sampling intervals can be a complicating factor in the application of control charts with variable sampling intervals. In this article, we propose using a double exponentially weighted moving average control procedure with variable sampling intervals (VSI-DEWMA) for detecting shifts in the process mean. It is shown that the proposed VSI-DEWMA control procedure is more efficient when compared with the corresponding fixed sampling interval FSI-DEWMA chart with respect to the average time to signal (ATS) when the average run length (ARL) values of both types of procedures are held equal. It is also shown that the VSI-DEWMA procedure reduces the average number of switches between the sampling intervals and has similar ATS properties as compared to the VSI-EWMA control procedure.

引用

页码：511 / 528

页数：18

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[2]

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