1. Optimal design of one-sided exponential EWMA charts based on median run length and expected median run length
- Author
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Jinsheng Sun, Philippe Castagliola, YuLong Qiao, Xuelong Hu, School of Automation [Nanjing] (NJUST), Nanjing University of Science and Technology (NJUST), Conception, Pilotage, Surveillance et Supervision des systèmes (LS2N - équipe CPS3), Laboratoire des Sciences du Numérique de Nantes (LS2N), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-IMT Atlantique (IMT Atlantique), Institut Mines-Télécom [Paris] (IMT)-Institut Mines-Télécom [Paris] (IMT)-École Centrale de Nantes (Nantes Univ - ECN), Nantes Université (Nantes Univ)-Nantes Université (Nantes Univ)-Nantes université - UFR des Sciences et des Techniques (Nantes univ - UFR ST), Nantes Université - pôle Sciences et technologie, Nantes Université (Nantes Univ)-Nantes Université (Nantes Univ)-Nantes Université - pôle Sciences et technologie, Nantes Université (Nantes Univ)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-IMT Atlantique (IMT Atlantique), Nantes Université (Nantes Univ), and Nanjing University of Posts and Telecommunications [Nanjing] (NJUPT)
- Subjects
Statistics and Probability ,Optimal design ,021103 operations research ,Expected median run length ,0211 other engineering and technologies ,Exponential chart ,02 engineering and technology ,Median run length ,Exponentially weighted moving average chart ,01 natural sciences ,Exponential type ,Exponential function ,[STAT]Statistics [stat] ,010104 statistics & probability ,One sided ,Applied mathematics ,EWMA chart ,0101 mathematics ,Mathematics - Abstract
International audience; Exponential type charts are useful tools to monitor the time between events in high-quality processes with a low defect rate. Most studies on exponential charts are 1 designed with the average run length (ARL) metric. The only use of ARL in the design of control charts is sometimes criticized because the shape of the run length (RL) distribution of control charts changes with the shift size. In fact, the RL distribution of the exponential exponentially weighted moving average (EWMA) chart is skewed, especially when the process is in-control. Hence, the median run length (M RL) serves as a more meaningful indicator. Moreover, in some situations, the shift size in the process is unknown in advance. Under this case, the expected median run length (EM RL) can be used as the metric. In this paper, the RL properties of both the upper-and lower-sided exponential EWMA charts are studied through a Markov chain approach. Two optimal design procedures are developed for one-sided exponential EWMA charts based on the M RL and EM RL, respectively. The choices of reflecting boundaries for one-sided exponential EWMA charts are discussed through many numerical studies. The M RL and EM RL performances of the one-sided exponential EWMA charts are investigated.
- Published
- 2020
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