Optimal estimated process parameters side sensitive group runs chart based on expected average run length [PDF]
Heliyon, 2018 The side sensitive group runs (SSGR) chart is better than both the Shewhart and synthetic charts in detecting small and moderate process mean shifts. In practical circumstances, the process parameters are seldom known, so it is necessary to estimate them
Huay Woon You
doaj +6 more sources
The Expected Average Run Length of the EWMA Median Chart with Estimated Process Parameters
Austrian Journal of Statistics, 2020 The performance of a control chart is commonly investigated based on the assumption of known process parameters. Nevertheless, in most manufacturing and service applications, the process parameters are usually unknown to practitioners.
Huay Woon You +3 more
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An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev-Roberts Procedure for Change-Point Detection under Exponential Observations [PDF]
, 2014 We derive analytically an exact closed-form formula for the standard minimax Average Run Length (ARL) to false alarm delivered by the Generalized Shiryaev-Roberts (GSR) change-point detection procedure devised to detect a shift in the baseline mean of a ...
Wenyu Du +2 more
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Standard Deviation of the Run Length (SDRL) and Average Run Length (ARL) Performances of EWMA and Synthetic Charts [PDF]
International Journal of Engineering and Technology, 2014 Statistical process control (SPC) techniques are applied to monitor a process. The control chart is a valuable tool in SPC. the shewhart control chart was the first chart proposed in the literature of SPC and it is still used in process monitoring in today's manufacturing and service industries. both the exponentially weighted moving average (EWMA) and
Michael B. C. Khoo +3 more
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Average Run Length and Mean Delay for Changepoint Detection: Robust Estimates for Threshold Alarms [PDF]
, 1997 Online Monitoring is a rapidly expanding field in different areas such as quality control, finance and navigation. The automated detection of so-called changepoints is playing a prominent role in all these fields, be it the detection of sudden shifts of ...
Martin Däumer +2 more
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Integral equation solutions for the average run length for monitoring shifts in the mean of a generalized seasonal ARFIMAX(P, D, Q, r)s process running on a CUSUM control chart. [PDF]
PLoS One, 2022 Areepong Y, Peerajit W.
europepmc +2 more sources
Average Run Lengths of an Optimal Method of Detecting a Change in Distribution [PDF]
The Annals of Statistics, 1987 The author, Ann. Stat. 13, 206-227 (1985; Zbl 0573.62074), gave a second- order asymptotically optimal solution to the classical change point problem. In the present paper, he dicusses asymptotic operating characteristics of this and related procedures. Asymptotic expressions for the expected stopping times are obtained.
Moshe Pollak
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WSEAS TRANSACTIONS ON MATHEMATICSIn the past, the control chart served as a statistical tool for detecting process changes. The Exponentially Weighted Moving Average (EWMA) control chart is highly effective for detecting small changes. This research introduces the Extended Exponentially Weighted Moving Average (Extended EWMA) control chart for the Autoregressive and Moving average ...
Phunsa Mongkoltawat +2 more
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On moving average control charts and their conditional average run lengths [PDF]
Quality and Reliability Engineering International, 2021 AbstractMoving average control charts have been presented in the Quality Control literature in the past 75 years; however, their conditional average run lengths have not been obtained. The objective of this article is to derive the autocorrelation function between two moving averages, and then make application of the bivariate normal distribution to ...
Saeed Maghsoodloo, Dilcu Barnes
openaire +1 more source
MEWMA CONTROL CHART PROCEDURE: AVERAGE RUN LENGTH PERFORMANCE WITH APPLICATON
Journal of Statistics: Advances in Theory and Applications, 2016 C Lowry +29 more
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