An adaptive exponentially weighted moving average chart for the mean with variable sampling intervals

被引:23
|
作者
Tang, Anan [1 ]
Castagliola, Philippe [2 ,3 ]
Sun, Jinsheng [1 ]
Hu, XueLong [4 ]
机构
[1] Nanjing Univ Sci & Technol, Sch Automat, Nanjing, Jiangsu, Peoples R China
[2] Univ Nantes, LUNAM Univ, Nantes, France
[3] CNRS, IRCCyN, UMR 6597, Nantes, France
[4] Nanjing Univ Posts & Telecommun, Sch Management, Nanjing, Jiangsu, Peoples R China
关键词
adaptive EWMA control chart; average time to signal; Markov chain; variable sampling interval; CONTROL SCHEMES; ESTIMATED PARAMETERS; EWMA;
D O I
10.1002/qre.2164
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
The AEWMA control chart is an adaptive EWMA (exponentially weighted moving average) type chart that combines the Shewhart and the classical EWMA schemes in a smooth way. To improve the detection performance of the FSI (fixed sampling interval) AEWMA control chart(7) in terms of the ATS(average time to signal), this paper proposes a new VSI (variable sampling interval) AEWMA control chart. A Markov chain approach is used to calculate the ATS values of the new VSI AEWMA control chart, and comparative results show that the proposed control chart performs better than the standard FSI AEWMA control chart and than other VSI control charts over a wide range of shifts.
引用
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页码:2023 / 2034
页数:12
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