Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals

被引：7

作者：

Lee, Ming Ha ^{[1
]}

Khoo, Michael B. C. ^{[2
]}

机构：

[1] Swinburne Univ Technol, Fac Engn Comp & Sci, Kuching 93350, Sarawak, Malaysia

[2] Univ Sains Malaysia, Sch Math Sci, George Town 11800, Malaysia

来源：

COMPUTATIONAL STATISTICS | 2014年 / 29卷 / 1-2期

关键词：

Average time to signal; Multivariate EWMA chart; Statistical design; Variable sampling intervals; T-2 CONTROL CHARTS; ECONOMIC DESIGN; CONTROL SCHEMES; MEAN VECTOR; EWMA CHART; CUSUM; ARL;

D O I：

10.1007/s00180-013-0443-4

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：

This study develops a procedure for the statistical design of the variable sampling intervals (VSI) multivariate exponentially weighted moving average (MEWMA) chart. The VSI MEWMA chart is compared with the corresponding fixed sampling interval (FSI) MEWMA chart, in terms of the steady-state average time to signal for different magnitude of shifts in the process mean vector. It is shown that the VSI MEWMA chart performs better than the corresponding standard FSI MEWMA chart for detecting a wide range of shifts in the process mean vector.

引用

页码：189 / 214

页数：26

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