Simulation Study for Parametric EWMA and NPWEWPA-SR Control Charts Against Non-Normality Assumptions

Cauchy Pub Date : 2023-11-15 DOI:10.18860/ca.v8i2.23315
Anwar Fitrianto, Lai Ming Choon, Wan Zuki Azman Wan Muhamad
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Abstract

Common control chart types such as EWMA require assumptions to have valid information. The study compares IC robustness and OOC performance for parametric EWMA and NPEWMA-SR control charts in violation of symmetrical assumption. The Monte Carlo simulation study held scale parameters with various shape parameters in Weibull distribution. First finding in this paper was both parametric EWMA and NPEWMA-SR control charts were not suitable for the application in asymmetrical distribution due to weak IC robustness and frequent false alarm will be occurred. Although EWMA-X ̅ The control chart showed a most stable OOC performance; the weak IC robustness made the control chart unacceptable. Whereas, NPEWMA-SR control chart lost the ability in small shift detection when symmetrical assumption violated. Moreover, two different weightage of current sample for both parametric EWMA and NPEWMA-SR control charts were also investigated. The results showed that weightage of current sample for both parametric EWMA and NPEWMA-SR control charts did not affect the ARL value trend in different skewness of Weibull distribution.
非正态条件下参数化EWMA和npwepa - sr控制图的仿真研究
常见的控制图类型(如EWMA)需要假设以获得有效信息。研究比较了参数EWMA和NPEWMA-SR控制图在违反对称假设下的IC鲁棒性和OOC性能。蒙特卡罗模拟研究中,尺度参数具有不同的威布尔分布形状参数。本文首先发现参数化EWMA和NPEWMA-SR控制图都不适合应用于不对称分布,因为它们的集成电路鲁棒性较弱,容易出现虚警。虽然EWMA-X′s控制图显示了最稳定的OOC性能;弱集成电路鲁棒性使得控制图不可接受。而NPEWMA-SR控制图在违反对称假设的情况下,失去了检测小位移的能力。此外,还研究了参数化EWMA和NPEWMA-SR控制图中电流样本的两种不同权重。结果表明,参数化EWMA和NPEWMA-SR控制图的电流样本权重对不同威布尔分布偏度下的ARL值趋势没有影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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