New CUSUM and EWMA charts with simple post signal diagnostics for two‐parameter exponential distribution

IF 2.2 3区 工程技术 Q3 ENGINEERING, INDUSTRIAL
Waqas Munir, Abdul Haq
{"title":"New CUSUM and EWMA charts with simple post signal diagnostics for two‐parameter exponential distribution","authors":"Waqas Munir, Abdul Haq","doi":"10.1002/qre.3636","DOIUrl":null,"url":null,"abstract":"The two‐parameter exponential distribution (TPED) is often used to model time‐between‐events data. In this paper, we propose CUmulative SUM and exponentially weighted moving average charts for simultaneously monitoring the parameters (location and scale) of the TPED. A key feature of the proposed charts is their straightforward post‐signal diagnostics. Monte Carlo simulations are used to estimate the zero‐state and steady‐state average run‐length (ARL) profiles of the proposed charts. The ARL performances of existing and proposed charts are assessed in terms of expected weighted run‐length and relative mean index. It is found that the proposed charts outperform the existing charts. A real dataset is used to illustrate the implementation of the proposed charts.","PeriodicalId":56088,"journal":{"name":"Quality and Reliability Engineering International","volume":null,"pages":null},"PeriodicalIF":2.2000,"publicationDate":"2024-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Quality and Reliability Engineering International","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1002/qre.3636","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ENGINEERING, INDUSTRIAL","Score":null,"Total":0}
引用次数: 0

Abstract

The two‐parameter exponential distribution (TPED) is often used to model time‐between‐events data. In this paper, we propose CUmulative SUM and exponentially weighted moving average charts for simultaneously monitoring the parameters (location and scale) of the TPED. A key feature of the proposed charts is their straightforward post‐signal diagnostics. Monte Carlo simulations are used to estimate the zero‐state and steady‐state average run‐length (ARL) profiles of the proposed charts. The ARL performances of existing and proposed charts are assessed in terms of expected weighted run‐length and relative mean index. It is found that the proposed charts outperform the existing charts. A real dataset is used to illustrate the implementation of the proposed charts.
新的 CUSUM 和 EWMA 图表,具有针对双参数指数分布的简单信号后诊断功能
双参数指数分布(TPED)常用于事件间时间数据建模。本文提出了 CUmulative SUM 和指数加权移动平均图表,用于同时监测 TPED 的参数(位置和规模)。所建议图表的一个主要特点是其直接的信号后诊断。蒙特卡罗模拟用于估算拟议图表的零态和稳态平均运行长度(ARL)曲线。根据预期加权运行长度和相对平均指数,评估了现有图表和建议图表的 ARL 性能。结果发现,拟议图表的性能优于现有图表。使用真实数据集说明了建议图表的实施情况。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
CiteScore
4.90
自引率
21.70%
发文量
181
审稿时长
6 months
期刊介绍: Quality and Reliability Engineering International is a journal devoted to practical engineering aspects of quality and reliability. A refereed technical journal published eight times per year, it covers the development and practical application of existing theoretical methods, research and industrial practices. Articles in the journal will be concerned with case studies, tutorial-type reviews and also with applications of new or well-known theory to the solution of actual quality and reliability problems in engineering. Papers describing the use of mathematical and statistical tools to solve real life industrial problems are encouraged, provided that the emphasis is placed on practical applications and demonstrated case studies. The scope of the journal is intended to include components, physics of failure, equipment and systems from the fields of electronic, electrical, mechanical and systems engineering. The areas of communications, aerospace, automotive, railways, shipboard equipment, control engineering and consumer products are all covered by the journal. Quality and reliability of hardware as well as software are covered. Papers on software engineering and its impact on product quality and reliability are encouraged. The journal will also cover the management of quality and reliability in the engineering industry. Special issues on a variety of key topics are published every year and contribute to the enhancement of Quality and Reliability Engineering International as a major reference in its field.
文献相关原料
公司名称 产品信息 采购帮参考价格
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信