A critical note on the exponentiated EWMA chart

IF 1.2 3区数学 Q2 STATISTICS & PROBABILITY

Statistical Papers Pub Date : 2024-08-23 DOI:10.1007/s00362-024-01601-w

Abdul Haq, William H. Woodall

引用次数: 0

Abstract

In this short note, we reevaluate the run-length performance of the EWMA and exponentiated EWMA (Exp-EWMA) charts using the conditional expected delay metric. It is found that the enhancements offered by the Exp-EWMA chart over the EWMA chart in the zero-state setup are marginal. Given its simplicity in implementation and its ability to encompass the functionality of the Exp-EWMA chart in detecting delayed shifts in the process mean, the EWMA chart remains the preferred choice over the Exp-EWMA chart.

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关于指数化 EWMA 图表的重要说明

在这篇短文中，我们使用条件预期延迟指标重新评估了 EWMA 和指数化 EWMA（Exp-EWMA）图表的运行时长性能。结果发现，在零状态设置下，Exp-EWMA 图表比 EWMA 图表的增强效果微乎其微。鉴于 EWMA 图表实施简单，而且能够涵盖 Exp-EWMA 图表在检测过程均值延迟移动方面的功能，因此与 Exp-EWMA 图表相比，EWMA 图表仍是首选。

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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来源期刊

Statistical Papers 数学-统计学与概率论

CiteScore

2.80

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The journal Statistical Papers addresses itself to all persons and organizations that have to deal with statistical methods in their own field of work. It attempts to provide a forum for the presentation and critical assessment of statistical methods, in particular for the discussion of their methodological foundations as well as their potential applications. Methods that have broad applications will be preferred. However, special attention is given to those statistical methods which are relevant to the economic and social sciences. In addition to original research papers, readers will find survey articles, short notes, reports on statistical software, problem section, and book reviews.