One-sided Adaptive Truncated Exponentially Weighted Moving Average X¯ Schemes for Detecting Process Mean Shifts

IF 2.3 2区工程技术 Q3 ENGINEERING, INDUSTRIAL

Quality Technology and Quantitative Management Pub Date : 2022-04-11 DOI:10.1080/16843703.2022.2033404

Fupeng Xie, P. Castagliola, Zhonghua Li, Jinsheng Sun, Xuelong Hu

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引用次数: 2

Abstract

ABSTRACT One-sided type schemes are known to be more appropriate for monitoring a process when the direction of a potential mean shift can be anticipated. The one-sided adaptive truncated exponentially weighted moving average (ATEWMA) scheme recommended in this paper is a control chart that combines a Shewhart scheme and a new one-sided EWMA scheme together in a smooth way for rapidly detecting the upward (or downward) mean shifts. The truncation method used in this paper helps to improve the sensitivity of the recommended scheme for detecting both small and large mean shifts simultaneously. To further improve the detection efficiency of the recommended scheme, we also suggest integrating a variable sampling interval (VSI) feature into the recommended scheme. Markov chain models are established to analyze the run length (RL) properties of the recommended scheme in both the zero-state and the steady-state cases. Comparison results show that the recommended one-sided ATEWMA scheme works better than the conventional adaptive EWMA (AEWMA) chart and the improved one-sided EWMA chart in detecting a wide range of mean shifts. Finally, a numerical example is presented to illustrate the usage of the proposed one-sided ATEWMA scheme for detecting process mean shifts.

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检测过程均值移位的单侧自适应截断指数加权移动平均X¯方案

当可以预测潜在平均位移的方向时，单侧型方案更适合于监测过程。本文推荐的单边自适应截断指数加权移动平均（ATEWMA）方案是一种将休哈特方案和一种新的单边EWMA方案平滑地结合在一起的控制图，用于快速检测向上（或向下）的均值偏移。本文中使用的截断方法有助于提高推荐方案同时检测小平均位移和大平均位移的灵敏度。为了进一步提高推荐方案的检测效率，我们还建议在推荐方案中集成可变采样间隔（VSI）特征。建立了马尔可夫链模型，分析了推荐方案在零状态和稳态情况下的游程（RL）特性。比较结果表明，推荐的单边ATEWMA方案在检测宽范围的平均偏移方面比传统的自适应EWMA（AEWMA）图和改进的单边EWMA图效果更好。最后，给出了一个数值例子来说明所提出的单边ATEWMA方案在检测过程平均偏移方面的应用。

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

Quality Technology and Quantitative Management ENGINEERING, INDUSTRIAL-OPERATIONS RESEARCH & MANAGEMENT SCIENCE

CiteScore

5.10

自引率

21.40%

发文量

审稿时长

>12 weeks

期刊介绍： Quality Technology and Quantitative Management is an international refereed journal publishing original work in quality, reliability, queuing service systems, applied statistics (including methodology, data analysis, simulation), and their applications in business and industrial management. The journal publishes both theoretical and applied research articles using statistical methods or presenting new results, which solve or have the potential to solve real-world management problems.