CUSUM方案监测短期过程多变量变异系数的有效性。

IF 1.2 4区 数学 Q2 STATISTICS & PROBABILITY
Journal of Applied Statistics Pub Date : 2024-09-25 eCollection Date: 2025-01-01 DOI:10.1080/02664763.2024.2405111
Xuelong Hu, Yixuan Ma, Jiening Zhang, Jiujun Zhang, Ali Yeganeh, Sandile Charles Shongwe
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引用次数: 0

摘要

目前的监测技术强调并解决监测大批量生产过程的问题。当前工业生产过程的高度灵活性和多样性使得小批量过程的监控技术变得更加重要。在多变量过程监控中,基于多变量变异系数(MCV)的监控方案具有较低的过程约束,适用性较广。鉴于MCV监测的有效性,为了进一步提高现有MCV监测方案在有限水平生产中的性能,我们又引入了两种单边累积和(CUSUM) MCV方案。在确定性和随机漂移的情况下,通过马尔可夫链方法设计的优化程序获得了所提出方案的设计参数,并根据不同的运行长度(RL)特征(包括平均值和标准差)分析了相应的性能。与现有指数加权移动平均MCV (exponential weighted moving average, EWMA)方案的仿真比较表明,CUSUM MCV方案能够更有效地监测大多数移动,包括确定性移动和随机移动。最后,为了证明新监测方案的好处,对钢套制造过程的监测进行了全面的案例研究。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The efficiency of CUSUM schemes for monitoring the multivariate coefficient of variation in short runs process.

Current monitoring technologies emphasize and address the issue of monitoring high-volume production processes. The high flexibility and diversity of current industrial production processes make monitoring technology for small batch processes even more important. In multivariate process monitoring, a broader applicability exists in multivariate coefficients of variation (MCV) based monitoring schemes due to the lower restriction of the process. In view of the effectiveness of MCV monitoring and with the aim to achieve further performance improvement of current MCV monitoring schemes in a finite horizon production, we additionally introduce two one-sided cumulative sum (CUSUM) MCV schemes. In the case of deterministic and random shifts, the design parameters of the proposed schemes are obtained via an optimization procedure designed by the Markov chain method and the corresponding performance is analysed based on different run length (RL) characteristics, including the mean and the standard deviation. Simulation comparisons with existing exponentially weighted moving average (EWMA) MCV schemes show that the proposed CUSUM MCV schemes are more efficient in monitoring most of the shifts, including the deterministic and random shifts. Finally, to demonstrate the benefits of the new monitoring schemes, a comprehensive case study on monitoring a steel sleeve manufacturing process is conducted.

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来源期刊
Journal of Applied Statistics
Journal of Applied Statistics 数学-统计学与概率论
CiteScore
3.40
自引率
0.00%
发文量
126
审稿时长
6 months
期刊介绍: Journal of Applied Statistics provides a forum for communication between both applied statisticians and users of applied statistical techniques across a wide range of disciplines. These areas include business, computing, economics, ecology, education, management, medicine, operational research and sociology, but papers from other areas are also considered. The editorial policy is to publish rigorous but clear and accessible papers on applied techniques. Purely theoretical papers are avoided but those on theoretical developments which clearly demonstrate significant applied potential are welcomed. Each paper is submitted to at least two independent referees.
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