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自适应EWMA控制图统计经济设计 被引量:4

Economic-statistical design of AEWMA control chart
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摘要 针对自适应指数加权移动平均(AEWMA)控制图统计经济设计问题,给出AEWMA控制图统计经济设计模型,提出一种在偏移区间上对AEWMA控制图进行设计的多目标优化方法.针对不同的偏移区间优化了AEWMA控制图,并将AEWMA控制图统计经济性能与指数加权移动平均(EWMA)控制图相比较.结果表明,所提出方法优化设计的AEWMA控制图仍具有克服EWMA控制图的惯性问题的统计特性,AEWMA控制图的经济性能也优于EWMA控制图. To solve the economic-statistical design problem of the adaptive smoothing parameter exponentially weighted moving average(AEWMA) control chart, an economic-statistical design method based on the range of shift is proposed.An optimization algorithm is designed based on the hierarchical optimization and penalty function for the AEWMA control chart. The effectiveness of the economic-statistical design method is proved by the comparison between the AEWMA control chart optimized on a shift range and the exponentially weighted moving average(EWMA) chart optimized at a single constant shift. The simulation results show that the economic-statistical performances of the AEWMA control chart outperform the EWMA control chart.
出处 《控制与决策》 EI CSCD 北大核心 2016年第9期1715-1719,共5页 Control and Decision
基金 国家自然科学基金重点项目(70931002)
关键词 自适应EWMA控制图 经济设计 统计设计 多目标优化 adaptive EWMA control chart economic design statistical design multi-objective optimization
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