摘要
针对Zhang提出的常规EWMA t控制图存在只对固定偏移敏感的问题,提出了自适应EWMA t控制图.本文算法在不损失对大偏移检测敏感性的前提下,提高了常规EWMA t控制图检测小偏移的能力.使用Markov方法计算并比较了常规EWMA t控制图和AEWMA t控制图的ARL和SDRL,结果表明相同稳态ARL情况下自适应EWMA t控制图比常规EWMA t控制图有更小的SDRL.
An AEWMA t control chart is proposed because Zhang’s EWMA t chart only becomes sensitive to fixed offset. And the AEWMA t chart is faster in monitoring small offset than EWMA t chart, with similar detection capability for large offset. A Markov chain method is given to develop the average run length and standard deviation run length. The result of simulations shows that,SDRL of AEWMA t chart is smaller than EWMA t chart given that the steady ARL is same.
出处
《新型工业化》
2014年第6期15-21,共7页
The Journal of New Industrialization
基金
国家自然科学基金重点项目(70931002)
