Exact Run Length Evaluation on a Two-Sided Modified ExponentiallyWeighted Moving Average Chart for Monitoring

A modified exponentially weighted moving average (EWMA) scheme is one of the quality control charts suchthat this control chart can quickly detect a small shift. The average run length (ARL) is frequently used for theperformance evaluation on control charts. This paper proposes the explicit formula for evaluating the average runlength on a two-sided modified exponentially weighted moving average chart under the observations of a first-orderautoregressive process, referred to as AR(1) process, with an exponential white noise. The performance comparisonof the explicit formula and the numerical integral technique is carried out using the absolute relative change forchecking the correct formula and the CPU time for testing speed of calculation. The results show that the ARL ofthe explicit formula and the numerical integral equation method are hardly different, but this explicit formula ismuch faster for calculating the ARL and offered accurate values. Furthermore, the cumulative sum, the classicalEWMA and the modified EWMA control charts are compared and the results show that the latter is better for smalland intermediate shift sizes. In addition, the explicit formula is successfully applied to real-world data in the healthfield as COVID-19 data in Thailand and Singapore.

Computation of Average Run Length for Residual-Based T^2 Control Chart for Multivariate Autocorrelated Processes

The expression of residual is obtained according to its dynamic response to mean shift,then the distribution of T 2 statistic applied to the residual is derived,thus the probability of the T 2 statistic lying outside the control limit is calculated.The above-mentioned results are substituted into the infinite definition expression of the average run length(ARL),and then the final finite ARL expression is obtained.An example is used to demonstrate the procedures of the proposed method.In the comparative study,eight autocorrelated processes and four different mean shifts are performed,and the ARL values of the proposed method are compared with those obtained by simulation method with 50,000 replications.The accuracy of the proposed method can be illustrated through the comparative results.

Trend Autoregressive Model Exact Run Length Evaluation on a Two-Sided Extended EWMA Chart

The Extended Exponentially Weighted Moving Average(extended EWMA)control chart is one of the control charts and can be used to quickly detect a small shift.The performance of control charts can be evaluated with the average run length(ARL).Due to the deriving explicit formulas for the ARL on a two-sided extended EWMA control chart for trend autoregressive or trend AR(p)model has not been reported previously.The aim of this study is to derive the explicit formulas for the ARL on a two-sided extended EWMA con-trol chart for the trend AR(p)model as well as the trend AR(1)and trend AR(2)models with exponential white noise.The analytical solution accuracy was obtained with the extended EWMA control chart and was compared to the numer-ical integral equation(NIE)method.The results show that the ARL obtained by the explicit formula and the NIE method is hardly different,but the explicit for-mula can help decrease the computational(CPU)time.Furthermore,this is also expanded to comparative performance with the Exponentially Weighted Moving Average(EWMA)control chart.The performance of the extended EWMA control chart is better than the EWMA control chart for all situations,both the trend AR(1)and trend AR(2)models.Finally,the analytical solution of ARL is applied to real-world data in the healthfield,such as COVID-19 data in the United Kingdom and Sweden,to demonstrate the efficacy of the proposed method.

Modified DS np Chart Using Generalized Multiple Dependent State Sampling under Time Truncated Life Test

This study presents the design of a modified attributed control chart based on a double sampling(DS)np chart applied in combination with generalized multiple dependent state(GMDS)sampling to monitor the mean life of the product based on the time truncated life test employing theWeibull distribution.The control chart developed supports the examination of the mean lifespan variation for a particular product in the process of manufacturing.Three control limit levels are used:the warning control limit,inner control limit,and outer control limit.Together,they enhance the capability for variation detection.A genetic algorithm can be used for optimization during the in-control process,whereby the optimal parameters can be established for the proposed control chart.The control chart performance is assessed using the average run length,while the influence of the model parameters upon the control chart solution is assessed via sensitivity analysis based on an orthogonal experimental design withmultiple linear regression.A comparative study was conducted based on the out-of-control average run length,in which the developed control chart offered greater sensitivity in the detection of process shifts while making use of smaller samples on average than is the case for existing control charts.Finally,to exhibit the utility of the developed control chart,this paper presents its application using simulated data with parameters drawn from the real set of data.

非参数自适应EWMA SR控制图及其变采样间隔设计

本文基于Wilcoxon符号秩(Signed Rank, SR)检验统计量,提出了一种非参数自适应指数加权移动平均(Adaptive Exponentially Weighted Moving Average, AEWMA)控制图。所提出的AEWMA SR控制图结合了非参数统计量的稳健受控性能以及自适应控制图良好的整体偏移检测特性。同时,为了提高固定采样间隔下的非参数AEWMA SR静态控制图对异常偏移的检测效率,本文进一步研究了可变采样间隔(Variable Sampling Intervals, VSI)下的非参数AEWMA SR动态控制图设计问题。使用了Markov链方法计算控制图的精确平均运行链长(Average Run Length, ARL)和平均报警时间(Average Time to Signal, ATS)等性能指标。通过仿真分析比较了VSI AEWMA SR控制图、FSI AEWMA SR控制图和VSI EWMA SR控制图的统计性能。结果表明,所提出的VSI AEWMA SR控制图能兼顾对于不同大小偏移的敏感性,且变采样间隔的动态策略能显著提高控制图的检测效率。

基于正态变换的变样本容量Shewhart比例控制图设计

为了提高Shewhart型比例控制图的监控效率,将其与变样本容量策略结合,提出一种新的比例控制图(VSS Shewhart-RZ*控制图)来监控二元正态变量之比。基于正态变换方法设计了新的比例统计量Z*,以消除样本容量变化对比例控制图设计及使用的不利影响。采用马尔科夫链方法计算了该控制图的平均运行长度和平均样本容量,给出该控制图的参数优化算法。通过仿真分析研究了该控制图的统计性能,并与Shewhart比例控制图进行比较,结果表明VSS Shewhart-RZ*控制图的性能明显优于传统固定样本容量Shewhart比例控制图。

基于ARL的T^2控制图多元质量特性统计设计经济模型

为了节约工业生产制造中经济成本,以平均运行长度ARL为标准在不同监控规则和不同相关联性下对多元T2控制图的监测性能进行分析比较,对成本经济模型进行优化,并结合中国某飞机制造集团公司实际生产数据进行分析。实证结果表明:在监控规则3下,用T2控制图进行统计过程监控控制,采样容量定为11,经济成本参数有效控制。本文所提统计设计经济模型是正确并有效的,并能够为中国某飞机制造公司实际生产提供指导。

监控不合格品率的MEWMA-p控制图设计

传统Shewhart-p控制图只对单一属性的不合格品率进行监控,在过程发生偏移时有一定的滞后性。为提高不合格品率控制图的精度,提出一种多元指数加权移动平均不合格品率(multivariate exponentially weighted moving average p, MEWMA-p)控制图。该控制图将多个属性的不合格品率应用于多元指数加权移动平均控制图,可同时对多个属性进行监控,并且对于小范围的偏移更加敏感。对比分析同等偏移程度下指数加权移动平均不合格品率(exponentially weighted moving average p, EWMA-p)控制图与MEWMA-p控制图的平均运行长度(average run length,ARL)结果,并通过模拟仿真说明该方法的有效性。

通用型指数加权移动平均控制图的设计

为提高质量控制图监测微小到中等过程偏移的灵敏度,文章提出一种新的用于过程均值监控的通用型指数加权移动平均(UEWMA)控制图,该控制图是EWMA控制图的一般性推广,根据数据特征,自定义选取平滑系数λ_(1),λ_(2),…,λ_(s),使控制效果达到最优;给出UEWMA控制图的均值与控制限的求取方法,并推导出平均运行长度(ARL)和运行长度标准偏差(SDRL);最后,研究平滑系数对该控制图性能的影响,并将其与现有控制图监测微小到中等过程偏移的灵敏度进行比较。研究结果表明,UEWMA控制图通过数据特征设计平滑系数,具有灵活性好、灵敏度高、扩展性强和控制效果好的特点。

监控平方变异系数的MEWMA-γ^(2)控制图

变异系数已广泛应用于不同领域来衡量资料中各观测值的变异程度。为了监控各种制造或服务过程的质量特性,记忆型控制图已成为一种重要的实时监控方案。提出了一种改进的指数加权移动平均变异系数(记为MEWMA-γ^(2))控制图,通过蒙特卡罗模拟研究了其在不同参数下的平均运行长度,并与其他EWMA控制图进行了比较分析。结果表明,所给控制图具有良好的监测能力。最后,利用机械零件烧结过程的实际数据,说明了该方法在应用中的优良性。

基于协变量信息的自适应MEWMA控制图

在统计过程控制中,质量变量通常会受到许多协变量因素的影响,充分利用协变量的有用信息可以进一步提高控制图的灵敏度,因此提出一种新的自适应多元EWMA控制图,并计算ARL进行比较。在MEWMA控制图的基础上引入一个权重函数,根据协变量的有用信息自适应的调节统计量的加权参数:当收集到的协变量信息发生偏移时,选择较大的加权参数,更关注当前和附近时间点观测值的偏移程度;反之则选择较小的参数。大量数值模拟分析表明,充分利用协变量中的有用信息之后,监控效果明显优于MEWMA、MCUSUM控制图。

A New Modified EWMA Control Chart for Monitoring Processes Involving Autocorrelated Data

Control charts are one of the tools in statistical process control widely used for monitoring,measuring,controlling,improving the quality,and detecting problems in processes in variousfields.The average run length(ARL)can be used to determine the efficacy of a control chart.In this study,we develop a new modified exponentially weighted moving average(EWMA)control chart and derive explicit formulas for both one and the two-sided ARLs for a p-order autoregressive(AR(p))process with exponential white noise on the new modified EWMA control chart.The accuracy of the explicit formulas was compared to that of the well-known numerical integral equation(NIE)method.Although both methods were highly consistent with an absolute percentage difference of less than 0.00001%,the ARL using the explicit formulas method could be computed much more quickly.Moreover,the performance of the explicit formulas for the ARL on the new modified EWMA control chart was better than on the modified and standard EWMA control charts based on the relative mean index(RMI).In addition,to illustrate the applicability of using the proposed explicit formulas for the ARL on the new modified EWMA control chart in practice,the explicit formulas for the ARL were also applied to a process with real data from the energy and agriculturalfields.

Memory-Type Control Charts Through the Lens of Cost Parameters

A memory-type control chart utilizes previous information for chart construction.An example of a memory-type chart is an exponentially-weighted moving average(EWMA)control chart.The EWMA control chart is well-known and widely employed by practitioners for monitoring small and moderate process mean shifts.Meanwhile,the EWMA median chart is robust against outliers.In light of this,the economic model of the EWMA and EWMA median control charts are commonly considered.This study aims to investigate the effect of cost parameters on the out-of-control average run lengthðARL_(1)Þin implementing EWMA and EWMA median control charts.The economic model was used to compute the ARL_(1) parameter.The 14 input parameters were identified and the analysis was carried out based on the one-parameter-at-a-time basis.When the input parameters change based on a predetermined percentage,the ARL_(1) is affected.According to the results of the EWMA chart,nine input parameters had an effect andfive input parameters had no effect on the ARL_(1) parameter.Further,only seven of the 14 input parameters had an effect on the ARL_(1) of the EWMA median chart.However,the effect of each input parameter on the ARL_(1) was different.Moreover,the ARL_(1) for the EWMA median chart was smaller than the EWMA chart.This analysis is crucial to observe and determine the input parameters that have a significant impact on the ARL_(1) of the EMWA and EWMA median control charts.Hence,practitioners can obtain an overview of the influence of the input parameters on the ARL_(1) when implementing the EWMA and EWMA median control charts.

带警戒限的均值控制图中平均链长的计算公式

带警戒限的均值控制图中 ,平均链长ARL(AverageRunLength)是其重要特性。本文利用转移概率流图TPFG(TransitionProbabilityFlowGraphs)

基于多点报警的多元统计过程控制

本文主要研究了一种将控制图的报警准则由一点改为多点时多元控制图的构造,对于不同的多点报警准则的控制图可以通过计算平均运行长度的方法得出了不同的控制限参数。然后本文对各种报警准则下的多元控制图与Hotelling T2控制图,MCUSUM(多元累计和控制图)和MEWMA(多元指数加权移动平均控制图)进行了比较,说明这种改变报警规则的多元控制图在监测过程中出现的微小波动时具有一定的优势。

自相关过程协方差阵的残差MEWMA控制图

本文研究多变量自相关过程协方差矩阵的质量监控问题.针对服从VAR(1)模型的多变量自相关过程,基于残差分析思想,将多变量指数加权移动平均(MEWMA)控制图用于对过程的监控.首先对残差MEWMA控制图统计量进行了推导,其次采用MonteCarlo仿真的方法,以平均运行链长为评价准则对残差MEWMA控制图的监控效果进行了分析.仿真结果表明,残差MEWMA控制图具有较好的监控效果.

单边合格品链长t控制图设计

针对过程方差估计不精确的问题,采用t统计量代替传统统计量,提出一种单边合格品链长t控制图来监控过程均值偏移。采用马尔科夫链方法构建了该控制图的状态转移矩阵,并推导出其平均运行链长指标。在保证过程处于受控状态的统计性能基础上优化失控状态下的平均运行链长指标,从而获得控制图的最优决策变量和最优性能指标。仿真结果表明,SCRL&t控制图的性能明显优于传统合格品链长t控制图,当过程均值偏移较小时优势更加明显。

合格品链长控制图

在生产过程中不合格品率(p)很低的情况下,利用两个连续不合格品之间的合格品数(合格品链长)控制图来监督过程不合格品率能克服传统的p图所遇到的困难,为生产者提供产品质量改良的信息。本文研究两种合格品链长(CRL)控制图的制定方法,对这些控制图的效率进行了比较,并说明其实际应用。所研究的CRL控制图特别适用于自动化生产过程的100%检验的质量控制。

基于马尔可夫链理论的带警戒限的单侧均值控制图的平均链长

平均链长(ARL)是控制图的重要特性,利用马尔可夫链理论和矩阵的运算技巧推导了带警戒限的单侧均值控制图的ARL计算公式。

随机系数自回归模型变均值点在线监测与应用

对随机系数自回归模型的变均值点进行在线监测时,如果变均值点的位置远离开始监测点,则平均地说,需要较长的运行时间方能检测到该变均值点.为此,笔者引进一个窗宽参数,提出了一种改进的在线监测方法.给出了监测统计量在原假设下的极限分布,并证明了此方法的一致性.模拟结果显示新方法明显优于已有的方法.最后将该方法应用于两组股票价格均值点的监测问题中,说明了方法的有效性.