Residential College | false |
Status | 已發表Published |
Adaptive EWMA procedures for monitoring processes subject to linear drifts | |
Su,Yan1; Shu,Lianjie2; Tsui,Kwok Leung3 | |
2011-10-01 | |
Source Publication | Computational Statistics and Data Analysis |
ABS Journal Level | 3 |
ISSN | 0167-9473 |
Volume | 55Issue:10Pages:2819-2829 |
Abstract | The conventional Statistical Process Control (SPC) techniques have been focused mostly on the detection of step changes in process means. However, there are often settings for monitoring linear drifts in process means, e.g.; the gradual change due to tool wear or similar causes. The adaptive exponentially weighted moving average (AEWMA) procedures proposed by Yashchin (1995) have received a great deal of attention mainly for estimating and monitoring step mean shifts. This paper analyzes the performance of AEWMA schemes in signaling linear drifts. A numerical procedure based on the integral equation approach is presented for computing the average run length (ARL) of AEWMA charts under linear drifts in the mean. The comparison results favor the AEWMA chart under linear drifts. Some guidelines for designing AEWMA charts for detecting linear drifts are presented. © 2011 Elsevier B.V. All rights reserved. |
Keyword | Average Run Length Exponentially Weighted Moving Average Integral Equation Linear Trend Statistical Process Control |
DOI | 10.1016/j.csda.2011.04.008 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Computer Science ; Mathematics |
WOS Subject | Computer Science, Interdisciplinary Applications ; Statistics & Probability |
WOS ID | WOS:000292662700004 |
Scopus ID | 2-s2.0-79958113653 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF ELECTROMECHANICAL ENGINEERING DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
Corresponding Author | Shu,Lianjie |
Affiliation | 1.Department of Electromechanical Engineering,University of Macau,,Macao 2.Faculty of Business Administration,University of Macau,,Macao 3.School of Industrial and Systems Engineering,Georgia Institute of Technology,,United States |
First Author Affilication | University of Macau |
Corresponding Author Affilication | Faculty of Business Administration |
Recommended Citation GB/T 7714 | Su,Yan,Shu,Lianjie,Tsui,Kwok Leung. Adaptive EWMA procedures for monitoring processes subject to linear drifts[J]. Computational Statistics and Data Analysis, 2011, 55(10), 2819-2829. |
APA | Su,Yan., Shu,Lianjie., & Tsui,Kwok Leung (2011). Adaptive EWMA procedures for monitoring processes subject to linear drifts. Computational Statistics and Data Analysis, 55(10), 2819-2829. |
MLA | Su,Yan,et al."Adaptive EWMA procedures for monitoring processes subject to linear drifts".Computational Statistics and Data Analysis 55.10(2011):2819-2829. |
Files in This Item: | There are no files associated with this item. |
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment