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Adaptive EWMA procedures for monitoring processes subject to linear drifts
Su,Yan1; Shu,Lianjie2; Tsui,Kwok Leung3
2011-10-01
Source PublicationComputational Statistics and Data Analysis
ABS Journal Level3
ISSN0167-9473
Volume55Issue: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.

KeywordAverage Run Length Exponentially Weighted Moving Average Integral Equation Linear Trend Statistical Process Control
DOI10.1016/j.csda.2011.04.008
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaComputer Science ; Mathematics
WOS SubjectComputer Science, Interdisciplinary Applications ; Statistics & Probability
WOS IDWOS:000292662700004
Scopus ID2-s2.0-79958113653
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF ELECTROMECHANICAL ENGINEERING
DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT
Corresponding AuthorShu,Lianjie
Affiliation1.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 AffilicationUniversity of Macau
Corresponding Author AffilicationFaculty 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.
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