Adaptive EWMA procedures for monitoring processes subject to linear drifts
AbstractThe 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 byÂ 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 55 (2011)
Issue (Month): 10 (October)
Contact details of provider:
Web page: http://www.elsevier.com/locate/csda
Average run length Integral equation Linear trend Statistical Process Control Exponentially weighted moving average;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Shu, Lianjie & Jiang, Wei & Wu, Zhang, 2008. "Adaptive CUSUM procedures with Markovian mean estimation," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4395-4409, May.
- Changliang Zou & Yukun Liu & Zhaojun Wang, 2009. "Comparisons of control schemes for monitoring the means of processes subject to drifts," Metrika, Springer, vol. 70(2), pages 141-163, September.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.