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EWMA Chart and Measurement Error

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  • Maravelakis, Petros
  • Panaretos, John
  • Psarakis, Stelios

Abstract

Measurement error is a usually met distortion factor in real-world applications that influences the outcome of a process. In this paper, we examine the effect of measurement error on the ability of the EWMA control chart to detect out-of-control situations. The model used is the one involving linear covariates. We investigate the ability of the EWMA chart in the case of a shift in mean. The effect of taking multiple measurements on each sampled unit and the case of linearly increasing variance are also examined. We prove that, in the case of measurement error, the performance of the chart regarding the mean is significantly affected.

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 6392.

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Date of creation: 2004
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Publication status: Published in Journal of Applied Statistics 4.31(2004): pp. 445-455
Handle: RePEc:pra:mprapa:6392

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Related research

Keywords: Exponentially weighted moving average control chart; Average run length; Average time to signal; Measurement error; Markov chain; Statistical process control;

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  1. G. Robin Henderson, 2001. "EWMA and industrial applications to feedback adjustment and control," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 28(3-4), pages 399-407.
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Cited by:
  1. E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 33(3), pages 257-278.

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