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Run-sum control charts for monitoring the coefficient of variation

Author

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  • Teoh, W.L.
  • Khoo, Michael B.C.
  • Castagliola, Philippe
  • Yeong, W.C.
  • Teh, S.Y.

Abstract

The coefficient of variation (CV) is a unit-free and effective normalized measure of dispersion. Monitoring the CV is a crucial approach in Statistical Process Control when the quality characteristic has a distinct mean value and its variance is a function of the mean. This setting is common in many scientific areas, such as in the fields of engineering, medicine and various societal applications. Therefore, this paper develops a simple yet efficient procedure to monitor the CV using run-sum control charts. The run-length properties of the run-sum CV (RS-γ) charts are characterized by the Markov chain approach. This paper proposes two optimization algorithms for the RS-γ charts, i.e. by minimizing (i) the average run length (ARL) for a deterministic shift size and (ii) the expected ARL over a process shift domain. Performance comparisons under both the zero- and steady-state modes are made with the Shewhart-γ, Run-rules-γ and EWMA-γ charts. The results show that the proposed RS-γ charts outperform their existing counterparts for all or certain ranges of shifts in the CV. The application of the optimal RS-γ charts is illustrated with real data collected from a casting process.

Suggested Citation

  • Teoh, W.L. & Khoo, Michael B.C. & Castagliola, Philippe & Yeong, W.C. & Teh, S.Y., 2017. "Run-sum control charts for monitoring the coefficient of variation," European Journal of Operational Research, Elsevier, vol. 257(1), pages 144-158.
    • Handle: RePEc:eee:ejores:v:257:y:2017:i:1:p:144-158
    DOI: 10.1016/j.ejor.2016.08.067
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    References listed on IDEAS

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    4. Leoni, Roberto Campos & Costa, Antonio Fernando Branco & Machado, Marcela Aparecida Guerreiro, 2015. "The effect of the autocorrelation on the performance of the T2 chart," European Journal of Operational Research, Elsevier, vol. 247(1), pages 155-165.
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    Cited by:

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