An optimal design of cumulative sum control chart based on median run length

Exponentially weighted moving average-Moving average charts for monitoring the process mean

This research aimed to propose a newly-mixed control chart called the Exponentially Weighted Moving Average—Moving Average Chart (EWMA-MA) to detect the mean change in a process underlying symmetric and asymmetric distributions. The performance of the proposed control chart are compared with Shewhart, MA, EWMA, MA-EWMA and EWMA-MA control charts by using average run length (ARL), standard deviation of run length (SDRL), and median run length (MRL) as the criteria for measuring efficiency which evaluated by using Monte Carlo simulation (MC), Moreover, the proposed control chart will be applied to real data. The results of performance comparison showed that the presented control charts performed better detection than the Shewhart, MA, and EWMA charts. However, the results of detection tended to be slower than those for the MA-EWMA chart. The value of ARL₁ for the mixed control chart depends on the parameters of the statistics for such control chart. The EWMA-MA chart is a variable following λ and the MA-EWMA chart is varied according to w. From applying the proposed control chart to the data for flow in the Nile River and data of the real GDP growth (%) in the Lebanese economy, it was found to be in accordance with the research results.

On designing a new cumulative sum Wilcoxon signed rank chart for monitoring process location

In this paper, ranked set sampling is used for developing a non-parametric location chart which is developed on the basis of Wilcoxon signed rank statistic. The average run length and some other characteristics of run length are used as the measures to assess the performance of the proposed scheme. Some selective distributions including Laplace (or double exponential), logistic, normal, contaminated normal and student’s t-distributions are considered to examine the performance of the proposed Wilcoxon signed rank control chart. It has been observed that the proposed scheme shows superior shift detection ability than some of the competing counterpart schemes covered in this study. Moreover, the proposed control chart is also implemented and illustrated with a real data set.

Nonparametric Double EWMA Control Chart for Process Monitoring

<p>In monitoring process parameters, we assume normality of the quality characteristic of interest, which is an ideal assumption. In many practical sit- uations, we may not know the distributional behavior of the data, and hence, the need arises use nonparametric techniques. In this study, a nonparametric double EWMA control chart, namely the NPDEWMA chart, is proposed to ensure efficient monitoring of the location parameter. The performance of the proposed chart is evaluated in terms of different run length properties, such as average, standard deviation and percentiles. The proposed scheme is compared with its recent existing counterparts, namely the nonparametric EWMA and the nonparametric CUSUM schemes. The performance mea- sures used are the average run length (ARL), standard deviation of the run length (SDRL) and extra quadratic loss (EQL). We observed that the pro- posed chart outperforms the said existing schemes to detect shifts in the process mean level. We also provide an illustrative example for practical considerations.</p>