Average Run Lengths in Shewhart Type Charts for 2-Order Autoregressive Process

2010 ◽  
Vol 139-141 ◽  
pp. 1860-1863
Author(s):  
Qiu Xia Sun ◽  
Jian Li Zhao ◽  
Qi Sheng Gao
Keyword(s):  
Control Chart ◽  
Control Charts ◽  
Average Run Length ◽  
Correlation Coefficients ◽  
Autoregressive Process ◽  
Run Length ◽  
Shewhart Control ◽  
Control Schemes ◽  
Run Lengths ◽  
Residual Control

In this paper the average run length is adopted as the tool to describe the performance of control charts. The respective methods for calculating the average run length of the modified Shewhart control chart and the Shewhart residual control chart for 2-order autoregressive process are derived and shown in detail. By the proposed approach some numerical results of average run lengths of both Shewhart type charts are formulated and discussed. We analyze and compare that the influence of the correlation coefficients of the 2-order autoregressive process on the performance of both charts based on the estimated data. Several clear and main points of the issue are summed up. Lastly, we give some recommendations for the choice of both Shewhart type control schemes.

scholarly journals Monitoring process mean with a new EWMA control chart

Production ◽  
2011 ◽  
Vol 21 (2) ◽  
pp. 217-222 ◽  
Author(s):  
Yang Su-Fen ◽  
Tsai Wen-Chi ◽  
Huang Tzee-Ming ◽  
Yang Chi-Chin ◽  
Cheng Smiley
Keyword(s):  
Control Chart ◽  
Control Charts ◽  
Population Distribution ◽  
Average Run Length ◽  
Process Data ◽  
Ewma Chart ◽  
Ewma Control Chart ◽  
Simple Statistic ◽  
Run Lengths ◽  
Proper Values

In practice, sometimes the process data did not come from a known population distribution. So the commonly used Shewhart variables control charts are not suitable since their performance could not be properly evaluated. In this paper, we propose a new EWMA Control Chart based on a simple statistic to monitor the small mean shifts in the process with non-normal or unknown distributions. The sampling properties of the new monitoring statistic are explored and the average run lengths of the proposed chart are examined. Furthermore, an Arcsine EWMA Chart is proposed since the average run lengths of the Arcsine EWMA Chart are more reasonable than those of the new EWMA Chart. The Arcsine EWMA Chart is recommended if we are concerned with the proper values of the average run length.

scholarly journals Monitoring Mortality Caused by COVID-19 Using Gamma-Distributed Variables Based on Generalized Multiple Dependent State Sampling

2021 ◽  
Vol 2021 ◽  
pp. 1-17
Author(s):  
Muhammad Aslam ◽  
G. Srinivasa Rao ◽  
Muhammad Saleem ◽  
Rehan Ahmad Khan Sherwani ◽  
Chi-Hyuck Jun
Keyword(s):  
Control Chart ◽  
Control Charts ◽  
Average Run Length ◽  
Real Life ◽  
Quality Characteristics ◽  
Statistical Quality Control ◽  
Nonnormal Distributions ◽  
Run Lengths ◽  
Chart Design ◽  
Dependent State

More recently in statistical quality control studies, researchers are paying more attention to quality characteristics having nonnormal distributions. In the present article, a generalized multiple dependent state (GMDS) sampling control chart is proposed based on the transformation of gamma quality characteristics into a normal distribution. The parameters for the proposed control charts are obtained using in-control average run length (ARL) at specified shape parametric values for different specified average run lengths. The out-of-control ARL of the proposed gamma control chart using GMDS sampling is explored using simulation for various shift size changes in scale parameters to study the performance of the control chart. The proposed gamma control chart performs better than the existing multiple dependent state sampling (MDS) based on gamma distribution and traditional Shewhart control charts in terms of average run lengths. A case study with real-life data from ICU intake to death caused by COVID-19 has been incorporated for the realistic handling of the proposed control chart design.

MONITORING AUTOCORRELATED PROCESS MEAN AND VARIANCE USING A GWMA CHART BASED ON RESIDUALS

2008 ◽  
Vol 25 (06) ◽  
pp. 781-792 ◽  
Author(s):  
SHEY-HUEI SHEU ◽  
SHIN-LI LU
Keyword(s):  
Control Chart ◽  
Control Charts ◽  
Moving Average ◽  
Autoregressive Process ◽  
Process Mean ◽  
Process Variability ◽  
Autocorrelated Process ◽  
Ewma Control Chart ◽  
Mean And Variance ◽  
Run Lengths

This investigation elucidates the feasibility of monitoring a process for which observational data are largely autocorrelated. Special causes typically affect not only the process mean but also the process variance. The EWMA control chart has recently been developed and adopted to detect small shifts in the process mean and/or variance. This work extends the EWMA control chart, called the generally weighted moving average (GWMA) control chart, to monitor a process in which the observations can be regarded as a first-order autoregressive process with a random error. The EWMA and GWMA control charts of residuals used to monitor process variability and to monitor simultaneously the process mean and variance are considered to evaluate how average run lengths (ARLs) differ in each case.

scholarly journals Robust Multivariate Shewhart Control Chart Based on the Stahel-Donoho Robust Estimator and Mahalanobis Distance for Multivariate Outlier Detection

Mathematics ◽  
2021 ◽  
Vol 9 (21) ◽  
pp. 2772
Author(s):  
Ishaq Adeyanju Raji ◽  
Nasir Abbas ◽  
Mu’azu Ramat Abujiya ◽  
Muhammad Riaz
Keyword(s):  
Control Chart ◽  
Control Charts ◽  
Real Life ◽  
Robust Estimator ◽  
Estimation Of Parameters ◽  
Run Length ◽  
Control Charting ◽  
Shewhart Control ◽  
Multivariate Control Chart ◽  
Multivariate Control

While researchers and practitioners may seamlessly develop methods of detecting outliers in control charts under a univariate setup, detecting and screening outliers in multivariate control charts pose serious challenges. In this study, we propose a robust multivariate control chart based on the Stahel-Donoho robust estimator (SDRE), whilst the process parameters are estimated from phase-I. Through intensive Monte-Carlo simulation, the study presents how the estimation of parameters and presence of outliers affect the efficacy of the Hotelling T2 chart, and then how the proposed outlier detector brings the chart back to normalcy by restoring its efficacy and sensitivity. Run-length properties are used as the performance measures. The run length properties establish the superiority of the proposed scheme over the default multivariate Shewhart control charting scheme. The applicability of the study includes but is not limited to manufacturing and health industries. The study concludes with a real-life application of the proposed chart on a dataset extracted from the manufacturing process of carbon fiber tubes.

In-control robustness comparison of different control charts

2017 ◽  
Vol 40 (13) ◽  
pp. 3860-3871 ◽  
Author(s):  
Muhammad Abid ◽  
Hafiz Zafar Nazir ◽  
Muhammad Riaz ◽  
Zhengyan Lin
Keyword(s):  
Standard Deviation ◽  
Control Chart ◽  
Control Charts ◽  
Average Run Length ◽  
Location Parameter ◽  
Normal Distributions ◽  
Run Length ◽  
Design Structure ◽  
Control Robustness ◽  
Proper Design

Control charts are widely used to monitor the process parameters. Proper design structure and implementation of a control chart requires its in-control robustness, otherwise, its performance cannot be fairly observed. It is important to know whether a chart is sensitive to disturbances to the model (e.g. normality under which it is developed) or not. This study, explores the robustness of Mixed EWMA-CUSUM (MEC) control chart for location parameter under different non-normal and contaminated environments and compares it with its counterparts. The robustness of the MEC scheme and counterparts is evaluated by using the run length distributions, and for better assessment not only is in-control average run length (ARL) used, but also standard deviation of run length (SDRL) and different percentiles – that is, 5th, 50th and 95th– are considered. A careful insight is necessary in selection and application of control charts in non-normal and contaminated environments. It is observed that the in-control robustness performance of the MEC scheme is quite good in the case of normal, non-normal and contaminated normal distributions as compared with its competitor’s schemes.

scholarly journals Design of a Control Chart Using Extended EWMA Statistic

Technologies ◽  
2018 ◽  
Vol 6 (4) ◽  
pp. 108 ◽  
Author(s):  
Muhammad Naveed ◽  
Muhamma Azam ◽  
Nasrullah Khan ◽  
Muhammad Aslam
Keyword(s):  
Control Chart ◽  
Control Charts ◽  
Average Run Length ◽  
Moving Average ◽  
Shewhart Control Charts ◽  
Shewhart Control ◽  
Application Data ◽  
Mean And Variance ◽  
The Mean ◽  
Working Procedure

In the present paper, we propose a control chart based on extended exponentially weighted moving average (EEWMA) statistic to detect a quick shift in the mean. The mean and variance expression of the proposed EEWMA statistic are derived. The proposed EEWMA statistic is unbiased and simulation results show a smaller variance as compared to the traditional EWMA. The performance of the proposed control chart with the existing chart based on the EWMA statistic is evaluated in terms of average run length (ARL). Various tables were constructed for different values of parameters. The comparison of the EEWMA control chart with the traditional EWMA and Shewhart control charts illustrates that the proposed control chart performs better in terms of quick detection of the shift. The working procedure of the proposed control chart was also illustrated by simulated and application data.

ARL1 of the Attribute c Control Chart with Estimated Parameter

2015 ◽  
Vol 22 (02) ◽  
pp. 1550009 ◽  
Author(s):  
Teodor Tiplica
Keyword(s):  
Control Chart ◽  
Control Charts ◽  
Average Run Length ◽  
Computational Results ◽  
Run Length ◽  
Estimated Parameters ◽  
Starting Point ◽  
Polynomial Expression ◽  
Discrete Nature ◽  
Good Starting Point

In this paper, the out of control average run length (ARL1) of the c control chart with estimated parameter is computed for various shifts in the average number of nonconformities. In spite of the discrete nature of this chart, it is proved that a target in-control average run length (ARL0) can be obtained when the average number of nonconformities is estimated. This is a good starting point for comparing the performances of the c control chart with those of other attribute control charts with estimated parameters. Based on the computational results obtained, it is showed that the ARL1 of the c control chart with estimated parameter can be approximated by using a polynomial expression.

Nonparametric Control Charts Design and Analysis for Small Lot Production Based on the Moving Average

2014 ◽  
Vol 988 ◽  
pp. 461-466
Author(s):  
Yu Hao Deng ◽  
Hai Ping Zhu ◽  
Guo Jun Zhang ◽  
Hui Yin ◽  
Fan Mao Liu
Keyword(s):  
Control Chart ◽  
Control Charts ◽  
Average Run Length ◽  
Moving Average ◽  
Small Samples ◽  
Lot Size ◽  
Small Shift ◽  
Average Sampling ◽  
Run Lengths ◽  
Production Lot Size

This paper designed a moving average sampling method for small samples, further designed moving average (MA) control chart and moving average cumulative sum (MACS) control chart respectively, and calculated the in-control and out-of-control average run length for both charts. The charts are robust, which can monitor the process state effectively without knowing the distribution. Through analyzing the control chart costs and quality loss that is related to the production lot size, the control chart parameters are reasonably optimized. By comparing the average run lengths and some numerical examples, the paper finds that MACS chart has a good performance on detecting small shift within the small samples under the nonparametric condition.

scholarly journals Designing of an attribute control chart for two-stage process

2018 ◽  
Vol 51 (7-8) ◽  
pp. 285-292 ◽  
Author(s):  
Muhammad Aslam ◽  
Muhammad Azam ◽  
Kyung-Jun Kim ◽  
Chi-Hyuck Jun
Keyword(s):  
Control Chart ◽  
Average Run Length ◽  
Synthetic Data ◽  
Two Stage ◽  
Run Length ◽  
Second Stage ◽  
Stage Process ◽  
Run Lengths

In practice, the products can be manufactured through several stages. In this manuscript, we will propose an attribute control chart plotting the number of defectives for a two-stage process. The in-control average run length is derived and the out-of-control average run lengths are also analyzed according to the process shifts in the first and/or the second stage process. The tables of the average run lengths are given for various specified parameters. An example is given with synthetic data for the illustration of the proposed control chart.

scholarly journals New Control Charts for a Multivariate Gamma Distribution

2021 ◽  
pp. 607-614
Author(s):  
Hamzeh Torabi ◽  
Shohreh Enami ◽  
STA Niaki
Keyword(s):  
Control Chart ◽  
Gamma Distribution ◽  
Control Charts ◽  
Normal Approximation ◽  
Average Run Length ◽  
Exact Distribution ◽  
Run Length ◽  
Multivariate Gamma Distribution ◽  
Satterthwaite Approximation

In this study, a multivariate gamma distribution is first introduced. Then, by defining a new statistic, three control charts called the MG charts, are proposed for this distribution. The first control chart is based on the exact distribution of this statistic, the second control chart is based on the Satterthwaite approximation, and the last is based on the normal approximation. Efficiency of the proposed control charts is evaluated by average run length (ARL) criterion.

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