A variable sampling interval EWMA (X)over-bar chart for the mean with auxiliary information
Document Type
Conference Item
Publication Date
1-1-2020
Abstract
It is a well-known fact that the exponentially weighted moving average (EWMA) type control chart is very effective in detecting small and moderate shifts. To further enhance the sensitivity of the EWMA control chart in shift detection, this paper proposes the variable sampling interval EWMA chart by using a single auxiliary variable (AI) ( abbreviated as VSI EWMA-AI) to monitor the process mean, where the statistic of the proposed chart is based on the information of the study and auxiliary variables. The performance of the proposed chart is evaluated by using the average time to signal (ATS) criterion, where the derivation of ATS formula is presented in this paper. Subsequently, the performance of the proposed chart is compared with the existing EWMA-AI chart in literature. The comparison shows that the VSI EWMA-AI chart has better detection ability in mean shifts than the EWMA-AI chart.
Keywords
Average Time to Signal, Markov Chain, Variable Sampling Interval, Exponentially Weighted Moving Average Chart
Divisions
MathematicalSciences
Volume
603
Publisher
SPRINGER-VERLAG SINGAPORE PTE LTD
Publisher Location
152 BEACH ROAD, #21-01/04 GATEWAY EAST, SINGAPORE, 189721, SINGAPORE
Event Title
6th International Conference on Computational Science and Technology (ICCST)
Event Location
Spatial Explorer, Kota Kinabalu, Sabah, Malaysia
Event Dates
29-30 August 2019
Event Type
conference
Additional Information
6th International Conference on Computational Science and Technology (ICCST), Spatial Explorer, Kota Kinabalu, Malaysia, Aug 29-30, 2019