Monitoring process mean and variance with a single generally weighted moving average chart
Two generally weighted moving average (GWMA) charts are usually used concurrently for a simultaneous monitoring of the process mean and process variance. In this article, we propose a new GWMA chart, called the Max-GWMA chart, which uses a single statistic for a simultaneous monitoring of the pro...
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sg-ntu-dr.10356-973402020-03-07T13:22:17Z Monitoring process mean and variance with a single generally weighted moving average chart Teh, S. Y. Khoo, Michael B. C. Wu, Zhang School of Mechanical and Aerospace Engineering Two generally weighted moving average (GWMA) charts are usually used concurrently for a simultaneous monitoring of the process mean and process variance. In this article, we propose a new GWMA chart, called the Max-GWMA chart, which uses a single statistic for a simultaneous monitoring of the process mean and variance. The statistic of the Max-GWMA chart is based on the maximum of the absolute values of two GWMA statistics, one for controlling the mean while the other the variance. We show that the Max-GWMA chart outperforms the combined GWMA chart, in terms of the average run length (ARL), standard deviation of the run length (SDRL) and diagnostic abilities performances. The combined GWMA chart consists of two GWMA charts that are run concurrently, one for monitoring the mean and the other the variance. 2013-08-12T07:59:47Z 2019-12-06T19:41:39Z 2013-08-12T07:59:47Z 2019-12-06T19:41:39Z 2012 2012 Journal Article Teh, S. Y., Khoo, M. B. C.,& Wu, Z. (2012). Monitoring Process Mean and Variance with a Single Generally Weighted Moving Average Chart. Communications in Statistics - Theory and Methods, 41(12), 2221-2241. https://hdl.handle.net/10356/97340 http://hdl.handle.net/10220/13066 10.1080/03610926.2011.558659 en Communications in statistics - theory and methods |
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| description |
Two generally weighted moving average (GWMA) charts are usually used
concurrently for a simultaneous monitoring of the process mean and process
variance. In this article, we propose a new GWMA chart, called the Max-GWMA
chart, which uses a single statistic for a simultaneous monitoring of the process
mean and variance. The statistic of the Max-GWMA chart is based on the maximum
of the absolute values of two GWMA statistics, one for controlling the mean
while the other the variance. We show that the Max-GWMA chart outperforms
the combined GWMA chart, in terms of the average run length (ARL), standard
deviation of the run length (SDRL) and diagnostic abilities performances. The
combined GWMA chart consists of two GWMA charts that are run concurrently, one
for monitoring the mean and the other the variance. |
| author2 |
School of Mechanical and Aerospace Engineering |
| author_facet |
School of Mechanical and Aerospace Engineering Teh, S. Y. Khoo, Michael B. C. Wu, Zhang |
| format |
Article |
| author |
Teh, S. Y. Khoo, Michael B. C. Wu, Zhang |
| spellingShingle |
Teh, S. Y. Khoo, Michael B. C. Wu, Zhang Monitoring process mean and variance with a single generally weighted moving average chart |
| author_sort |
Teh, S. Y. |
| title |
Monitoring process mean and variance with a single generally weighted moving average chart |
| title_short |
Monitoring process mean and variance with a single generally weighted moving average chart |
| title_full |
Monitoring process mean and variance with a single generally weighted moving average chart |
| title_fullStr |
Monitoring process mean and variance with a single generally weighted moving average chart |
| title_full_unstemmed |
Monitoring process mean and variance with a single generally weighted moving average chart |
| title_sort |
monitoring process mean and variance with a single generally weighted moving average chart |
| publishDate |
2013 |
| url |
https://hdl.handle.net/10356/97340 http://hdl.handle.net/10220/13066 |
| _version_ |
1681042501695176704 |