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Journal article
A double exponentially weighted moving average control procedure with variable sampling intervals
Communications in statistics - Simulation and computation, Vol.20(2-3), pp.511-528
1991
Web of Science ID: WOS:A1991GA75100009
Abstract
Shewhart, cumulative sum (CUSUM), and exponentially weighted moving average (EWMA) control procedures with variable sampling intervals (VSI) have been investigated in recent years for detecting shifts in the process mean. Such procedures have been shown to be more efficient when compared with the corresponding fixed sampling interval (FSI) charts with respect to the average time to signal (ATS) when the average run length (ARL) values of both types of procedures are held equal. Frequent switching between the different sampling intervals can be a complicating factor in the application of control charts with variable sampling intervals. In this article, we propose using a double exponentially weighted moving average control procedure with variable sampling intervals (VSI-DEWMA) for detecting shifts in the process mean. It is shown that the proposed VSI-DEWMA control procedure is more efficient when compared with the corresponding fixed sampling interval FSI-DEWMA chart with respect to the average time to signal (ATS) when the average run length (ARL) values of both types of procedures are held equal. It is also shown that the VSI-DEWMA procedure reduces the average number of switches between the sampling intervals and has similar ATS properties as compared to the VSI-EMTMA control procedure
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Details
- Title
- A double exponentially weighted moving average control procedure with variable sampling intervals
- Publication Details
- Communications in statistics - Simulation and computation, Vol.20(2-3), pp.511-528
- Resource Type
- Journal article
- Publisher
- Taylor & Francis
- Copyright
- © Taylor & Francis 1991
- Identifiers
- WOS:A1991GA75100009; 99380553496306600
- Academic Unit
- Hal Marcus College of Science and Engineering ; Mathematics and Statistics
- Language
- English