Abstract

Memory charts like EWMA-S² or CUSUM-S² are designed to detect a particular change in the process variance efficiently. However, the charts could be inefficient to detect some other shifts. To overcome this constraint, control charts with adaptive schemes that are efficient for a wide range of shifts can be used. This work proposes new adaptive EWMA charts for the dispersion (AEWMA-S²) based on an adaptive smoothing parameter that relates its value to the potential shift of the process. A Markov chain approach is used to optimize its design. A simulation experiment shows the advantage of the proposed charts.

中文翻译：

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具有自适应平滑参数的自适应EWMA-S2控制图

摘要

诸如EWMA-S ²或CUSUM-S ^2的内存图表旨在有效地检测过程差异中的特定变化。但是，这些图表可能无法有效地检测其他一些变化。为了克服此限制，可以使用具有自适应方案的控制图，该方案对于各种换档都有效。这项工作基于一个自适应平滑参数，为色散（AEWMA-S ²）提出了新的自适应EWMA图表，该参数将其值与过程的潜在偏移相关联。马尔可夫链方法用于优化其设计。仿真实验显示了所建议图表的优势。