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Designing a parameter‐free Kullback‐Leibler information control chart for monitoring process mean shift
Quality and Reliability Engineering International ( IF 2.3 ) Pub Date : 2020-10-13 , DOI: 10.1002/qre.2779
Yu‐Ching Chang, Ting‐Wei Li, Christina Mastrangelo

This paper proposes a parameter‐free Kullback‐Leibler information control chart for monitoring sustained shifts in the process mean of a normally distributed process in phase II. Two plotted statistics are provided. One is based on our backward empirical sequential test, the other is based on the maximum log‐likelihood ratio change point method. These two achieve similar performances for the control chart. The performance of the proposed chart is compared with those of the cumulative sum chart, the exponentially weighted moving average chart, and the generalized likelihood ratio (GLR) chart. The results show that our proposed chart and the GLR chart have similar performances. Both can detect a wide range of shifts in the process mean, and neither requires design parameters other than the control limits. The proposed chart outperforms GLR when the size of the shift is below 1.24 standard deviations, while GLR outperforms the proposed chart when the size of the shift is above 1.24 standard deviations.

中文翻译:

设计无参数的Kullback-Leibler信息控制图以监视过程均值

本文提出了一个无参数的Kullback-Leibler信息控制图,用于监控阶段II中正态分布过程的过程平均值的持续变化。提供了两个绘制的统计数据。一种基于我们的后向经验顺序检验,另一种基于最大对数似然比变化点法。对于控制图,这两个实现类似的性能。将建议的图表的性能与累积总和图表,指数加权移动平均值图表和广义似然比(GLR)图表的性能进行比较。结果表明,我们提出的图表和GLR图表具有相似的性能。两者都可以检测到过程平均值的大范围变化,并且都不需要控制极限以外的设计参数。
更新日期:2020-10-13
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