Abstract

Detecting the abnormal degradation rate of Wiener processes is important for quality control and reliability management. In this paper, we propose upper-side CUSUM control schemes for monitoring the abnormal degradation rate of three classes of Wiener processes. Average run length and standard deviation run length are applied to evaluating the efficiency of CUSUM control schemes. The results show that the proposed CUSUM control schemes can efficiently give out-of-control signals when the degradation rate of Wiener process accelerates. It is also shown that initial values of degradation rate and sampling frequency have significant influence on the performance of CUSUM control schemes.

摘要

检测维纳过程的异常退化率对于质量控制和可靠性管理具有重要意义。在本文中，我们提出了上侧 CUSUM 控制方案，用于监测三类维纳过程的异常退化率。平均运行长度和标准偏差运行长度用于评估 CUSUM 控制方案的效率。结果表明，当维纳过程的退化率加速时，所提出的 CUSUM 控制方案可以有效地给出失控信号。它还表明，退化率和采样频率的初始值对 CUSUM 控制方案的性能有显着影响。