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An adaptive nonparametric exponentially weighted moving average control chart with dynamic sampling intervals
Statistical Analysis and Data Mining ( IF 2.1 ) Pub Date : 2020-12-15 , DOI: 10.1002/sam.11490
Liu Liu 1 , Qing Peng 1 , Xin Lai 2 , Zepei Deng 3
Affiliation  

Nonparametric statistical control charts have been widely studied over the past decade. The variable sampling intervals (VSIs) methods have been found to exhibit superior performance compared to the traditional fixed sampling policy in this area. In previous VSI studies, the sampling interval function d(·) realized only two distinct values. Limiting the selection of the sampling interval to two fixed values may not be reasonable, especially when the monitoring statistic value is at the edge or near the middle of these two intervals so that the advantages of VSI methods cannot be fully reflected. Therefore, we propose a nonparametric exponentially weighed moving average control chart with a dynamic sampling interval in this article, in which the dynamic sampling interval is an extension of two fixed sampling intervals. The dynamic sampling interval can be continuous valued and is determined by an indicator of the magnitude of the unknown shift. This chart can efficiently detect various magnitudes of shifts and performs robustly for different distributions according to simulation studies. The small computational cost indicates that the method is applicable for monitoring large data streams. Data from an aluminum electrolytic capacitor manufacturing process are used to illustrate the implementation of this chart.

中文翻译:

具有动态采样间隔的自适应非参数指数加权移动平均控制图

在过去的十年中,非参数统计控制图得到了广泛的研究。已经发现,与该区域的传统固定采样策略相比,可变采样间隔(VSI)方法具有更好的性能。在以前的VSI研究中,采样间隔函数d(·)仅实现两个不同的值。将采样间隔的选择限制为两个固定值可能是不合理的,尤其是当监视统计值位于这两个间隔的边缘或中间时,这样就无法充分体现VSI方法的优势。因此,本文提出了具有动态采样间隔的非参数指数加权移动平均控制图,其中动态采样间隔是两个固定采样间隔的扩展。动态采样间隔可以是连续的值,并由未知位移的大小的指标确定。根据模拟研究,该图表可以有效地检测各种幅度的变化,并针对不同的分布表现出强大的性能。较小的计算成本表明该方法适用于监视大型数据流。铝电解电容器制造过程中的数据用于说明此图表的实现。
更新日期:2021-01-20
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