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Enhanced adaptive multivariate EWMA and CUSUM charts for process mean
Journal of Statistical Computation and Simulation ( IF 1.1 ) Pub Date : 2021-03-04 , DOI: 10.1080/00949655.2021.1894564
Abdul Haq 1 , Michael B. C. Khoo 2 , Ming Ha Lee 3 , Saddam Akber Abbasi 4
Affiliation  

The multivariate charts are mostly used to simultaneously monitor several quality characteristics in manufacturing processes. In this study, we enhance the sensitivities of the recently proposed adaptive multivariate EWMA (AME) and weighted adaptive multivariate CUSUM (WAMC) charts with an auxiliary-information-based (AIB) estimator, namely the AIB-AME and AIB-WAMC charts, for monitoring different kinds of shifts in the mean of a multivariate normally distributed process. In addition, the variable sampling interval (VSI) feature is also incorporated into the proposed charts. The run length properties of these control charts are computed using Monte Carlo simulations. It is found that the AIB-AME and AIB-WAMC charts are uniformly and substantially more sensitive than the AME and WAMC charts, respectively. The same trend is observed when these control charts have the VSI feature incorporated into them. Real datasets are used to demonstrate the implementation of the proposed charts.



中文翻译:

过程均值的增强型自适应多元 EWMA 和 CUSUM 图

多变量图表主要用于同时监控制造过程中的多个质量特性。在这项研究中,我们增强了最近提出的自适应多元 EWMA (AME) 和加权自适应多元 CUSUM (WAMC) 图与基于辅助信息 (AIB) 估计器的敏感性,即 AIB-AME 和 AIB-WAMC 图,用于监测多元正态分布过程均值的不同类型变化。此外,可变采样间隔 (VSI) 功能也包含在建议的图表中。这些控制图的运行长度属性是使用蒙特卡罗模拟计算的。结果表明,AIB-AME 和 AIB-WAMC 图分别比 AME 和 WAMC 图一致且明显更敏感。当这些控制图包含 VSI 功能时,观察到相同的趋势。真实数据集用于演示所提议图表的实施。

更新日期:2021-03-04
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