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Efficient adaptive CUSUM control charts based on generalized likelihood ratio test to monitor process dispersion shift
Quality and Reliability Engineering International ( IF 2.3 ) Pub Date : 2021-05-06 , DOI: 10.1002/qre.2903
Babar Zaman 1
Affiliation  

In practice, a shift in the process parameters (location and/or dispersion) is unknown in prior and cannot be diagnosed precisely with the classical cumulative sum (CUSUM) control chart. To overcome this issue, this study proposed two adaptive CUSUM (ACUSUM) control charts. The proposed control charts utilized linear weighted function that is inspired by generalized likelihood ration test (GLRT) to monitor small and certain range of shift in the process dispersion. In more details, the proposed control charts methodologies are based on GLRT, exponentially weight moving average statistic, and score functions. To obtain the run length of the proposed control charts for performance assessment, algorithms are designed in MATLAB based on Monte Carlo simulation technique. Further, average run length (ARL) is used as a performance measure tool to compare the control charts performance for a single shift. For certain range of shift, extra quadratic loss function, relative ARL, and performance comparison index performance measures based on ARL are calculated. Some existing control charts are used for comparison purpose. The proposed control charts show outstanding capability to detect out-of-control signal against these control charts. Moreover, real-life data of inside diameter of cylinder bore in an engine block are used to reveal the practicality and worth of the proposed control charts relative to other control charts.

中文翻译:

基于广义似然比检验的高效自适应 CUSUM 控制图监测过程离散偏移

在实践中,过程参数(位置和/或分散)的变化在先前是未知的,并且不能用经典的累积总和 (CUSUM) 控制图精确诊断。为了克服这个问题,本研究提出了两种自适应 CUSUM (ACUSUM) 控制图。所提出的控制图利用线性加权函数,该函数受到广义似然比检验 (GLRT) 的启发,以监控过程分散中的小范围和特定范围的变化。更详细地说,所提出的控制图方法基于 GLRT、指数权重移动平均统计和评分函数。为了获得用于性能评估的建议控制图的运行长度,基于蒙特卡罗模拟技术在 MATLAB 中设计算法。更远,平均运行长度 (ARL) 用作性能测量工具来比较单个班次的控制图性能。对于一定的偏移范围,计算额外的二次损失函数、相对ARL和基于ARL的性能比较指标性能度量。一些现有的控制图用于比较目的。建议的控制图显示了根据这些控制图检测失控信号的出色能力。此外,发动机缸体内径的实际数据用于揭示所提出的控制图相对于其他控制图的实用性和价值。一些现有的控制图用于比较目的。建议的控制图显示了根据这些控制图检测失控信号的出色能力。此外,发动机缸体内径的实际数据用于揭示所提出的控制图相对于其他控制图的实用性和价值。一些现有的控制图用于比较目的。建议的控制图显示了根据这些控制图检测失控信号的出色能力。此外,发动机缸体内径的实际数据用于揭示所提出的控制图相对于其他控制图的实用性和价值。
更新日期:2021-05-06
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