A Robust Control Chart for Monitoring Dispersion

نویسندگان

  • Maoyuan Zhou
  • Wei Geng
چکیده

Most robust control charts in the literature are for monitoring process location parameters, such as mean or median, rather than process dispersion parameters.This paper develops a new robust control chart by integrating a two-sample nonparametric test into the effective change-point model. Our proposed chart is easy in computation, convenient to use, and very powerful in detecting process dispersion shifts.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Robust Dispersion Control Chart Based on M-estimate

Process control charts are proven techniques for improving quality. Specifying the control limits is the most important step in designing a control chart. The presence of outliers may extremely affect the estimates of parameters using classical methods. Robust estimators which are not affected by outliers or the small departures from the model assumptions are applied in this paper to specify th...

متن کامل

A Magnitude Robust Control Chart for Monitoring Process Dispersion

This paper introduces a new control chart for monitoring process dispersion that performs well regardless of the magnitude of the change. We compare the performance of this magnitude robust chart for dispersion (MRD) to that of others that appear in literature. While the MRD chart does not perform optimally at any specific magnitude of change in process dispersion, it performs nearly optimally ...

متن کامل

The effect of parameter estimation on Phase II control chart performance in monitoring financial GARCH processes with contaminated data

The application of control charts for monitoring financial processes has received a greater focus after recent global crisis. The Generelized AutoRegressive Conditional Heteroskedasticity (GARCH) time series model is widely applied for modelling financial processes. Therefore, traditional Shewhart control chart is developed to monitor GARCH processes. There are some difficulties in financial su...

متن کامل

A Two-Phase Robust Estimation of Process Dispersion Using M-estimator

Parameter estimation is the first step in constructing any control chart. Most estimators of mean and dispersion are sensitive to the presence of outliers. The data may be contaminated by outliers either locally or globally. The exciting robust estimators deal only with global contamination. In this paper a robust estimator for dispersion is proposed to reduce the effect of local contamination ...

متن کامل

Robust economic-statistical design of the EWMA-R control charts for phase II linear profile monitoring

Control charts are powerful tools to monitor quality characteristics of services or production processes. However, in some processes, the performance of process or product cannot be controlled by monitoring a characteristic; instead, they require to be controlled by a function that usually refers as a profile. This study suggests employing exponentially weighted moving average (EWMA) and range ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • J. Applied Mathematics

دوره 2013  شماره 

صفحات  -

تاریخ انتشار 2013