Among the many statistical process control charts, modified exponentially weighted moving average (EWMA) chart has been designed to swiftly detect a small shift in parameter. Herein, we propose two explicit formulas for run length (ARL) integrated (IMA) and fractional (FIMA) models combined with EWMA time series prediction. The application of suggested procedures depends on residuals IMA FIMA m...

In this paper, the Shiryaev-Roberts (SR) procedure is examined and compared with the change point CUSUM (CPC) procedure for monitoring the dispersion of a normal process. It will be shown that the SR chart performs better than the CPC chart for the pre-specified dispersion shift. In practice, when the magnitude of a future dispersion shift is unknown, it is always desired to design a control ch...

EWMA control charts designed for monitoring the variance or the mean and the variance of a normally distributed variable are either based on the log transformation of the sample variance S or provide only rough ARL results. Gan (1995), as the most prominent example for the simultaneous case, calculated ARL values precisely for X̄-lnS EWMA schemes. The results in Knoth and Schmid (2002) for X̄-S o...

Distribution-free or nonparametric control charts are used for monitoring the process parameters when there is a lack of knowledge about underlying distribution. In this paper, we investigate single distribution-free triple exponentially weighted moving average chart based on Lepage statistic (referred as TL chart) simultaneously shifts in unknown location and scale univariate continuous The de...

Charts for Autocorrelated Processes Hyun Cheol Lee Samsung Electronics, Semiconductor Business Quality Assurance Dept. Banwol-Dong, Hwasung-City Gyeonggi-Do, Korea 445-701 Phone: 82-31-208-4717 Fax: 82-31-208-6699 Email: [email protected] Daniel W. Apley (Corresponding Author) Department of Industrial Engineering and Management Sciences Northwestern University Evanston, IL 60208-3119 Phone: 8...

This paper proposes new nonparametric hybrid exponentially weighted moving average (HEWMA) control charts based on simple random sampling (SRS) and ranked set (RSS) techniques using the Wilcoxon rank-sum W statistic. The in-control robustness out-of-co...

Monitoring medical outcomes is desirable to help quickly detect performance changes. Previous applications have focused mostly on binary outcomes, such as 30-day mortality after surgery. However, in many applications the survival time data are routinely collected. In this paper, we propose an updating exponentially weighted moving average (EWMA) control chart to monitor risk-adjusted survival t...

In this work, both the cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts have been reconfigured to monitor processes using a Bayesian approach. Our construction of these are informed by posterior predictive distributions found three loss functions: squared error, precautionary, linex. We use on count data, performing simulation study assess chart performance...

The main purpose of this research is to construct a chart for controlling the mean and variance together data distributed multivariate t distribution using State Space Model (SSM) through applying Bayes' Factors (BF). constructed control will undertake case when parameters' vector unknown matrix known. Then, drawing series these factors on univariate modified EWMA after assuming that has an ARM...