Most commonly used control charts for monitoring quality characteristics of the processes were developed under the assumption that the observations are randomly sampled from a normal population. It is well known that these control charts have more false alarms than usual when processes are positively autocorrelated. One remedy is to adjust the control limits such that the modified control chart...

Nonparametric or distribution-free charts can be useful in statistical process control when there is limited knowledge about the underlying process. In this paper a Shewhart-type chart is considered for the location, based on the Mann-Whitney statistic. The control limit calculations use Lugannani-Rice saddlepoint, Edgeworth and other approximation methods along with Monte Carlo estimation and ...

When monitoring a process which has multivariate normal variables, the Shewhart-type control chart (Hotelling (1947)) traditionally used for monitoring the process mean vector is effective for detecting large shifts, but for detecting small shifts it is more effective to use the multivariate exponentially weighted moving average (MEWMA) control chart proposed by Lowry et al. (1992). It has been...

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...

The combination of Shewhart control charts and an exponentially weighted moving average (EWMA) control charts to simultaneously monitor shifts in the mean output of a production process has proven very effective in handling both small and large shifts. To improve the sensitivity of the control chart to detect off-target processes, we propose a combined Shewhart-EWMA (CSEWMA) control chart for m...

OBJECTIVE This study aims to compare different control charts to monitor the nosocomial infection rate per 1,000 patient-days. METHODS The control charts considered in this study were the traditional Shewhart chart and a variation of this, the Cumulative Sum and Exponentially Weighted Moving Average charts. RESULTS We evaluated 238 nosocomial infections that were registered in the intensive...

A Cumulative Sum (CUSUM) control chart capable of detecting changes in both the mean and the standard deviation for autocorrelated data, referred to as the Max-CUSUM chart for Autocorrelated Process chart (MCAP chart), is proposed. This chart is based on fitting a time series model to the data, and then calculating the residuals. The observations are represented as a first-order autoregressive ...

Parameter estimation causes a considerable stochastic error in standard Shewhart charts. This problem can be solved using suitable correction factors. But if the normality assumption itself fails, in addition a nonvanishing model error will occur. By then, a nonparametric alternative, such as the recently proposed MIN chart, might be a better idea throughout. However, for those reluctant to giv...

The Shewhart, Bonferroni-adjustment and analysis of means (ANOM) control chart are typically applied to monitor the mean of a quality characteristic. The Shewhart and Bonferroni procedure are utilized to recognize special causes in production process, where the control limits are constructed by assuming normal distribution for known parameters (mean and standard deviation), and approximately no...

Control charts are used to identify the presence of assignable cause of variation in the process. Non-parametric control chart is an emerging area of recent development in the theory of SPC. Its main advantage is that it does not require any knowledge about the underlying distribution of the variable. In this paper a non-parametric control chart for controlling variability has been developed. I...