An adaptive exponentially weighted moving average control chart for monitoring process variances

Journal of Statistical Computation and Simulation

Volumn 78, Issue 4, 2008, Pages 367-384

  Shu, Lianjie ^a  

^a UNIVERSITY OF MACAU   (Macao)

Author keywords

Average run length; Dispersion charts; Markov chain; Normalizing transformation; Statistical process control

Indexed keywords

EID: 41549142751     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949650601108000     Document Type: Article

References (26)

1. Roberts, S.W., 1959, Control chart tests based on geometric moving averages. Technometrics, 1, 239-250.
2. Robinson, P.B. and Ho, T.Y., 1978, Average run lengths of geometric moving average charts by numerical methods. Technometrics, 20, 85-93.
3. Crowder, S.V., 1987, A simple method for studying run length distributions of exponentially weighted moving average control charts. Technometrics, 29, 401-407.
4. Crowder, S.V., 1989, Design of exponentially weighted moving average schemes. Journal of Quality Technology, 21, 155-162.
5. Lucas, J.M. and Saccucci, M.S., 1990, Exponentially weighted moving average control schemes: properties and enhancements. Technometrics, 32(1), 1-12.
6. Apley, D.W. and Lee, H.C., 2003, Design of exponentially weighted moving average control charts for autocorrelated processes with, model uncertainty. Technometrics, 45, 187-198.
7. Acosta-Mejia, C.A., Pignatiello, J.J. Jr. and Rao, B.V., 1999, A comparison of control charting procedures for monitoring process dispersion. IIE Transactions, 31, 569-579.
8. Wortham, A.W. and Ringer, L.J., 1971, Control via exponential smoothing. The Logistics Review, 7, 33-40.
9. Sweet, A.L., 1986, Control charts using coupled exponentially weighted moving averages. IIE Transactions, 18, 26-33.
10. Ng, C.H. and Case, K.E., 1989, Development and evaluation of control charts using exponentially weighted moving averages'. Journal of Quality Technology, 21, 242-250.
11. Crowder, S.V. and Hamilton, M., 1992, Average run lengths of EWMA controls for monitoring a process standard deviation. Journal of Quality Technology, 24, 44-50.
12. MacGregor, J.F. and Harris, T.J., 1993, The exponentially weighted moving variance. Journal of Quality Technology, 25, 106-118.
13. Lu, C.W. and Reynolds, M.R. Jr., 1999, Control charts for monitoring die mean and variance of autocorrelated processes. Journal of Quality Technology, 31, 259-274.
14. Chen, G.M., Cheng, S.W. andXie, H.S., 2001, Monitoring process mean and variability with one EWMA chart. Journal of Quality Technology, 33, 223-233.
15. Box, G.E.P., Hunter, W. and Hunter, J., 1978, Statistics for Experiments (New York, NY: John Wiley & Sons).
16. Chang, T.C. and Gan, F.F., 1995, A cumulative sum control chart for monitoring process variance. Journal of Quality Technology, 27, 109-119.
17. Yashchin, E., 1995, Estimating the current mean of a process subject to abrupt changes. Technometrics, 37, 311-323.
18. Capizzi, G. and Masarotto, G., 2003, An adaptive exponentially weighted moving average control chart. Technometrics, 45, 199-207.
19. Huber, P.J., 1981, Robust Statistics (New York, NY: John Wiley & Sons).
20. Holland, P.W. and Welsch, R.E., 1977, Robust regression using iteratively rweighted least-squares. Communications in Statistics: Theory and Methods, 6, 813-827.
21. Albin, S.L., Kang, L. and Shea, G., 1997, An X and EWMA chart for individual observations. Journal of Quality Technology, 29, 41-48.
22. Moustakides, G. V., 1986, Optimal stopping times for detecting changes in distributions. Annals of Statistics, 14, 1379-1387.
23. Quesenberry, C.P., 1995, On properties of Q charts variables. Journal of Quality Technology, 27, 184-203.
24. Wilson, E.P. and Hilferty, M.M., 1931, The distribution of chi-square. Proceeding of the National Academy of Science, 17, 684-688.
25. Reynolds, M.R. Jr. and Stoumbos, Z.G., 2004, Control charts and the efficient allocation of sampling resources. Technometrics, 46, 200-214.
26. Brook, D. and Evans, D. A., 1972, An approach to the probability distribution of CUSUM run length. Biometrika, 59, 539-549.