An EWMA chart for monitoring the process standard deviation when parameters are estimated

Computational Statistics and Data Analysis

Volumn 53, Issue 7, 2009, Pages 2653-2664

  Maravelakis, Petros E ^a   Castagliola, Philippe ^b  

^a UNIVERSITY OF THE AEGEAN   (Greece)

^b UNIVERSITÉ DE NANTES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

STANDARDS;

DATA SETS; EWMA CHARTS; EWMA CONTROLS; IN CONTROLS; PROCESS PARAMETERS; PROCESS QUALITIES; PROCESS STANDARD DEVIATIONS; RUN LENGTHS; STANDARD DEVIATIONS;

STATISTICS;

EID: 62149151732     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.01.004     Document Type: Article

References (21)

1. Brook D., and Evans D. An approach to the probability distribution of CUSUM run length. Biometrika 59 3 (1972) 539-549
2. 2-EWMA control chart for monitoring the process variance. Quality and Reliability Engineering International 21 8 (2005) 781-794
3. Chen G. The mean and standard deviation of the run length distribution of over(X, -) charts when control limits are estimated. Statistica Sinica 7 (1997) 789-798
4. 2 control charts when σ is estimated. The Canadian Journal of Statistics 26 (1998) 311-322
5. Crowder S., and Hamilton M. An EWMA for monitoring standard deviation. Journal of Quality Technology 24 (1992) 12-21
6. Domangue R., and Patch S. Some omnibus exponentially weighted moving average statistical process monitoring schemes. Technometrics 33 (1991) 299-313
7. Galeano P. The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process. Computational Statistics & Data Analysis 51 (2007) 6151-6165
8. Hamilton M., and Crowder S. Average run lengths of EWMA control charts for monitoring a process standard deviation. Journal of Quality Technology 24 (1992) 44-50
9. Jensen W., Jones-Farmer L., Champ C., and Woodall W. Effects of parameter estimation on control chart properties: A literature review. Journal of Quality Technology 38 (2006) 349-364
10. Jones L., Champ C., and Rigdon S. The performance of exponentially weighted moving average charts with estimated parameters. Technometrics 43 (2001) 156-167
11. Latouche G., and Ramaswami V. Introduction to Matrix Analytic Methods in Stochastic Modelling (1999), ASA SIAM
12. Lucas J., and Crosier R. Fast initial response for CUSUM quality control schemes. Technometrics 24 (1982) 199-205
13. Lucas J., and Saccucci M. Exponentially weighted moving average control schemes: Properties and enhancements. Technometrics 32 (1990) 1-12
14. MacGregor J., and Harris T. The exponentially weighted moving variance. Journal of Quality Technology 25 (1993) 106-118
15. Neuts M. Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach (1981), Dover Publications Inc.
16. Ng C., and Case K. Development and evaluation of control charts using exponentially weighted moving averages. Journal of Quality Technology 21 (1989) 242-250
17. Roberts S. Control chart tests based on geometric moving averages. Technometrics 1 (1959) 239-250
18. Shu L., Jiang W., and Wu Z. Adaptive CUSUM procedures with Markovian mean estimation. Computational Statistics & Data Analysis 52 (2008) 4395-4409
19. Sweet A. Control charts using coupled exponentially weighted moving averages. IIE Transactions 18 (1986) 26-33
20. Wortham A., and Ringer L. Control via exponential smoothing. The Transportation and Logistic Review 7 (1971) 33-39
21. Wu Z., Yang M., Jiang W., and Khoo M. Optimization designs of the combined Shewhart-CUSUM control charts. Computational Statistics & Data Analysis 53 (2008) 496-506