Distribution-free exponentially weighted moving average control charts for monitoring unknown location

Computational Statistics and Data Analysis

Volumn 56, Issue 8, 2012, Pages 2539-2561

  Graham, M A ^a   Mukherjee, A ^b   Chakraborti, S ^c  

^a UNIVERSITY OF PRETORIA   (South Africa)

^b INDIAN INSTITUTE OF TECHNOLOGY MADRAS   (India)

^c UNIVERSITY OF ALABAMA   (United States)

Author keywords

Binomial; Markov chain; Nonparametric; Quality control; Robust; Run length; Search algorithm; Simulation

Indexed keywords

BINOMIAL; NON-PARAMETRIC; ROBUST; RUN LENGTH; SEARCH ALGORITHMS; SIMULATION;

MARKOV PROCESSES; QUALITY CONTROL;

FLOWCHARTING;

EID: 84859107308     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.02.010     Document Type: Article

References (25)

1. N. Balakrishnan, and H.K.T. Ng Precedence-Type Tests and Applications 2006 John Wiley and Sons Hoboken, New Jersey
2. C.M. Borror, D.C. Montgomery, and G.C. Runger Robustness of the EWMA control chart to non-normality Journal of Quality Technology 31 3 1999 309 316
3. D. Brook, and D.A. Evans An approach to the probability distribution of CUSUM run length Biometrika 59 3 1972 539 549
4. S. Chakraborti, and M.A. Graham Nonparametric control charts Encyclopedia of Statistics in Quality and Reliability 1 2007 John Wiley New York 415 429
5. S. Chakraborti, S.W. Human, and M.A. Graham Nonparametric distribution-free quality control charts N. Balakrishnan, Handbook of Methods and Applications of Statistics: Engineering, Quality Control, and Physical Sciences 2011 John Wiley & Sons New York 298 329
6. S. Chakraborti, P. Van der Laan, and S.T. Bakir Nonparametric control charts: an overview and some results Journal of Quality Technology 33 3 2001 304 315
7. S. Chakraborti, P. Van der Laan, and M.A. Van de Wiel A class of distribution-free control charts Journal of the Royal Statistical Society, Series C: Applied Statistics 53 3 2004 443 462
8. J.C. Fu, and W.Y.W. Lou Distribution Theory of Runs and Patterns and Its Applications: A Finite Markov Chain Imbedding Approach 2003 World Scientific Publishing Singapore
9. M.A. Graham, S. Chakraborti, and S.W. Human A nonparametric EWMA sign chart for location based on individual measurements Quality Engineering 23 3 2011 227 241
10. M.A. Graham, S. Chakraborti, and S.W. Human A nonparametric exponentially weighted moving average signed-rank chart for monitoring location Computational Statistics and Data Analysis 55 8 2011 2490 2503
11. Graham, M.A.; Human, S.W.; Chakraborti, S.; 2009, A nonparametric EWMA control chart based on the sign statistic, Technical report, 0904, Department of Statistics, University of Pretoria, Pretoria, South Africa, ISBN 978-1-86854-777-7.
12. S.W. Human, P. Kritzinger, and S. Chakraborti Robustness of the EWMA control chart for individual observations Journal of Applied Statistics 38 10 2011 2071 2087
13. L. Huwang, C.-J. Huang, and Y.-H.T. Wang New EWMA control charts for monitoring process dispersion Computational Statistics & Data Analysis 54 10 2010 2328 2342
14. R.R.L. Kantam, and G.S. Rao Cumulative sum control chart for LogLogistic distribution InterStat: Statistics on the Internet 7 19 2005
15. S.Y. Li, L.C. Tang, and S.H. Ng Nonparametric CUSUM and EWMA control charts for detecting mean shifts Journal of Quality Technology 42 2 2010 209 226
16. J.M. Lucas, and M.S. Saccucci Exponentially weighted moving average control schemes: properties and enhancements Technometrics 32 1 1990 1 12
17. P.E. Maravelakis, and P. Castagliola An EWMA chart for monitoring the process standard deviation when parameters are estimated Computational Statistics & Data Analysis 53 2009 2653 2664
18. W.Q. Meeker, and L.A. Escobar Statistical Methods for Reliability Data 1998 John Wiley, New York NY
19. D.C. Montgomery Introduction to Statistical Quality Control fourth ed. 2001 John Wiley, New York NY
20. D.C. Montgomery Statistical Quality Control: A Modern Introduction sixth ed. 2009 John Wiley, New York NY
21. Mukherjee, A.; Graham, M.A.; Chakraborti, S.; 2012, Distribution-free exceedance CUSUM control charts for location, Communications in StatisticsSimulation and Computation (in press).
22. S.W. Roberts Control chart tests based on geometric moving averages Technometrics 1 3 1959 239 250
23. F. Ruggeri, R.S. Kenett, and F.W. Faltin Exponentially Weighted Moving Average (EWMA) Control Chart Encyclopedia of Statistics in Quality and Reliability 2 2007 John Wiley New York 633 639
24. S.H. Steiner, and M. Jones Risk-adjusted survival time monitoring with an updating exponentially weighted moving average (EWMA) control chart Statistics in Medicine 29 2010 444 454
25. Y. Su, L. Shu, and K.-L. Tsui Adaptive EWMA procedures for monitoring processes subject to linear drifts Computational Statistics & Data Analysis 55 10 2011 2819 2829