Improving the performance of CUSUM charts |
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Authors: | Muhammad Riaz Nasir Abbas Ronald J M M Does |
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Affiliation: | 1. Department of Statistics, Quaid‐i‐Azam University, Islamabad, PakistanAssistant Professor.;2. Department of Statistics, Quaid‐i‐Azam University, Islamabad, Pakistan;3. Department of Quantitative Economics, IBIS UvA, University of Amsterdam, Plantage Muidergracht 12, 1018 TV Amsterdam, The Netherlands |
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Abstract: | The control chart is an important statistical technique that is used to monitor the quality of a process. Shewhart control charts are used to detect larger disturbances in the process parameters, whereas CUSUM and EWMA charts are meant for smaller and moderate changes. Runs rules schemes are generally used to enhance the performance of Shewhart control charts. In this study, we propose two runs rules schemes for the CUSUM charts. The performance of these two schemes is compared with the usual CUSUM, the weighted CUSUM, the fast initial response CUSUM and the usual EWMA schemes. The comparisons revealed that the proposed schemes perform better for small and moderate shifts, whereas they reasonably maintain their efficiency for large shifts as well. Copyright © 2010 John Wiley & Sons, Ltd. |
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Keywords: | average run length (ARL) control charts EWMA runs rules schemes in‐control out‐of‐control |
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