An adaptive exponentially weighted moving average chart for the mean with variable sampling intervals |
| |
| Authors: | Anan Tang Philippe Castagliola Jinsheng Sun XueLong Hu |
| |
| Affiliation: | 1. School of Automation, Nanjing University of Science and Technology, Nanjing, China;2. LUNAM Université, Université de Nantes & IRCCyN UMR CNRS 6597, Nantes, France;3. School of Management, Nanjing University of Posts and Telecommunications, Nanjing, China |
| |
| Abstract: | The AEWMA control chart is an adaptive EWMA (exponentially weighted moving average) type chart that combines the Shewhart and the classical EWMA schemes in a smooth way. To improve the detection performance of the FSI (fixed sampling interval) AEWMA control chart 7 in terms of the ATS(average time to signal), this paper proposes a new VSI (variable sampling interval) AEWMA control chart. A Markov chain approach is used to calculate the ATS values of the new VSI AEWMA control chart, and comparative results show that the proposed control chart performs better than the standard FSI AEWMA control chart and than other VSI control charts over a wide range of shifts. |
| |
| Keywords: | adaptive EWMA control chart average time to signal Markov chain variable sampling interval |
|
|
