An EWMA signed ranks control chart with reliable run length performances
| Autor: | Philippe Castagliola, Petros Maravelakis, Stelios Psarakis, Theodoros Perdikis |
|---|---|
| Přispěvatelé: | Athens University of Economics and Business (AUEB), Systèmes Logistiques et de Production (SLP ), Laboratoire des Sciences du Numérique de Nantes (LS2N), IMT Atlantique Bretagne-Pays de la Loire (IMT Atlantique), Institut Mines-Télécom [Paris] (IMT)-Institut Mines-Télécom [Paris] (IMT)-Université de Nantes - UFR des Sciences et des Techniques (UN UFR ST), Université de Nantes (UN)-Université de Nantes (UN)-École Centrale de Nantes (ECN)-Centre National de la Recherche Scientifique (CNRS)-IMT Atlantique Bretagne-Pays de la Loire (IMT Atlantique), Université de Nantes (UN)-Université de Nantes (UN)-École Centrale de Nantes (ECN)-Centre National de la Recherche Scientifique (CNRS), University of Piraeus, Université de Nantes - UFR des Sciences et des Techniques (UN UFR ST), Institut Mines-Télécom [Paris] (IMT)-Institut Mines-Télécom [Paris] (IMT) |
| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: |
[SPI.OTHER]Engineering Sciences [physics]/Other
021103 operations research Wilcoxon signed-rank test Markov chain Nonparametric control chart 0211 other engineering and technologies Sample (statistics) 02 engineering and technology Management Science and Operations Research 01 natural sciences [STAT]Statistics [stat] 010104 statistics & probability Chart Control chart EWMA chart EWMA control chart 0101 mathematics Safety Risk Reliability and Quality Algorithm Wilcoxon signed rank statistic Statistic Mathematics Sign (mathematics) |
| Zdroj: | Quality and Reliability Engineering International Quality and Reliability Engineering International, Wiley, 2021, 37 (3), pp.1266-1284. ⟨10.1002/qre.2795⟩ |
| ISSN: | 0748-8017 1099-1638 |
| DOI: | 10.1002/qre.2795⟩ |
| Popis: | International audience; During the design phase of a control chart, the determination of its exact run length properties plays a vital role for its optimal operation. Markov chain or integral equation methods have been extensively applied in the design phase of conventional control charts. However, for distribution-free schemes, due to the discrete nature of the statistics being used (such as the sign or the Wilcoxon signed rank statistics, for instance), it is impossible to accurately compute their run length properties. In this work, a modified distribution-free phase II exponentially weighted moving average (EWMA)-type chart based on the Wilcoxon signed rank statistic is considered and its exact run length properties are discussed. A continuous transformation of the Wilcoxon signed rank statistic, combined with the classical Markov chain method, is used for the determination of the average run length in the in- and out-of control cases. Moreover, its exact performance is derived without any knowledge of the distribution of sample observations. Finally, an illustrative example is provided showing the practical implementation of our proposed chart. |
| Databáze: | OpenAIRE |
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