Phase II exponential charts for monitoring time between events data: performance analysis using exact conditional average time to signal distribution

Autor: Subha Chakraborti, Nirpeksh Kumar, Philippe Castagliola
Přispěvatelé: Banaras Hindu University [Varanasi] (BHU), University of Alabama [Tuscaloosa] (UA), Conception, Pilotage, Surveillance et Supervision des systèmes (LS2N - équipe CPS3), Laboratoire des Sciences du Numérique de Nantes (LS2N), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-IMT Atlantique (IMT Atlantique), Institut Mines-Télécom [Paris] (IMT)-Institut Mines-Télécom [Paris] (IMT)-École Centrale de Nantes (Nantes Univ - ECN), Nantes Université (Nantes Univ)-Nantes Université (Nantes Univ)-Nantes université - UFR des Sciences et des Techniques (Nantes univ - UFR ST), Nantes Université - pôle Sciences et technologie, Nantes Université (Nantes Univ)-Nantes Université (Nantes Univ)-Nantes Université - pôle Sciences et technologie, Nantes Université (Nantes Univ)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-IMT Atlantique (IMT Atlantique), Nantes Université (Nantes Univ)
Rok vydání: 2021
Předmět:
Zdroj: Journal of Statistical Computation and Simulation
Journal of Statistical Computation and Simulation, 2022, 92 (7), pp.1457-1486. ⟨10.1080/00949655.2021.1998501⟩
ISSN: 1563-5163
0094-9655
DOI: 10.1080/00949655.2021.1998501
Popis: International audience; In this paper, we study the performance properties of the phase II exponential chart with an unknown in-control (IC) rate parameter, used to monitor high-yield processes. The average time to signal (ATS) is used as the chart performance criterion instead of the usual average run length (ARL). Based on the IC conditional ATS (CATS) distribution, we examine the properties of both the equal-tailed and the ATS-unbiased exponential charts with estimated control limits and adjust the limits so that a nominal IC ATS performance is achieved. Two perspectives are investigated: the unconditional, under which the average of IC CATS distribution is set equal to a nominal ATS and, the conditional so that the IC CATS is set to or exceed a nominal ATS with a high probability. It is shown that the ATS-unbiased exponential chart under the conditional perspective has a better IC performance.
Databáze: OpenAIRE