A one-sided adaptive truncated exponentially weighted moving average scheme for time between events

Autor: FuPeng Xie, Philippe Castagliola, JinSheng Sun, AnAn Tang, XueLong Hu
Přispěvatelé: Nanjing University of Science and Technology (NJUST), 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), Nanjing University of Posts and Telecommunications [Nanjing] (NJUPT)
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Computers & Industrial Engineering
Computers & Industrial Engineering, 2022, 168, pp.108052. ⟨10.1016/j.cie.2022.108052⟩
ISSN: 0360-8352
DOI: 10.1016/j.cie.2022.108052⟩
Popis: International audience; In order to provide a balanced protection against a range of shift sizes in high-quality processes, a new one-sided adaptive truncated exponentially weighted moving average (ATEWMA) control chart with known and estimated parameters is developed for monitoring time between-events (TBE) data. A dedicated Markov chain model is established for evaluating the run length properties in known and estimated parameters operating conditions. Furthermore, a two-stage optimal design procedure of the proposed scheme is developed based on the average run length (ARL) criteria. Simulation results show that the one-sided ATEWMA TBE scheme with known parameters is superior to its competitors in detecting both upward and downward shifts. Finally, two real data applications are employed to show the implementation of the recommended scheme in the monitoring of TBE data.
Databáze: OpenAIRE
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