Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/97340
Title: Monitoring process mean and variance with a single generally weighted moving average chart
Authors: Teh, S. Y.
Khoo, Michael B. C.
Wu, Zhang
Issue Date: 2012
Source: Teh, S. Y., Khoo, M. B. C.,& Wu, Z. (2012). Monitoring Process Mean and Variance with a Single Generally Weighted Moving Average Chart. Communications in Statistics - Theory and Methods, 41(12), 2221-2241.
Series/Report no.: Communications in statistics - theory and methods
Abstract: Two generally weighted moving average (GWMA) charts are usually used concurrently for a simultaneous monitoring of the process mean and process variance. In this article, we propose a new GWMA chart, called the Max-GWMA chart, which uses a single statistic for a simultaneous monitoring of the process mean and variance. The statistic of the Max-GWMA chart is based on the maximum of the absolute values of two GWMA statistics, one for controlling the mean while the other the variance. We show that the Max-GWMA chart outperforms the combined GWMA chart, in terms of the average run length (ARL), standard deviation of the run length (SDRL) and diagnostic abilities performances. The combined GWMA chart consists of two GWMA charts that are run concurrently, one for monitoring the mean and the other the variance.
URI: https://hdl.handle.net/10356/97340
http://hdl.handle.net/10220/13066
DOI: http://dx.doi.org/10.1080/03610926.2011.558659
Fulltext Permission: none
Fulltext Availability: No Fulltext
Appears in Collections:MAE Journal Articles

Google ScholarTM

Check

Altmetric

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.