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A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts

The Exponentially Weighted Moving Average (EWMA) and Cumulative Sum (CUSUM) control charts are very effective in detecting small shifts in the process mean or variance. The average run length (ARL) has always been used as a sole measure of the performances of control charts. Generally, the performan...

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Main Authors: L. Y., Lee, M. B. C., Khoo, E. Y., Yap
格式: Article
語言:English
出版: Penerbit Universiti Kebangsaan Malaysia 2013
在線閱讀:http://journalarticle.ukm.my/6481/1/jqma-9-1-paper1.pdf
http://journalarticle.ukm.my/6481/
http://www.ukm.my/jqma/
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spelling my-ukm.journal.64812016-12-14T06:41:18Z http://journalarticle.ukm.my/6481/ A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts L. Y., Lee M. B. C., Khoo E. Y., Yap The Exponentially Weighted Moving Average (EWMA) and Cumulative Sum (CUSUM) control charts are very effective in detecting small shifts in the process mean or variance. The average run length (ARL) has always been used as a sole measure of the performances of control charts. Generally, the performances of the EWMA and CUSUM charts are comparable and most comparative studies are based on the ARL. Therefore, this study is aimed at comparing the performances of the optimal EWMA and optimal CUSUM charts, based on their standard deviation of the run lengths (SDRLs). The Statistical Analysis System (SAS) software version 9.1.3 is used to conduct the simulation studies, for the optimal EWMA and optimal CUSUM charts. The SDRL results show that the optimal EWMA chart is slightly superior to the optimal CUSUM chart, when the process is out-of-control. However, when the process is in-control, the converse is true. Penerbit Universiti Kebangsaan Malaysia 2013-07 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/6481/1/jqma-9-1-paper1.pdf L. Y., Lee and M. B. C., Khoo and E. Y., Yap (2013) A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts. Journal of Quality Measurement and Analysis, 9 (1). pp. 1-8. ISSN 1823-5670 http://www.ukm.my/jqma/
institution Universiti Kebangsaan Malaysia
building Perpustakaan Tun Sri Lanang Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Kebangsaan Malaysia
content_source UKM Journal Article Repository
url_provider http://journalarticle.ukm.my/
language English
description The Exponentially Weighted Moving Average (EWMA) and Cumulative Sum (CUSUM) control charts are very effective in detecting small shifts in the process mean or variance. The average run length (ARL) has always been used as a sole measure of the performances of control charts. Generally, the performances of the EWMA and CUSUM charts are comparable and most comparative studies are based on the ARL. Therefore, this study is aimed at comparing the performances of the optimal EWMA and optimal CUSUM charts, based on their standard deviation of the run lengths (SDRLs). The Statistical Analysis System (SAS) software version 9.1.3 is used to conduct the simulation studies, for the optimal EWMA and optimal CUSUM charts. The SDRL results show that the optimal EWMA chart is slightly superior to the optimal CUSUM chart, when the process is out-of-control. However, when the process is in-control, the converse is true.
format Article
author L. Y., Lee
M. B. C., Khoo
E. Y., Yap
spellingShingle L. Y., Lee
M. B. C., Khoo
E. Y., Yap
A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
author_facet L. Y., Lee
M. B. C., Khoo
E. Y., Yap
author_sort L. Y., Lee
title A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
title_short A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
title_full A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
title_fullStr A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
title_full_unstemmed A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
title_sort comparison between the standard deviation of the run length sdrl) performance of optimal ewma and optimal cusum charts
publisher Penerbit Universiti Kebangsaan Malaysia
publishDate 2013
url http://journalarticle.ukm.my/6481/1/jqma-9-1-paper1.pdf
http://journalarticle.ukm.my/6481/
http://www.ukm.my/jqma/
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score 13.251813

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