Exponentially weighted moving average (EWMA) control charts for time-between-events (TBE) are commonly suggested to monitor high-quality processes for the early detection of process deteriorations. In this study, an enhanced one-sided EWMA TBE scheme is developed for rapid detection of increases or decreases in the process mean. The use of the truncation method helps to improve the sensitivity of the proposed scheme in the process mean detection. Moreover, by taking the effects of parameter estimation into account, the proposed scheme with estimated parameters is also investigated. Both the average run length (ARL) and standard deviation of run length (SDRL) performances of the proposed scheme with known and estimated parameters are studied using the Markov chain method, respectively. Furthermore, an optimal design procedure is developed for the recommended one-sided EWMA TBE chart based on ARL. Numerical results show that the proposed optimal one-sided EWMA TBE chart is more sensitive than the existing optimal one-sided exponential EWMA chart in monitoring both upward and downward mean shifts. Meanwhile, it also performs better than the existing comparative scheme in resisting the effect of parameter estimation. Finally, two illustrative examples are considered to show the implementation of the proposed scheme for simulated and real datasets.
30 June 2020 in Communications in Statistics - Theory and Methods
Exponential type charts are useful tools to monitor the time between events in high-quality processes with a low defect rate. Most studies on exponential charts are designed with the average run length (ARL) metric. The only use of ARL in the design of control charts is sometimes criticized because the shape of the run length (RL) distribution of control charts changes with the shift size. In fact, the RL distribution of the exponential exponentially weighted moving average (EWMA) chart is skewed, especially when the process is in-control. Hence, the median run length (MRL) serves as a more meaningful indicator. Moreover, in some situations, the shift size in the process is unknown in advance. Under this case, the expected median run length (EMRL) can be used as the metric. In this paper, the RL properties of both the upper- and lower-sided exponential EWMA charts are studied through a Markov chain approach. Two optimal design procedures are developed for one-sided exponential EWMA charts based on the MRL and EMRL, respectively. The choices of reflecting boundaries for one-sided exponential EWMA charts are discussed through many numerical studies. The MRL and EMRL performances of the one-sided exponential EWMA charts are investigated.
9 August 2020 in Quality and Reliability Engineering International