Optimal Parameters of Double Moving Average Control Chart
نویسنده
چکیده
The objective of this paper is to present explicit analytical formulas for evaluating important characteristics of Double Moving Average control chart (DMA) for Poisson distribution. The most popular characteristics of a control chart are Average Run Length ( 0 ARL ) the mean of observations that are taken before a system is signaled to be out-of control when it is actually still incontrol, and Average Delay time ( 1 ARL ) mean delay of true alarm times. An important property required of 0 ARL is that it should be sufficiently large when the process is in-control to reduce a number of false alarms. On the other side, if the process is actually out-ofcontrol then 1 ARL should be as small as possible. In particular, the explicit analytical formulas for evaluating 0 ARL and 1 ARL be able to get a set of optimal parameters which depend on a width of the moving average ( w ) and width of control limit ( H ) for designing DMA chart with minimum of 1 ARL . Keywords—Optimal parameters, Average Run Length, Average Delay time, Double Moving Average chart.
منابع مشابه
Multi-Objective Economic-Statistical Design of VSSI-MEWMA-DWL Control Chart with Multiple Assignable Causes
This paper proposes a multi-objective model for the economic-statistical design of the variable sample size and sampling interval multivariate exponentially weighted moving average control chart by using double warning lines. The Markov chain approach is used to obtain the statistical properties. We extend the Lorenzen and Vance cost function considering multiple assignable causes and multivari...
متن کاملA Moving Avarage Variation Control Chart based on Bayesian Predictive Density
Recently several control charts have been introduced in the statistical process control literature which are based on the idea of Bayesian Predictive Density (BPD). Among these charts is the variation control chart which we refer to it as VBPD chart. In this paper we add the idea of Moving Average to VBPD chart and introduce a new variation control chart which has all advantages of the ...
متن کاملOptimal Design for SARMA(P,Q)L Process of EWMA Control Chart
The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are seriallycorrelated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, s...
متن کاملMulti-objective Efficient Design of np Control Chart Using Data Envelopment Analysis
Control charts are the most important tools of statistical process control used to discriminate between assignable and common causes of variation and to improve the quality of a process. To design a control chart, three parameters including sample size, sampling interval, and control limits should be determined. The objectives are hourly expected cost, in-control average run length, power of th...
متن کاملThe Optimal Design of the VSI T^2 Control Chart
Recent studies have shown that the variable sampling interval (VSI) scheme helps practitioners detect process shifts more quickly than the classical scheme (FRS). In this paper, the economically and statistically optimal design of the VSI T2 control chart for monitoring the process mean vector is investigated. The cost model proposed by Lorenzen and Vance (1986) is minimized through a genetic a...
متن کامل