Identifying convergence in numerical optimization is an ever-present, difficult, and often subjective task. The statistical framework of Gaussian process surrogate model optimization provides useful measures for tracking optimization progress; however, the identification of convergence via these criteria has often provided only limited success and often requires a more subjective analysis. Here...

The design of control charts in statistical quality control addresses the optimal selection of the design parameters such as the sampling frequency and the control limits; and includes sensitivity analysis with respect to system parameters such as the various process parameters and the economic costs of sampling. The advent of more complicated control chart schemes has necessitated the use of M...

Economic design of multivariate exponentially weighted moving average (MEWMA) control charts for monitoring the process mean vector involves determining economically the optimum values of the three control parameters: the sample size, the sampling interval between successive samples, and the control limits or the critical region of the chart. In the economic-statistical design, constraints (inc...

Shewhart, exponentially weighted moving average (EWMA), and cumulative sum (CUSUM) charts are famous statistical tools, to handle special causes and to bring the process back in statistical control. Shewhart charts are useful to detect large shifts, whereas EWMA and CUSUM are more sensitive for small to moderate shifts. In this study, we propose a new control chart, named mixed CUSUM-EWMA chart...

Distribution-free (nonparametric) control charts provide a robust alternative to a data analyst when there is lack of knowledge about the underlying distribution. A two-sided nonparametric Phase II exponentially weighted moving average (EWMA) control chart, based on the exceedance statistics (EWMA-EX), is proposed for detecting a shift in the location parameter of a continuous distribution. The...

The multivariate exponentially weighted moving average (MEWMA) control chart is one of the best statistical control chart that are usually used to detect simultaneous small deviations on the mean of more than one cross-correlated quality characteristics. The economic design of MEWMA control charts involves solving a combinatorial optimization model that is composed of a nonlinear cost function ...

Rate measurements are required for many purposes, e.g. for system analysis and modelling or for live systems that react to measurements. For off-line measurement all data is available in advance. Here, time delay between data collection and data analysis is not an issue. On-line measurement, however, measures rates on the fly. Thus, measurement algorithms that provide their output as timely as ...