Nonparametric Double EWMA Control Chart for Process Monitoring

In monitoring process parameters, we assume normality of the quality characteristic of interest, which is an ideal assumption. In many practical situations, we may not know the distributional behavior of the data, and hence, the need arises use nonparametric techniques. In this study, a nonparametri...

Full beskrivning

Bibliografiska uppgifter
Huvudupphovsmän: MUHAMMAD RIAZ, SADDAM AKBER ABBASI
Materialtyp: Artikel
Språk:English
Publicerad: Universidad Nacional de Colombia 2016-07-01
Serie:Revista Colombiana de Estadística
Ämnen:
Länkar:http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512016000200002&lng=en&tlng=en
Beskrivning
Sammanfattning:In monitoring process parameters, we assume normality of the quality characteristic of interest, which is an ideal assumption. In many practical situations, we may not know the distributional behavior of the data, and hence, the need arises use nonparametric techniques. In this study, a nonparametric double EWMA control chart, namely the NPDEWMA chart, is proposed to ensure efficient monitoring of the location parameter. The performance of the proposed chart is evaluated in terms of different run length properties, such as average, standard deviation and percentiles. The proposed scheme is compared with its recent existing counterparts, namely the nonparametric EWMA and the nonparametric CUSUM schemes. The performance measures used are the average run length (ARL), standard deviation of the run length (SDRL) and extra quadratic loss (EQL). We observed that the proposed chart outperforms the said existing schemes to detect shifts in the process mean level. We also provide an illustrative example for practical considerations.
ISSN:0120-1751