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...

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Main Authors: MUHAMMAD RIAZ, SADDAM AKBER ABBASI
格式: Article
語言:English
出版: Universidad Nacional de Colombia 2016-07-01
叢編:Revista Colombiana de Estadística
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在線閱讀:http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512016000200002&lng=en&tlng=en
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author MUHAMMAD RIAZ
SADDAM AKBER ABBASI
author_facet MUHAMMAD RIAZ
SADDAM AKBER ABBASI
author_sort MUHAMMAD RIAZ
collection DOAJ
description 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.
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spelling doaj.art-a369ab6d0936485c901b79b4c03a69242022-12-21T23:46:46ZengUniversidad Nacional de ColombiaRevista Colombiana de Estadística0120-17512016-07-0139216718410.15446/rce.v39n2.58914S0120-17512016000200002Nonparametric Double EWMA Control Chart for Process MonitoringMUHAMMAD RIAZ0SADDAM AKBER ABBASI1King Fahad University of Petroleum and MineralsKing Fahad University of Petroleum and MineralsIn 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.http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512016000200002&lng=en&tlng=enARLControl chartsDEWMAEQLNonparametricProcess locationRun length sistributionSDRL
spellingShingle MUHAMMAD RIAZ
SADDAM AKBER ABBASI
Nonparametric Double EWMA Control Chart for Process Monitoring
Revista Colombiana de Estadística
ARL
Control charts
DEWMA
EQL
Nonparametric
Process location
Run length sistribution
SDRL
title Nonparametric Double EWMA Control Chart for Process Monitoring
title_full Nonparametric Double EWMA Control Chart for Process Monitoring
title_fullStr Nonparametric Double EWMA Control Chart for Process Monitoring
title_full_unstemmed Nonparametric Double EWMA Control Chart for Process Monitoring
title_short Nonparametric Double EWMA Control Chart for Process Monitoring
title_sort nonparametric double ewma control chart for process monitoring
topic ARL
Control charts
DEWMA
EQL
Nonparametric
Process location
Run length sistribution
SDRL
url http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512016000200002&lng=en&tlng=en
work_keys_str_mv AT muhammadriaz nonparametricdoubleewmacontrolchartforprocessmonitoring
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