The Performance of the Adaptive Exponentially Weighted Moving Average Control Chart with Estimated Parameters

Citation:
Saleh, N. A. M., and M. E. - S. Mahmoud, The Performance of the Adaptive Exponentially Weighted Moving Average Control Chart with Estimated Parameters, , Egypt, Cairo University, 2013.

Thesis Type:

M.Sc Thesis

Abstract:

The Adaptive Exponentially Weighted Moving Average (AEWMA) control
chart has the advantage of detecting in balance mixed range of mean shifts. Its
performance has been studied under the assumption that the process parameters
are known. Under this assumption, previous studies have shown that AEWMA
provides superior statistical performance when compared to other different types
of control charts. In practice, however, the process parameters are usually
unknown and are required to be estimated. Using a Markov chain approach, it is
shown that the performance of the AEWMA control chart is affected when
parameters are estimated compared with the known parameters case. The effect of
different standard deviation estimators on the chart performance is also
investigated. Finally, a performance comparison is conducted between the EWMA
chart and the AEWMA chart when the process parameters are unknown. We
recommend the use of the AEWMA chart over the ordinary Exponentially
Weighted Moving Average (EWMA) chart especially when a small number of
Phase I samples is available to estimate the unknown parameters.

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