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Nonparametric mixed exponentially weighted moving average-moving average control chart
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AbstractThis research designed a distribution-free mixed exponentially weighted moving average-moving average (EWMA-MA) control chart based on signed-rank statistic to effectively identify changes in the process location. The EWMA-MA charting statistic assigns more weight to information obtained from the recent $$w$$
w
samples and exponentially decreasing weights to information accumulated from all other past samples. The run-length profile of the proposed chart is obtained by employing Monte Carlo simulation techniques. The effectiveness of the proposed chart is evaluated under symmetrical distributions using a variety of individual and overall performance measures. The analysis of the run-length profile indicates that the proposed chart performs better than the existing control charts discussed in the literature. Additionally, an application from a gas turbine is provided to demonstrate how the proposed chart can be used in practice.
Springer Science and Business Media LLC
Title: Nonparametric mixed exponentially weighted moving average-moving average control chart
Description:
AbstractThis research designed a distribution-free mixed exponentially weighted moving average-moving average (EWMA-MA) control chart based on signed-rank statistic to effectively identify changes in the process location.
The EWMA-MA charting statistic assigns more weight to information obtained from the recent $$w$$
w
samples and exponentially decreasing weights to information accumulated from all other past samples.
The run-length profile of the proposed chart is obtained by employing Monte Carlo simulation techniques.
The effectiveness of the proposed chart is evaluated under symmetrical distributions using a variety of individual and overall performance measures.
The analysis of the run-length profile indicates that the proposed chart performs better than the existing control charts discussed in the literature.
Additionally, an application from a gas turbine is provided to demonstrate how the proposed chart can be used in practice.
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