CUSUM Procedures for Monitoring Process Mean and Variability

CUSUM Procedures for Monitoring Process Mean and Variability
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用于监控过程均值和变异性的 CUSUM 程序

DOI:
10.1080/03610918.2012.665550
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发表时间:
2013-01
期刊:
Communications in Statistics - Simulation and Computation
影响因子:
--
通讯作者:
张久军
张久军
中科院分区:
其他
文献类型:
--
作者:
张欣;张久军

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累积和(CUSUM)控制方案广泛应用于工业过程和测量控制。大多数累积和模型的应用都是单独监测过程平均水平或过程变异性的变化。针对同时控制过程均值和变异性的正常过程变点问题,提出了一种基于似然比检验的累积和图。建立了马尔可夫链模型来分析新图表的性能。给出了一些数值结果和比较。实验结果表明,新算法的平均游程性能优于其他算法。
Cumulative sum (CUSUM) control schemes are widely used in industry for process and measurement control. Most CUSUM applications have been in monitoring shifts in the mean level of a process or in the process variability separately. In this article, we proposes a CUSUM chart based on the likelihood ratio test for the change point problem for normal process when controlling process mean and variability simultaneously. A Markov chain model is developed to analyze the performance of the new chart. Some numerical results and comparisons have been given. It has been shown that the new chart has an average run length performance that is superior to other procedures.
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