On the sensitivity of poisson EWMA control chart

On the sensitivity of poisson EWMA control chart
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泊松EWMA控制图灵敏度的探讨

DOI:
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发表时间:
2013
期刊:
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通讯作者:
I. Mohamad
I. Mohamad
中科院分区:
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文献类型:
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作者:
M. R. Abujiya;A. U. Farouk;Muhammad Hisyam Lee;I. Mohamad

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直到最近,运行规则的应用仅限于休哈特型控制图。在本文中,我们提出了一个EWMA控制图与快速初始响应(FIR)使用???/运行规则方案监测泊松观测。利用MonteCarlo模拟方法,对提出的游程规则FIR Poisson EWMA图的平均游程长度(ARL)、平均比ARL(ARARL)、平均额外二次损失(AEQL)和性能比较指数(PCI)与其它Poisson EWMA方法进行了比较研究。结果表明,游程规则和FIR特征的使用大大提高了Poisson EWMA控制图的灵敏度,而不降低失控ARL。所提出的图表是更有效地检测中等变化的泊松过程比一些现有的程序。
Until recently, the application of the runs rules was restricted to the Shewhart-type control charts. In this paper, we propose an EWMA control chart with fast initial response (FIR) using ?? ??/ runs rule scheme for monitoring Poisson observations. Using Monte Carlo simulations, we studied and compared the average run length (ARL), the Average Ratio ARL (ARARL), the Average Extra Quadratic Loss (AEQL) and the Performance Comparison Index (PCI) of the proposed runs rule FIR Poisson EWMA chart with some other Poisson EWMA procedures. It is shown that the use of runs rule and FIR feature has substantially increased the sensitivity of Poisson EWMA control chart without decreasing the out-of-control ARL. The proposed chart is more effective in detecting moderate shifts in Poisson process than some of the existing procedures.