A new adaptive CUSUM control chart for detecting the multivariate process mean
A new adaptive CUSUM control chart for detecting the multivariate process mean
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DOI：
10.1002/qre.1177
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发表时间：
2011-11
影响因子：
2.3
通讯作者：
Yi Dai;Yunzhao Luo;Zhonghua Li;Zhaojun Wang
中科院分区：
文献类型：
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作者：
Yi Dai;Yunzhao Luo;Zhonghua Li;Zhaojun Wang
我们提出了一种新的多元CUSUM控制图，它基于根据当前过程读数的信息自适应其参考值，以快速检测多元过程均值漂移。通过根据非中心性参数指定过程均值偏移的最小幅度，我们提出的控制图可以实现检测特定范围偏移的整体性能。我们方法的这种自适应功能基于两个 EWMA 算子来估计当前过程平均水平并使每个步骤的检测近似最佳。此外，我们将我们的图表与传统的多元 CUSUM 图表进行比较。我们的控制图检测范围变化的优势比现有图表大大提高。还提出了马尔可夫链方法，通过该方法可以计算平均游程长度。版权所有 © 2010 约翰威利父子有限公司
We propose a new multivariate CUSUM control chart, which is based on self adaption of its reference value according to the information from current process readings, to quickly detect the multivariate process mean shifts. By specifying the minimum magnitude of the process mean shift in terms of its non‐centrality parameter, our proposed control chart can achieve an overall performance for detecting a particular range of shifts. This adaptive feature of our method is based on two EWMA operators to estimate the current process mean level and make the detection at each step be approximately optimal. Moreover, we compare our chart with the conventional multivariate CUSUM chart. The advantages of our control chart detection for range shifts over the existing charts are greatly improved. The Markovian chain method, through which the average run length can be computed, is also presented. Copyright © 2010 John Wiley & Sons, Ltd.