A control chart based on likelihood ratio test for monitoring process mean and variability
A control chart based on likelihood ratio test for monitoring process mean and variability
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DOI：
10.1002/qre.1036
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发表时间：
2010-02
影响因子：
2.3
通讯作者：
Jiujun Zhang;Changliang Zou;Zhaojun Wang
中科院分区：
文献类型：
--
作者：
Jiujun Zhang;Changliang Zou;Zhaojun Wang
近年来，用一张图同时监测过程均值和方差的方法越来越受到人们的关注。在本文中，我们提出了一个新的单一的图表，集成了EWMA过程与广义似然比（GLR）检验统计量，共同监测过程的均值和方差。它可以很容易地设计和构造，其平均游程长度可以通过二维马尔可夫链模型来计算。由于GLR测试和EMWA的良好性能，计算结果表明，它提供了相当强大的和令人满意的性能，在各种情况下，包括检测的变异性的下降和在采样点的个人观察，这是非常重要的，在许多实际应用中，但可能无法很好地处理现有的方法在文献中。我们所提出的方法的应用说明了一个真实的数据的例子，从化工过程控制。版权所有© 2009约翰威利父子有限公司。
Recently, monitoring the process mean and variance simultaneously by using a single chart has drawn more and more attention. In this paper, we propose a new single chart that integrates the EWMA procedure with the generalized likelihood ratio (GLR) test statistics for jointly monitoring both the process mean and variance. It can be easily designed and constructed, and its average run length can be evaluated by a two‐dimensional Markov chain model. Owing to the good properties of the GLR test and EMWA, computation results show that it provides quite a robust and satisfactory performance in various cases, including the detection of the decrease in variability and the individual observation at the sampling point, which are very important in many practical applications but may not be well handled by the existing approaches in the literature. The application of our proposed method is illustrated by a real data example from chemical process control. Copyright © 2009 John Wiley & Sons, Ltd.