A Class of Markov Chain Models for Average Run Length Computations for Autocorrelated Processes

2013 ◽  
Vol 42 (7) ◽  
pp. 1495-1513 ◽  
Author(s):  
Xuan Huang ◽  
Nuo Xu ◽  
Søren Bisgaard
Keyword(s):  
Markov Chain ◽  
Average Run Length ◽  
Run Length ◽  
Markov Chain Models ◽  
Autocorrelated Processes

The Performance Assessment and Optimal Design of EWMA Charts Based on Average Product Length

2011 ◽  
Vol 383-390 ◽  
pp. 2573-2577
Author(s):  
Wang Hai Yu
Keyword(s):  
Markov Chain ◽  
Optimal Design ◽  
Performance Assessment ◽  
Control Chart ◽  
Design Method ◽  
Average Run Length ◽  
Run Length ◽  
Ewma Chart ◽  
Markov Chain Method

ARL (Average Run Length) is used as a tool to measure the performance of control chart. But it isn’t very accurate. In this paper, a Markov chain method is proposed to calculate the APL (Average Product Length) of EWMA chart, and APL is used as a criterion of performance assessment to decide optimal design of this chart. By comparing with traditional EWMA design method, we can find that this method can detect little shifts in processes more quickly.

scholarly journals Water Particles Monitoring in the Atacama Desert: SPC Approach Based on Proportional Data

Axioms ◽  
2021 ◽  
Vol 10 (3) ◽  
pp. 154
Author(s):  
Anderson Fonseca ◽  
Paulo Henrique Ferreira ◽  
Diego Carvalho do Nascimento ◽  
Rosemeire Fiaccone ◽  
Christopher Ulloa-Correa ◽  
...  
Keyword(s):  
Control Chart ◽  
Average Run Length ◽  
Atacama Desert ◽  
Real Data ◽  
Interval Data ◽  
Total Quality ◽  
Statistical Process ◽  
Monte Carlo Simulation Study ◽  
Run Length ◽  
Study Results

Statistical monitoring tools are well established in the literature, creating organizational cultures such as Six Sigma or Total Quality Management. Nevertheless, most of this literature is based on the normality assumption, e.g., based on the law of large numbers, and brings limitations towards truncated processes as open questions in this field. This work was motivated by the register of elements related to the water particles monitoring (relative humidity), an important source of moisture for the Copiapó watershed, and the Atacama region of Chile (the Atacama Desert), and presenting high asymmetry for rates and proportions data. This paper proposes a new control chart for interval data about rates and proportions (symbolic interval data) when they are not results of a Bernoulli process. The unit-Lindley distribution has many interesting properties, such as having only one parameter, from which we develop the unit-Lindley chart for both classical and symbolic data. The performance of the proposed control chart is analyzed using the average run length (ARL), median run length (MRL), and standard deviation of the run length (SDRL) metrics calculated through an extensive Monte Carlo simulation study. Results from the real data applications reveal the tool’s potential to be adopted to estimate the control limits in a Statistical Process Control (SPC) framework.

scholarly journals Multivariate Statistical Quality Control Based on Ranked Set Sampling

2017 ◽  
Vol 14 (1) ◽  
pp. 1
Author(s):  
Hakan Eygü ◽  
M. Suphi Özçomak
Keyword(s):  
Control Charts ◽  
Sampling Methods ◽  
Average Run Length ◽  
Ranked Set Sampling ◽  
Multivariate Statistical ◽  
Run Length ◽  
Hotelling's T2 ◽  
Median Ranked Set Sampling ◽  
Hotelling’S T2 ◽  
T2 Control Chart

The sample of the study was formed using simple random sampling, ranked set sampling, extreme ranked set sampling and median ranked set sampling. At the end of this process, the researcher created Hotelling’s T2 control charts, a multivariate statistical process control method. The performances of SRS, RSS, ERSS and MRSS sampling methods were compared to one another using these control charts. A simulation was performed to see the average run-length values for Hotelling’s T2 control charts, and these findings were also used for the comparison of the sampling performances.At the end of the study, the researcher formed a sample using median ranked set sampling and created the Hotelling’s T2 control chart. As a result of this operation, the researcher found that there was an out-of-control signal in the process, while there was no such signal in other sampling methods. When the average run-length values obtained from Hotelling’s T2 control charts were compared, it was seen that a shift in the process was detected by the ranked set sampling earlier, when compared to other sampling methods. This paper it can be said that the methods used are unique to the literature because they are applied to multivariate data.

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