Statistical Design of Double Moving Average Scheme for Zero Inflated Binomial Process

2016 ◽  
Vol 6 (4) ◽  
pp. 185-193 ◽  
Author(s):  
Yupaporn Areepong ◽  
2021 ◽  
Vol 12 (4) ◽  
pp. 401-414 ◽  
Author(s):  
Maonatlala Thanwane ◽  
Sandile C. Shongwe ◽  
Muhammad Aslam ◽  
Jean-Claude Malela-Majika ◽  
Mohammed Albassam

The combined effect of serial dependency and measurement errors is known to negatively affect the statistical efficiency of any monitoring scheme. However, for the recently proposed homogenously weighted moving average (HWMA) scheme, the research that exists concerns independent and identically distributed observations and measurement errors only. Thus, in this paper, the HWMA scheme for monitoring the process mean under the effect of within-sample serial dependence with measurement errors is proposed for both constant and linearly increasing measurement system variance. Monte Carlo simulation is used to evaluate the run-length distribution of the proposed HWMA scheme. A mixed-s&m sampling strategy is incorporated to the HWMA scheme to reduce the negative effect of serial dependence and measurement errors and its performance is compared to the existing Shewhart scheme. An example is given to illustrate how to implement the proposed HWMA scheme for use in real-life applications.


2006 ◽  
Vol 7 (3) ◽  
pp. 107-115 ◽  
Author(s):  
Fong‐Jung Yu ◽  
Hsiang Chin ◽  
Hsiao Wei Huang

2016 ◽  
Vol 8 (1) ◽  
Author(s):  
Pierre Nguimkeu

AbstractThis paper proposes an improved likelihood-based method to test the hypothesis that the disturbances of a linear regression model are generated by a first-order autoregressive process against the alternative that they follow a first-order moving average scheme. Compared with existing tests which usually rely on the asymptotic properties of the estimators, the proposed method has remarkable accuracy, particularly in small samples. Simulations studies are provided to show the superior accuracy of the method compared to the traditional tests. An empirical example using Canada real interest rate illustrates the implementation of the proposed method in practice.


Author(s):  
Robert P. Harrison ◽  
Paul R. Stuart

Multivariate Analysis (MVA), a statistical design tool for dealing with very large datasets, was applied to historical data from a Thermo-Mechanical Pulp (TMP) newsprint mill in Eastern Canada. Partial Least Squares (PLS) type MVA models were created to identify significant correlations between operating parameters in the woodchip refining section and variations in pulp quality. Understanding these relationships is of crucial importance to any eventual retrofit design for this process. This paper focusses on pre-selecting and pre-treating the raw process data, including infrequently measured variables, to maximize the realism and usefulness of the MVA black-box models. Key methods explored were ways of selecting low-production periods for removal, techniques for identifying and eliminating major outliers using MVA outputs, and noise filtering. A major conclusion of this work was that the PLS models were significantly improved by pre-treating the data. This paper recommends an overall design approach for applying MVA to industrial operating data, involving stringent removal of dubious periods of operation such as aberrant process behaviour, and an aggressive Exponentially Weighted Moving Average (EWMA) filtering of all dependent and independent variables.


2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Nurudeen Ayobami Ajadi ◽  
Osebekwin Asiribo ◽  
Ganiyu Dawodu

PurposeThis study aims to focus on proposing a new memory-type chart called progressive mean exponentially weighted moving average (PMEWMA) control chart. This memory-type chart is an improvement on the existing progressive mean control chart, to detect small and moderate shifts in a process.Design/methodology/approachThe PMEWMA control chart is developed by using a cumulative average of the exponentially weighted moving average scheme known as the progressive approach. This scheme is designed based on the assumption that data follow a normal distribution. In addition, the authors investigate the robustness of the proposed chart to the normality assumption.FindingsThe variance and the mean of the scheme are computed, and the mean is found to be an unbiased estimator of the population mean. The proposed chart's performance is compared with the existing charts in the literature by using the average run-length as the performance measure. Application examples from the petroleum and bottling industry are also presented for practical considerations. The comparison shows that the PMEWMA chart is quicker in detecting small shifts in the process than the other memory-type charts covered in this study. The authors also notice that the PMEWMA chart is affected by higher kurtosis and skewness.Originality/valueA new memory-type scheme is developed in this research, which is efficient in detecting small and medium shifts of a process mean.


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