Detection and estimation of abrupt changes in the variability of a process
Computational Statistics & Data Analysis
An EWMA chart for monitoring the process standard deviation when parameters are estimated
Computational Statistics & Data Analysis
Computation of the ARL for CUSUM-S2 schemes
Computational Statistics & Data Analysis
Shewhart-type control charts for variation in phase I data analysis
Computational Statistics & Data Analysis
A control chart based on likelihood ratio test for detecting patterned mean and variance shifts
Computational Statistics & Data Analysis
A nonparametric exponentially weighted moving average signed-rank chart for monitoring location
Computational Statistics & Data Analysis
Computational Statistics & Data Analysis
On efficient use of auxiliary information for control charting in SPC
Computers and Industrial Engineering
| Hi-index | 0.03 |
There exist two EWMA-type dispersion charts for monitoring dispersion increases in the literature. One resets the EWMA statistic to zero whenever it is below zero. The other one truncates negative normalized observations to zero in the EWMA statistic. This paper proposes two one-sided EWMA charts for detecting dispersion increases and decreases, respectively, and one two-sided EWMA chart for monitoring dispersion increases or decreases simultaneously. Simulation studies show that the proposed upper-sided EWMA chart performs better than the two existing counterparts for detecting increases in dispersion, and that the proposed lower-sided EWMA chart significantly outperforms the two lower-sided EWMA charts developed similar to their two existing upper-sided EWMA charts for detecting decreases in dispersion. Moreover, the proposed two-sided EWMA chart provides much better sensitivity than the two two-sided EWMA charts generalized from the two existing upper-sided EWMA charts for detecting overall changes in dispersion.