A computer optimization of a set of EWMA quality control charts

  • Authors:

  • Eugenio Epprecht;Francisco Aparisi;Marco A. De luna;Andrés Carrión

  • Affiliations:

  • Departamento de Engenharia Industrial, Pontificia Universidade Católica de Río de Janeiro, Río de Janeiro, Brasil;Departamento de Estadística e Investigación Operativa Aplicadas y Calidad, Universidad Politécnica de Valencia, Valencia, Spain;Departamento de Inegeniaría Industrial y Mecánica, ITESM, Guadalajara, México;Departamento de Estadística e Investigación Operativa Aplicadas y Calidad, Universidad Politécnica de Valencia, Valencia, Spain

  • Venue:
  • ACE'10 Proceedings of the 9th WSEAS international conference on Applications of computer engineering
  • Year:
  • 2010

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Abstract

Two main approaches are possible when several correlated variables must be monitored: one multivariate quality control chart or a set of univariate charts. This paper deals with the optimal design of a set of EWMA control charts to monitor the mean of several quality variables simultaneously. A specific Markov's chain model has been developed to compute the ARL of a set of p EWMA charts. An optimization is carried out using Genetic Algorithms in order to find the optimal parameters of the EWMA charts, implemented in friendly software. The result of the optimization are the values of the parameters of the EWMA charts that minimize the out-of-control ARL for a specified shift, while respecting the constraint of a specified in-control ARL.