An exponentially weighted moving average scheme with variable sampling intervals for monitoring linear profiles

Authors:
Zhonghua Li;Zhaojun Wang
Affiliations:
LPMC and Department of Statistics, School of Mathematical Sciences, Nankai University, Tianjin 300071, PR China;LPMC and Department of Statistics, School of Mathematical Sciences, Nankai University, Tianjin 300071, PR China
Venue:
Computers and Industrial Engineering
Year:
2010

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Abstract

This paper proposes an exponentially weighted moving average scheme with variable sampling intervals for monitoring linear profiles. A computer program in Fortran is available to assist in the design of the control chart and the algorithm of the Fortran program is also given. Some useful guidelines are also provided to aid users in choosing parameters for a particular application. Simulation results on the detection performance of the proposed control chart, compared with some other competing methods show that it provides quite robust and satisfactory performance in various cases, including intercept shifts, slope shifts and standard deviation shifts. A real data example from an optical imaging system is employed to illustrate the implementation and the use of the proposed control scheme.