A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts

A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts

The Exponentially Weighted Moving Average (EWMA) and Cumulative Sum (CUSUM) control charts are very effective in detecting small shifts in the process mean or variance. The average run length (ARL) has always been used as a sole measure of the performances of control charts. Generally, the performan...

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Main Authors: L. Y., Lee, M. B. C., Khoo, E. Y., Yap
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2013
Online Access:http://journalarticle.ukm.my/6481/
http://journalarticle.ukm.my/6481/
http://journalarticle.ukm.my/6481/1/jqma-9-1-paper1.pdf
id ukm-6481
recordtype eprints
spelling ukm-64812016-12-14T06:41:18Z http://journalarticle.ukm.my/6481/ A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts L. Y., Lee M. B. C., Khoo E. Y., Yap The Exponentially Weighted Moving Average (EWMA) and Cumulative Sum (CUSUM) control charts are very effective in detecting small shifts in the process mean or variance. The average run length (ARL) has always been used as a sole measure of the performances of control charts. Generally, the performances of the EWMA and CUSUM charts are comparable and most comparative studies are based on the ARL. Therefore, this study is aimed at comparing the performances of the optimal EWMA and optimal CUSUM charts, based on their standard deviation of the run lengths (SDRLs). The Statistical Analysis System (SAS) software version 9.1.3 is used to conduct the simulation studies, for the optimal EWMA and optimal CUSUM charts. The SDRL results show that the optimal EWMA chart is slightly superior to the optimal CUSUM chart, when the process is out-of-control. However, when the process is in-control, the converse is true. Penerbit Universiti Kebangsaan Malaysia 2013-07 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/6481/1/jqma-9-1-paper1.pdf L. Y., Lee and M. B. C., Khoo and E. Y., Yap (2013) A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts. Journal of Quality Measurement and Analysis, 9 (1). pp. 1-8. ISSN 1823-5670 http://www.ukm.my/jqma/
repository_type Digital Repository
institution_category Local University
institution Universiti Kebangasaan Malaysia
building UKM Institutional Repository
collection Online Access
language English
description The Exponentially Weighted Moving Average (EWMA) and Cumulative Sum (CUSUM) control charts are very effective in detecting small shifts in the process mean or variance. The average run length (ARL) has always been used as a sole measure of the performances of control charts. Generally, the performances of the EWMA and CUSUM charts are comparable and most comparative studies are based on the ARL. Therefore, this study is aimed at comparing the performances of the optimal EWMA and optimal CUSUM charts, based on their standard deviation of the run lengths (SDRLs). The Statistical Analysis System (SAS) software version 9.1.3 is used to conduct the simulation studies, for the optimal EWMA and optimal CUSUM charts. The SDRL results show that the optimal EWMA chart is slightly superior to the optimal CUSUM chart, when the process is out-of-control. However, when the process is in-control, the converse is true.
format Article
author L. Y., Lee
M. B. C., Khoo
E. Y., Yap
spellingShingle L. Y., Lee
M. B. C., Khoo
E. Y., Yap
A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
author_facet L. Y., Lee
M. B. C., Khoo
E. Y., Yap
author_sort L. Y., Lee
title A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
title_short A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
title_full A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
title_fullStr A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
title_full_unstemmed A comparison between the standard deviation of the run length SDRL) performance of optimal EWMA and optimal cusum charts
title_sort comparison between the standard deviation of the run length sdrl) performance of optimal ewma and optimal cusum charts
publisher Penerbit Universiti Kebangsaan Malaysia
publishDate 2013
url http://journalarticle.ukm.my/6481/
http://journalarticle.ukm.my/6481/
http://journalarticle.ukm.my/6481/1/jqma-9-1-paper1.pdf
first_indexed 2023-09-18T19:47:02Z
last_indexed 2023-09-18T19:47:02Z
_version_ 1777405969198743552

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