CUSUM charts with controlled conditional performance under estimated parameters

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

24 Scopus Citations
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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)402-415
Journal / PublicationQuality Engineering
Volume28
Issue number4
Publication statusPublished - Oct 2016
Externally publishedYes

Abstract

We study the effect of the Phase I estimation error on the cumulative sum (CUSUM) chart. Impractically large amounts of Phase I data are needed to sufficiently reduce the variation in the in-control average run lengths (ARL) between practitioners. To reduce the effect of estimation error on the chart's performance we design the CUSUM chart such that the in-control ARL exceeds a desired value with a specified probability. This is achieved by adjusting the control limits using a bootstrap-based design technique. Such approach does affect the out-of-control performance of the chart; however, we find that this effect is relatively small.

Research Area(s)

  • average of ARL (AARL), bootstrap, effect of estimation error, standard deviation of average run length (SDARL), statistical process control (SPC), statistical process monitoring (SPM)

Citation Format(s)

CUSUM charts with controlled conditional performance under estimated parameters. / Saleh, Nesma A.; Zwetsloot, Inez M.; Mahmoud, Mahmoud A.; Woodall, William H.

In: Quality Engineering, Vol. 28, No. 4, 10.2016, p. 402-415.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review