The ARL of a Selectively Moving Average Control Chart

선택적 이동평균(S-MA) 관리도의 ARL

  • Lim, Tae-Jin (Dept. of Industrial & Information Systems Engineering, Soongsil University)
  • 임태진 (숭실대학교 산업.정보시스템공학과)
  • Published : 2007.03.31

Abstract

This paper investigates the average run length (ARL) of a selectively moving average (S-MA) control chart. The S-U chart is designed to detect shifts in the process mean. The basic idea of the S-MA chart is to accumulate previous samples selectively in order to increase the sensitivity. The ARL of the S-MA chart was shown to be monotone decreasing with respect to the decision length in a previous research [3]. This paper derives the steady-state ARL in a closed-form and shows that the monotone property is resulted from head-start assumption. The steady-state ARL is shown to be a sum of head-start ARL and an additional term. The statistical design procedure for the S-MA chart is revised according to this result. Sensitivity study shorts that the steady-state ARL performance is still better than the CUSUM chart or the Exponentially Weighted Moving Average (EWMA) chart.

Keywords

References

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