RT Generic
T1 Monitoring variance by EWMA charts with time varying smoothing parameter
A1 Ugaz Sánchez, Willy Ericson
A1 Alonso Fernández, Andrés Modesto
A1 Sánchez Rodríguez-Morcillo, Ismael
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB Memory charts like EWMA-S² or CUSUM-S² can be designed to be optimal to detect aspecific shift in the process variance. However, this feature could be a seriousinconvenience since, for instance, if the charts are designed to detect small shift, then,they can be inefficient to detect moderate or large shifts. In the literature, severalalternatives have been proposed to overcome this limitation, like the use of controlcharts with variable parameters or adaptive control charts. This paper proposes newadaptive EWMA control charts for the dispersion (AEWMA-S²) based on a timevaryingsmoothing parameter that takes into account the potential misadjustment in theprocess variance. The obtained control charts can be interpreted as a combination ofEWMA control charts designed to be efficient for different shift values. Markov chainprocedures are established to analyse and design the proposed charts. Comparisons withother adaptive and traditional control charts show the advantages of the proposals.
SN 2387-0303
YR 2016
FD 2016-07
LK https://hdl.handle.net/10016/23413
UL https://hdl.handle.net/10016/23413
LA eng
DS e-Archivo
RD 19 may. 2024