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Journal ArticleDOI

A new distribution-free generally weighted moving average monitoring scheme for detecting unknown shifts in the process location

TL;DR: In this article, the authors proposed a new distribution-free generally weighted moving average (GWMA) monitoring scheme based on the WRS statistic, which is equivalent to the Wilcoxon ranksum (WRS) test.
Abstract: Article history: Received July 15 2019 Received in Revised Format September 1 2019 Accepted September 1 2019 Available online September 2 2019 Distribution-free (or nonparametric) monitoring schemes are needed in industrial, chemical and biochemical processes or any other analytical non-industrial process when the assumption of normality fails to hold. The Mann-Whitney (MW) test is one of the most powerful tests used in the design of these types of monitoring schemes. This test is equivalent to the Wilcoxon ranksum (WRS) test. In this paper, we propose a new distribution-free generally weighted moving average (GWMA) monitoring scheme based on the WRS statistic. The performance of the proposed scheme is investigated using the average run-length, the standard deviation of the runlength, percentile of the run-length and some characteristics of the quality loss function through extensive simulation. The proposed scheme is compared with the existing parametric and nonparametric GWMA monitoring schemes and other well-known control schemes. The effect of the estimated design parameters as well as the effect of the Phase I sample size on the Phase II performance of the new monitoring scheme are also investigated. The results show that the proposed scheme presents better and attractive mean shifts detection properties, and therefore outperforms the existing monitoring schemes in many situations. Moreover, it requires a reasonable number of Phase I observations to guarantee stability and accuracy in the Phase II performance. © 2020 by the authors; licensee Growing Science, Canada

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Citations
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Journal ArticleDOI
TL;DR: In this paper, a new distribution-free double exponentially weighted moving average (DEWMA) control chart based on the Wilcoxon rank-sum (WRS) test without any distributional assumption of the unde...
Abstract: In this paper, a new distribution-free double exponentially weighted moving average (DEWMA) control chart based on the Wilcoxon rank-sum (WRS) test without any distributional assumption of the unde...

21 citations

Journal ArticleDOI
TL;DR: The Mann-Whitney (MW) test as mentioned in this paper is one of the most important nonparametric tests used in the comparison of the location parameters of two populations, and it can be used when the t-test can not be used.
Abstract: The Mann–Whitney (MW) test is one of the most important nonparametric tests used in the comparison of the location parameters of two populations. Unlike the t-test, the MW test can be used when the...

13 citations

Posted Content
TL;DR: In this paper, the authors examined and compared the performance of two control charts when subjected to both autocorrelated and Weibull data and found that the Shewhart chart outperformed the EWMA in 35% of the cases.
Abstract: Many real-world processes generate autocorrelated and/or Weibull data. In such cases, the independence and/or normality assumptions underlying the Shewhart and EWMA control charts are not valid. This paper will examine and compare the performance of these two control charts when subjected to both autocorrelated and Weibull data. A variety of conditions will be investigated related to the magnitudes of the process shift, autocorrelation and Weibull shape parameter. It was found that the EWMA chart outperformed the Shewhart in 62% of the cases, particularly those cases with low to moderate autocorrelation values. The Shewhart chart outperformed the EWMA in 35% of the cases, particularly those cases with high autocorrelation and zero or high process shift. The remaining 3% of the cases were inconclusive.

6 citations

Journal ArticleDOI
TL;DR: Improved synthetic and runs-rules X ̅schemes with an embedded variable sample size and sampling interval (VSSI) approach to efficiently monitor the mean of a process under the combined effect of autocorrelation and measurement errors is proposed.
Abstract: Article history: Received October 21 2019 Received in Revised Format April 8 2020 Accepted April 17 2020 Available online April 17 2020 Autocorrelation and measurement errors have a negative effect on the performance of any monitoring scheme; therefore, more efficient monitoring schemes are required to monitor such special processes. Hence, in this paper, the use of improved synthetic and runs-rules X ̅schemes with an embedded variable sample size and sampling interval (VSSI) approach to efficiently monitor the mean of a process under the combined effect of autocorrelation and measurement errors is proposed. These new monitoring schemes incorporate a linearly covariate error model with a constant standard deviation and a first-order autoregressive model to the variability of this special process in order to account for measurement errors and autocorrelation, respectively. Moreover, in order to evaluate the zeroand steady-state run-length properties of the proposed monitoring schemes, a dedicated Markov chain matrix that takes into account the following is constructed: (i) VSSI approach, (ii) improved charting regions design of the synthetic and runsrules X ̅schemes, and (iii) the combined effect of autocorrelation and measurement errors. Also, the probability elements of the Markov chain matrix incorporate two special sampling methods that aid in the reduction of the negative effect of autocorrelation and measurement errors. A real life example is given to illustrate the implementation of the proposed monitoring schemes.

6 citations


Cites methods from "A new distribution-free generally w..."

  • ...To evaluate the performance of the proposed schemes from an overall performance perspective, the expected ATS (EATS) and the expected SDTS (ESDTS) are used because users tend not to know beforehand what exact shift value(s) is targeted – see for example, Khoo et al. (2019) and Mabude et al. (2020)....

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Journal ArticleDOI
TL;DR: In this paper, the authors present a survey of the state of the art in the field of bioinformatics and biomedicine, and propose a method to evaluate it.
Abstract: Article history: Received December 1

3 citations


Cites background from "A new distribution-free generally w..."

  • ...Additional works (Arun et al., 2019; Larkin & Privalov, 2019; Jimmy et al., 2020; Mabude et al., 2020; Uniyal et al., 2020) also investigated the impact of various product quality issues on manufacturing systems, fabrication planning, and supply-chain systems....

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References
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Journal ArticleDOI
S. W. Roberts1
TL;DR: In this article, a graphical procedure for generating geometric moving averages is described in which the most recent observation is assigned a weight r, and all previous observations weights decreasing in geometric progression from the most recently back to the first.
Abstract: A geometrical moving average gives the most recent observation the greatest weight, and all previous observations weights decreasing in geometric progression from the most recent back to the first. A graphical procedure for generating geometric moving averages is described in which the most recent observation is assigned a weight r. The properties of control chart tests based on geometric moving averages are compared to tests based on ordinary moving averages.

1,490 citations

Journal ArticleDOI

1,264 citations


"A new distribution-free generally w..." refers background or methods in this paper

  • ...Otherwise, it is said to be out-of-control (OOC), see for example Montgomery (2005). An efficient monitoring scheme should be sensitive enough to detect small shifts in any type of process as quickly as possible....

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  • ...Illustrative example To illustrate the implementation and application of the proposed W-GWMA monitoring scheme, two sets of data on the inside diameters of piston rings manufactured by a forging process are used (Montgomery, 2005, page 223)....

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  • ...Proposed monitoring schemes for the Montgomery (2005)’s piston ring data...

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  • ...Otherwise, it is said to be out-of-control (OOC), see for example Montgomery (2005)....

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Journal ArticleDOI
TL;DR: In this article, the control chart limits are calculated using parameter estimates from an in-control Phase I reference sample, and statistics based on new samples are compared with the estimated control limits to monitor for departures from the in..
Abstract: Control chart limits are often calculated using parameter estimates from an in-control Phase I reference sample. In Phase II monitoring, statistics based on new samples are compared with the estimated control limits to monitor for departures from the in..

532 citations

Journal ArticleDOI
TL;DR: In this paper, a generalized control chart called the generally weighted moving average (GWMA) control chart was proposed and analyzed for detecting small shifts in the mean of a process, with time varying control limits to detect start-up shifts more sensitively.
Abstract: A generalization of the exponentially weighted moving average (EWMA) control chart is proposed and analyzed. The generalized control chart we have proposed is called the generally weighted moving average (GWMA) control chart. The GWMA control chart, with time‐varying control limits to detect start‐up shifts more sensitively, performs better in detecting small shifts of the process mean. We use simulation to evaluate the average run length (ARL) properties of the EWMA control chart and GWMA control chart. An extensive comparison reveals that the GWMA control chart is more sensitive than the EWMA control chart for detecting small shifts in the mean of a process. To enhance the detection ability of the GWMA control chart, we submit the composite Shewhart‐GWMA scheme to monitor process mean. The composite Shewhart‐GWMA control chart with/without runs rules is more sensitive than the GWMA control chart in detecting small shifts of the process mean. The resulting ARLs obtained by the GWMA control chart...

148 citations


"A new distribution-free generally w..." refers methods in this paper

  • ...In an effort to further improve the EWMA-based schemes to monitor the process mean, Sheu and Lin (2003) proposed the generally weighted moving average (GWMA) scheme (denoted as 𝑋-GWMA), which is a general version of both the EWMA scheme and the Shewhart-type scheme (this is shown in Section 2)....

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  • ...Following a similar procedure as Sheu and Lin (2003) and Sheu and Hsieh (2009), it can be shown without loss of generality that the W-GWMA statistic in Eq....

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  • ...The Proposed W-GWMA monitoring scheme Following Sheu and Lin (2003)’s idea, the charting statistic of the W-GWMA monitoring scheme, denoted 𝐺𝐸 , is given by 𝐺𝐸 = 𝑃(𝑀 = 1) 𝑊 + 𝑃(𝑀 = 2) 𝑊 + ⋯ + 𝑃(𝑀 = 𝑡) 𝑊 + 𝑃(𝑀 > 𝑡) 𝑊 , (3) with 𝑃(𝑀 = 𝑡) = 𝑞( ) − 𝑞 and 𝑃(𝑀 > 𝑡) = 𝑞 , where 𝑀 is the number of samples until the first occurrence of event 𝐴 since the previous occurrence of event 𝐴, 𝑃(𝑀 = 1) represents the weight value for the current sample, 𝑃(𝑀 = 2) is the weight value for the previous sample, 𝑃(𝑀 = 𝑡) is the weight value for the first sample and 𝑃(𝑀 > 𝑡) is the weight value for the target value of the process mean, which is considered to be the unconditional IC expectation of 𝑊 given by 𝑊 = 𝐸(𝑊 |𝐼𝐶) = 𝜇 ....

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  • ...Following Sheu and Lin (2003)’s idea, the charting statistic of the W-GWMA monitoring scheme, denoted GE , is given by...

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  • ...The Proposed W-GWMA monitoring scheme Following Sheu and Lin (2003)’s idea, the charting statistic of the W-GWMA monitoring scheme, denoted 𝐺𝐸 , is given by 𝐺𝐸 = 𝑃(𝑀 = 1) 𝑊 + 𝑃(𝑀 = 2) 𝑊 + ⋯ + 𝑃(𝑀 = 𝑡) 𝑊 + 𝑃(𝑀 > 𝑡) 𝑊 , (3) with 𝑃(𝑀 = 𝑡) = 𝑞( ) − 𝑞 and 𝑃(𝑀 > 𝑡) = 𝑞 , where…...

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Journal ArticleDOI
TL;DR: In this paper, two nonparametric analogs of the CUSUM and EWMA control charts based on the Wilcoxon rank-sum test are proposed for detecting process mean shifts.
Abstract: Two nonparametric analogs of the CUSUM and EWMA control charts based on the Wilcoxon rank-sum test are proposed for detecting process mean shifts. The charts perform well in detecting step mean shifts and better than competing parametric charts when the..

121 citations


"A new distribution-free generally w..." refers background or methods in this paper

  • ...Note that the proposed W-GWMA scheme is more flexible than the W-EWMA scheme because of the extra design parameter, 𝛼, which can be set according to the operator’s expectations....

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  • ..., q = 1 − λ) and α = 1, the W-GWMA scheme is equivalent to Li et al. (2010)’s WEWMA scheme; however, when q = 0 and α = 1, the GWMA scheme is equivalent to the Shewhart WRS scheme (denoted as W-Shewhart)....

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  • ...Conclusion and recommendations A new distribution-free GWMA monitoring scheme based on the WRS, 𝑊 statistic, has been proposed in order to improve and expand Li et al. (2010)’s W-EWMA scheme....

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  • ...In Case E, we found 𝐿 = 2.9402 so that the W-GWMA (0.9, 1) and W-EWMA (0.1) yield an attained 𝐴𝑅𝐿 value of 501.26....

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  • ...The above measures are very useful in the design and implementation of the W-GWMA monitoring scheme as well as Li et al. (2010)’s EWMA scheme....

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