Open AccessJournal Article
A non-parametric exponentially weighted a moving average signed-rank chart for monitoring location
TLDR
An extensive simulation study is done on the performance of the two-sided NPEWMA-SR chart including a detailed comparison with a number of existing control charts, including the traditional EWMA chart for subgroup averages and some nonparametric charts i.e. runs-rules enhanced Shewhart-type SR charts.Abstract:
Nonparametric control charts can provide a robust alternative in practice to the data analyst when there is a lack of knowledge about the underlying distribution. A nonparametric exponentially weighted moving average (NPEWMA) control chart combines the advantages of a nonparametric control chart with the better shift detection properties of a traditional EWMA chart. A NPEWMA chart for the median of a symmetric continuous distribution was introduced by Amin and Searcy (1991) using the Wilcoxon signed-rank statistic (see Gibbons and Chakraborti, 2003). This is called the nonparametric exponentially weighted moving average Signed-Rank (NPEWMA-SR) chart. However, important questions remained unanswered regarding the practical implementation as well as the performance of this chart. In this paper we address these issues with a more in-depth study of the two-sided NPEWMA-SR chart. A Markov chain approach is used to compute the run-length distribution and the associated performance characteristics. Detailed guidelines and recommendations for selecting the chart's design parameters for practical implementation are provided along with illustrative examples. An extensive simulation study is done on the performance of the chart including a detailed comparison with a number of existing control charts, including the traditional EWMA chart for subgroup averages and some nonparametric charts i.e. runs-rules enhanced Shewhart-type SR charts and the NPEWMA chart based on signs. Results show that the NPEWMA-SR chart performs just as well as and in some cases better than the competitors. A summary and some concluding remarks are given.read more
Citations
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Journal Article
Nonparametric Control Charts Based On Medians
TL;DR: In this paper, a nonparametric control chart based on median is proposed which overcomes non-normality problems and the average run length for the median charts is compared with the conventional mean charts.
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Improved Nonparametric Control Chart Based on Ranked Set Sampling with Application of Chemical Data Modelling
Zahid Rasheed,Majid Khan,Nafiu Lukman Abiodun,Syed Masroor Anwar,Goran Khalaf,Saddam Akber Abbasi +5 more
TL;DR: In this paper , a nonparametric double homogeneously weighted moving average control chart under Wilcoxon signed-rank test considering the ranked set sampling technique was proposed to further enhance the process location monitoring.
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Non-parametric progressive signed-rank control chart for monitoring the process location
TL;DR: In this paper , an NP progressive mean control chart based on Wilcoxon signed-rank statistic (NPPM-SR) has been proposed for prompt detection of shifts in the process target.
References
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Book
Nonparametric Statistical Inference
TL;DR: Theoretical Bases for Calculating the ARE Examples of the Calculations of Efficacy and ARE Analysis of Count Data.
Journal ArticleDOI
Control chart tests based on geometric moving averages
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.
Journal ArticleDOI
Nonparametric Control Charts: An Overview and Some Results
TL;DR: An overview of the literature on nonparametric or distribution-free control charts for univariate variables data is presented and connections to some areas of active research are made, such as sequential analysis, that are relevant to process control.
Book
Encyclopedia of statistics in quality and reliability
TL;DR: Encyclopedia statistics in quality and reliability, Encyclopedia statistics inquality and reliability , مرکز فناوری اطلاعات و اشاوρزی .
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