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基于自适应EWMA算法t控制图检测能力的研究 被引量:7

Research on Detection Capability of t Control Chart Based on Adaptive EWMA algorithm
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摘要 针对Zhang提出的常规EWMA t控制图存在只对固定偏移敏感的问题,提出了自适应EWMA t控制图。本文算法在不损失对大偏移检测敏感性的前提下,提高了常规EWMA t控制图检测小偏移的能力。使用Markov方法计算并比较了常规EWMA t控制图和AEWMA t控制图的ARL和SDRL,结果表明相同稳态ARL情况下自适应EWMA t控制图比常规EWMA t控制图有更小的SDRL。 An AEWMA t control chart is proposed because Zhang’s EWMA t chart is only sensi-tive to fixed offset. And the AEWMA t chart is faster in monitoring small offset than EWMA t chart,with similar detection capability for large offset. A Markov chain method is given to develop the average run length and standard deviation run length. Simulations show that,SDRL of AEWMA t chart is smaller than EWMA t chart,when the steady ARL is same.
作者 常志远
机构地区 南京理工大学
出处 《新型工业化》 2014年第3期23-28,共6页 The Journal of New Industrialization
基金 国家自然科学基金重点项目(70931002)
关键词 AEWMA 控制图 t控制图 ARL SDRL ARL SDRL AEWMA Chart t Control Chart ARL SDRL
作者简介 常志远(1987-),男,博士研究生,主要研究方向:质量控制
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参考文献12

  • 1Hui Wang,Hui Sun,Changhe Li,Shahryar Rahnamayan,Jeng-shyang Pan.Diversity enhanced particle swarm optimization with neighborhood search[J].Information Sciences.2013
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  • 10Lianjie Shu.An adaptive exponentially weighted moving average control chart for monitoring process variances[J].Journal of Statistical Computation and Simulation.2007(4)

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