Optimal designs of the exponentially weighted moving average (EWMA) median chart for known and estimated parameters based on median run length

Z. L. Chong; K. L. Tan; Michael B. C. Khoo; W. L. Teoh; P. Castagliola

doi:10.1080/03610918.2020.1721539

Optimal designs of the exponentially weighted moving average (EWMA) median chart for known and estimated parameters based on median run length

Z. L. Chong^*, K. L. Tan, Michael B. C. Khoo, W. L. Teoh, P. Castagliola

^*Corresponding author for this work

School of Mathematical & Computer Sciences

Research output: Contribution to journal › Article › peer-review

17 Citations (Scopus)

Abstract

In the literature, the sole dependence on the ARL as the performance measure of a control chart has received much criticism. This is because interpretation based on the ARL alone can be misleading, as the shape and skewness of the run-length distribution vary according to the magnitude of the process mean shift. Therefore, we consider the median run length (MRL) performance measure for optimal EWMA median chart when process parameters are known and estimated. We provide an illustrative example to show the application of the optimal EWMA median chart based on expected median run length (EMRL).

Original language	English
Pages (from-to)	3660-3684
Number of pages	25
Journal	Communications in Statistics: Simulation and Computation
Volume	51
Issue number	7
Early online date	17 Feb 2020
DOIs	https://doi.org/10.1080/03610918.2020.1721539
Publication status	Published - 3 Jul 2022

Keywords

Estimated parameters
Exponentially weighted moving average (EWMA) median chart
Known parameters
Median run length (MRL)
Steady-state
zero-state

ASJC Scopus subject areas

Statistics and Probability
Modelling and Simulation

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10.1080/03610918.2020.1721539

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This is an Accepted Manuscript of an article published by Taylor & Francis in Communications in Statistics: Simulation and Computation on 17/2/2020, available at: https://doi.org/10.1080/03610918.2020.1721539
Accepted author manuscript, 678 KBLicence: CC BY-NC-ND

Cite this

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title = "Optimal designs of the exponentially weighted moving average (EWMA) median chart for known and estimated parameters based on median run length",

abstract = "In the literature, the sole dependence on the ARL as the performance measure of a control chart has received much criticism. This is because interpretation based on the ARL alone can be misleading, as the shape and skewness of the run-length distribution vary according to the magnitude of the process mean shift. Therefore, we consider the median run length (MRL) performance measure for optimal EWMA median chart when process parameters are known and estimated. We provide an illustrative example to show the application of the optimal EWMA median chart based on expected median run length (EMRL).",

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author = "Chong, {Z. L.} and Tan, {K. L.} and Khoo, {Michael B. C.} and Teoh, {W. L.} and P. Castagliola",

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Optimal designs of the exponentially weighted moving average (EWMA) median chart for known and estimated parameters based on median run length. / Chong, Z. L.; Tan, K. L.; Khoo, Michael B. C. et al.
In: Communications in Statistics: Simulation and Computation, Vol. 51, No. 7, 03.07.2022, p. 3660-3684.

Research output: Contribution to journal › Article › peer-review

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T1 - Optimal designs of the exponentially weighted moving average (EWMA) median chart for known and estimated parameters based on median run length

AU - Chong, Z. L.

AU - Tan, K. L.

AU - Khoo, Michael B. C.

AU - Teoh, W. L.

AU - Castagliola, P.

PY - 2022/7/3

Y1 - 2022/7/3

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KW - Median run length (MRL)

KW - Steady-state

KW - zero-state

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Optimal designs of the exponentially weighted moving average (EWMA) median chart for known and estimated parameters based on median run length

Abstract

Keywords

ASJC Scopus subject areas

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