[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.13160/ricns.2014.7.3.200

Evaluating the ANSS and ATS Values of the Multivariate EWMA Control Charts with Markov Chain Method

Chang, Duk-Joon (Department of statistics, Changwon National University)

Publication Information

Journal of Integrative Natural Science / v.7, no.3, 2014 , pp. 200-207 More about this Journal

Abstract

Average number of samples to signal (ANSS) and average time to signal (ATS) are the most widely used criterion for comparing the efficiencies of the quality control charts. In this study the method of evaluating ANSS and ATS values of the multivariate exponentially weighted moving average (EWMA) control charts with Markov chain approach was presented when the production process is in control state or out of control state. Through numerical results, it is found that when the number of transient state r is less than 50, the calculated ANSS and ATS values are unstable; and ATS(r) tends to be stabilized when r is greater than 100; in addition, when the properties of multivariate EWMA control chart is evaluated using Markov chain method, the number of transient state r requires bigger values when the smoothing constatnt ${\lambda}$ becomes smaller.

Keywords

Asymptotic ATS; Control Chart; Markov Chain Method;

Citations & Related Records

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