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The ARL of a Selectively Moving Average Control Chart  

Lim, Tae-Jin (Dept. of Industrial & Information Systems Engineering, Soongsil University)
Publication Information
Journal of Korean Society for Quality Management / v.35, no.1, 2007 , pp. 24-34 More about this Journal
Abstract
This paper investigates the average run length (ARL) of a selectively moving average (S-MA) control chart. The S-U chart is designed to detect shifts in the process mean. The basic idea of the S-MA chart is to accumulate previous samples selectively in order to increase the sensitivity. The ARL of the S-MA chart was shown to be monotone decreasing with respect to the decision length in a previous research [3]. This paper derives the steady-state ARL in a closed-form and shows that the monotone property is resulted from head-start assumption. The steady-state ARL is shown to be a sum of head-start ARL and an additional term. The statistical design procedure for the S-MA chart is revised according to this result. Sensitivity study shorts that the steady-state ARL performance is still better than the CUSUM chart or the Exponentially Weighted Moving Average (EWMA) chart.
Keywords
Moving Average; CUSUM; ARL; Control Chart; Adaptive Scheme; Markov Chain;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
연도 인용수 순위
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