The DOI matches its Crossref record; 8 of the 8 references it cites were found in a registry or an index.
An Adaptive Exponentially Weighted Moving Average Control Chart
Open accessAbstract
Lucas and Saccucci showed that exponentially weighted moving average (EWMA) control charts can be designed to quickly detect either small or large shifts in the mean of a sequence of independent observations. But a single EWMA chart cannot perform well for small and large shifts simultaneously. Furthermore, in the worst-case situation, this scheme requires a few observations to overcome its initial inertia. The main goal of this article is to suggest an adaptive EWMA (AEWMA) chart that weights the past observations of the monitored process using a suitable function of the current “error.” The resulting scheme can be viewed as a smooth combination of a Shewhart chart and an EWMA chart. A design procedure for the new control schemes is suggested. Comparisons of the standard and worst-case average run length profiles of the new scheme with those of different control charts show that AEWMA schemes offer a more balanced protection against shifts of different sizes.
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Citations
Cites
A New Approach to Linear Filtering and Prediction Problems
Kalman, R. E. (1960) · Journal of Basic Engineering · doi:10.1115/1.3662552 · Cited by 31,751
A Simplex Method for Function Minimization
Nelder, J. A., & Mead, R. (1965) · The Computer Journal · doi:10.1093/comjnl/7.4.308 · Cited by 28,905
PAGE, E. S. (1954) · Biometrika · doi:10.1093/biomet/41.1-2.100 · Cited by 5,739
Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements
Lucas, J. M., & Saccucci, M. S. (1990) · Technometrics · doi:10.1080/00401706.1990.10484583 · Cited by 1,934
The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
Beaton, A. E., & Tukey, J. W. (1974) · Technometrics · doi:10.1080/00401706.1974.10489171 · Cited by 1,010
An approach to the probability distribution of cusum run length
BROOK, D., & EVANS, D. A. (1972) · Biometrika · doi:10.1093/biomet/59.3.539 · Cited by 885
A test for a change in a parameter occurring at an unknown point
PAGE, E. S. (1955) · Biometrika · doi:10.1093/biomet/42.3-4.523 · Cited by 720
Control Chart Tests Based on Geometric Moving Averages
Roberts, S. W. (1959) · Technometrics · doi:10.2307/1266443 · Cited by 490
Metadata
- Authors
- Capizzi, G., & Masarotto, G.
- Venue
- Technometrics
- Publisher
- Informa UK Limited
- Published
- 2003-08
- Volume
- 45
- Issue
- 3
- Pages
- 199-207
- ISSN
- 0040-1706 (ISSN-L)
- 1537-2723
- OpenAlex
- W625317573
- Cited by
- 374
- References
- 8
- FWCI
- 3.16
- Type
- journal article
- Language
- en
- Open access
- green
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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