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基于APL的EWMA图优化设计 被引量:5

Optimal Design of Exponential Weighted Moving Average(EWMA) Charts Based on Average Product Length(APL)
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摘要 讨论了采用EWMA图进行工序过程监控时控制图的优化设计问题。首先提出了用马尔可夫链的方法对EWMA图的平均产品长度进行计算的方法,然后以平均产品长度作为性能度量的标准讨论在不同生产情况下如何选择EWMA图的控制参数,从而获得最佳的监控效果。通过与通用的EWMA设计方法的比较,说明了本文方法更能快速地发现过程中出现的较小波动。 In this paper, we mainly discuss the optimal design of EWMA charts for processes monitoring. At first, a Markov chain method is proposed to calculate the average product length of EWMA chart. Then we use APL as a kind of criterion for measuring control chart performance to decide how to choose optimal parameters of this chart in different situations. By comparing with traditional EWMA design method, we find that this method can detect little shifts in processes more quickly.
出处 《系统工程理论方法应用》 北大核心 2006年第1期65-70,共6页 Systems Engineering Theory·Methodology·Applications
基金 国家杰出青年基金资助项目(70125004) 国家自然科学基金资助项目(70072029)
关键词 平均产品长度 指数加权移动平均图 马尔可夫链 average product length(APL) exponential weighted moving average(EWMA) chart Markov chain
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参考文献8

  • 1Roberts S W. Control chart tests based on geometric moving averages [J]. Technometrics, 1959, 1: 239-250.
  • 2Sweet A L. Control charts using coupled exponentially weighted moving averages [J]. IIE Transactions,1986, 18(2): 26-33.
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同被引文献56

  • 1杨维中,邢慧娴,王汉章,兰亚佳,孙乔,胡世雄,吕伟,袁政安,陈裕旭,董柏青.七种传染病控制图法预警技术研究[J].中华流行病学杂志,2004,25(12):1039-1041. 被引量:148
  • 2马家奇,王丽萍,戚晓鹏,施晓明,杨功焕.基于网络直报的传染病监测自动预警信息系统概念模型[J].疾病监测,2006,21(12):679-681. 被引量:42
  • 3吉明明,孙浩.具有可变抽样区间的EWMA标准差控制图[J].数学的实践与认识,2007,37(12):90-96. 被引量:9
  • 4殷菲,冯子健,李晓松,马家奇.基于前瞻性时空重排扫描统计量的传染病早期预警系统[J].卫生研究,2007,36(4):455-458. 被引量:48
  • 5Roberts SW. Control chart tests based on geometric moving averages[J]. Technometrics, 1959,1 : 239 - 250.
  • 6Crowder S V. A simple method for studying run length distributions of exponentially weighted moving chart [J]. Technometrics, 1987,29: 393-407.
  • 7Calzada M E, Scariano SM. Reconciling the integralequat ion and Markov chain approaches for computing EWMA average run length s [J]. Communications in Statistics, 2003, 32 (2) : 591 - 604.
  • 8Douglas C M. Cumulative sum and exponentially weighted moving average control charts, see: introduction to statistical quality control (Third Edition)[M]. John Wiley & Sons, Inc. , 1996.
  • 9Chakhunashvili A, Bergman B. An EWMA solution to detect shifts in a Bernoulli process in an out-of-control environment[J]. Quality and Reliability Engineering International, 2006, 22:419 - 428.
  • 10Aparisi F, Garcia-Diaz J C. Design and optimization of EWMA control charts for in-control, indifference, and out-of-control regions[J]. Computers & Operations Research ,2008,34(2) : 172 - 176.

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