Article (Scientific journals)
Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts
Nguyen, Huu Du; Tran, Kim Phuc; Heuchenne, Cédric
2019In Quality and Reliability Engineering International, 35 (1), p. 439-460
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Keywords :
EWMA; Markov chain; VSI; Flowcharting; Graphic methods; Markov processes; Statistical process control; Exponentially weighted moving average; Exponentially weighted moving average control charts; Normal random variable; Sampling interval; Two sided charts; Variable sampling intervals; Control charts
Abstract :
[en] We investigate in this paper a new type of control chart called VSI EWMA-RZ by integrating the variable sampling interval feature (VSI) with the exponentially weighted moving average (EWMA) scheme to monitor the ratio of two normal random variables. Because the distribution of the ratio is skewed, we suggest designing two separated one-sided charts instead of one two-sided chart. A new coefficient is introduced allowing us to be free to choose a sampling interval provided that it optimizes the performance of the control chart. We also make a direct comparison between the VSI EWMA-RZ charts and standard EWMA-RZ control charts. The numerical simulations show that the proposed charts outperform the standard EWMA charts in detecting process shifts. An application is illustrated for the implementation of the VSI EWMA-RZ control charts in the food industry. © 2018 John Wiley & Sons, Ltd.
Disciplines :
Quantitative methods in economics & management
Author, co-author :
Nguyen, Huu Du 
Tran, Kim Phuc;  GEMTEX Laboratory, Ecole Nationale Supérieure des Arts et Industries Textiles, Roubaix, France
Heuchenne, Cédric ;  Université de Liège - ULiège > HEC Liège : UER > UER Opérations: Statistique appl. à la gest. et à l'économie
Language :
English
Title :
Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts
Publication date :
2019
Journal title :
Quality and Reliability Engineering International
ISSN :
0748-8017
eISSN :
1099-1638
Publisher :
John Wiley and Sons Ltd
Volume :
35
Issue :
1
Pages :
439-460
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBi :
since 25 January 2020

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