4.6 Article

On auxiliary information-based control charts for autocorrelated processes with application in manufacturing industry

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SPRINGER LONDON LTD
DOI: 10.1007/s00170-018-2671-9

关键词

Autoregressive AR(1) process; Auxiliary variable; Average run length; ARL curves; Control charts; Location parameter; Normal distribution

资金

  1. Higher Education Commission (HEC) Pakistan [IPFP/HRD/HEC/2014/1630]

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Multivariate autoregressive (MAR) models are an attractive choice for applications in the processes related to finance, medical, and industry. For the monitoring of such processes, control chart is the most important and widely used tool of statistical process control tool kit. Moreover, the presence of auxiliary information helps in better estimation of different process parameters. The literature on use of auxiliary variables in control charts assumes independence of observations. In practice, we may come across processes dealing with autocorrelated outcomes. In such situations, a control chart usually produces high false alarms and exhibits slow detection of shifts when the process is out-of-control. This study intends to suggest some auxiliary information-based Shewhart charts for autocorrelated univariate and bivariate AR(1) processes. The proposed structures take into account the autocorrelation structure and offer more effective designs of control charts for efficient process monitoring. The performance measures used in this study are based on run length measures such as average run length, extra quadratic loss, relative average run length and performance comparison index. A detailed performance analysis is carried out to sort out the best performing charts. In addition, we have considered an application from a manufacturing process to demonstrate the implementation of the proposed charting structures in real scenario.

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