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Optimal one‐ and two‐sided adaptive EWMA scheme for monitoring Poisson count data
Author(s) -
Tang Anan,
Castagliola Philippe,
Hu Xuelong,
Zhou Xiaojian
Publication year - 2021
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.2855
Subject(s) - ewma chart , count data , poisson distribution , markov chain , control chart , chart , sensitivity (control systems) , computer science , statistics , mathematics , exponential distribution , algorithm , mathematical optimization , process (computing) , engineering , operating system , electronic engineering
The Poisson distribution assumption often arises in several industrial applications for modeling defects or nonconformities. In this work, we investigate the one‐ and two‐sided performance of a new adaptive EWMA (exponentially weighted moving average)‐type chart for monitoring Poisson count data. An appropriate discrete‐state Markov chain technique is provided to compute the exact ARL (average run length) properties. Moreover, comparative studies are conducted to demonstrate the higher sensitivity of the proposed chart in the detection of shifts with various magnitudes. Advices on how to select the appropriate chart parameters are provided and an illustrative numerical example is proposed.