A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance

The existing optimal design of the fixed sampling interval S2-EWMA control chart to monitor the sample variance of a process is based on the average run length (ARL) criterion. Since the shape of the run length distribution changes with the magnitude of the shift in the variance, the median run leng...

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Main Authors: Teh, Sin Yin, Khoo, Michael Boon Chong, Ong, Ker Hsin, Soh, Keng Lin, Teoh, Wei Lin
Format: Article
Language:English
Published: Universiti Kebangsaan Malaysia 2015
Online Access:http://journalarticle.ukm.my/8993/
http://journalarticle.ukm.my/8993/1/20_Teh_Sin_Yin.pdf
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author Teh, Sin Yin
Khoo, Michael Boon Chong
Ong, Ker Hsin
Soh, Keng Lin
Teoh, Wei Lin
author_facet Teh, Sin Yin
Khoo, Michael Boon Chong
Ong, Ker Hsin
Soh, Keng Lin
Teoh, Wei Lin
author_sort Teh, Sin Yin
building UKM Institutional Repository
collection Online Access
description The existing optimal design of the fixed sampling interval S2-EWMA control chart to monitor the sample variance of a process is based on the average run length (ARL) criterion. Since the shape of the run length distribution changes with the magnitude of the shift in the variance, the median run length (MRL) gives a more meaningful explanation about the in-control and out-of-control performances of a control chart. This paper proposes the optimal design of the S2-EWMA chart, based on the MRL. The Markov chain technique is employed to compute the MRLs. The performances of the S2-EWMA chart, double sampling (DS) S2 chart and S chart are evaluated and compared. The MRL results indicated that the S2-EWMA chart gives better performance for detecting small and moderate variance shifts, while maintaining almost the same sensitivity as the DS S2 and S charts toward large variance shifts, especially when the sample size increases.
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spelling oai:generic.eprints.org:89932016-12-14T06:48:39Z http://journalarticle.ukm.my/8993/ A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance Teh, Sin Yin Khoo, Michael Boon Chong Ong, Ker Hsin Soh, Keng Lin Teoh, Wei Lin The existing optimal design of the fixed sampling interval S2-EWMA control chart to monitor the sample variance of a process is based on the average run length (ARL) criterion. Since the shape of the run length distribution changes with the magnitude of the shift in the variance, the median run length (MRL) gives a more meaningful explanation about the in-control and out-of-control performances of a control chart. This paper proposes the optimal design of the S2-EWMA chart, based on the MRL. The Markov chain technique is employed to compute the MRLs. The performances of the S2-EWMA chart, double sampling (DS) S2 chart and S chart are evaluated and compared. The MRL results indicated that the S2-EWMA chart gives better performance for detecting small and moderate variance shifts, while maintaining almost the same sensitivity as the DS S2 and S charts toward large variance shifts, especially when the sample size increases. Universiti Kebangsaan Malaysia 2015-07 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/8993/1/20_Teh_Sin_Yin.pdf Teh, Sin Yin and Khoo, Michael Boon Chong and Ong, Ker Hsin and Soh, Keng Lin and Teoh, Wei Lin (2015) A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance. Sains Malaysiana, 44 (7). pp. 1067-1075. ISSN 0126-6039 http://www.ukm.my/jsm/malay_journals/jilid44bil7_2015/KandunganJilid44Bil7_2015.html
spellingShingle Teh, Sin Yin
Khoo, Michael Boon Chong
Ong, Ker Hsin
Soh, Keng Lin
Teoh, Wei Lin
A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance
title A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance
title_full A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance
title_fullStr A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance
title_full_unstemmed A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance
title_short A study on the S2-EWMA chart for monitoring the process variance based on the MRL performance
title_sort study on the s2-ewma chart for monitoring the process variance based on the mrl performance
url http://journalarticle.ukm.my/8993/
http://journalarticle.ukm.my/8993/
http://journalarticle.ukm.my/8993/1/20_Teh_Sin_Yin.pdf