Title :
Markov chain approximation to the performance of adaptive CUSUM procedures
Author :
Shu, L.J. ; Jiang, W. ; Wu, Z.
Author_Institution :
Taipa, Univ. of Macau, Macau, China
Abstract :
This paper proposes using a Markovian-type mean estimating procedure in the conventional cumulative sum (CUSUM) control scheme to update its reference value in an adaptive way. This generalizes a class of Markovian adaptive CUSUM (ACUSUM) schemes to achieve the aim of providing an overall good performance over a range of future expected but unknown mean shifts. A comparison of run length performance of the proposed ACUSUM scheme and other control charts is shown favorable to the former.
Keywords :
Markov processes; approximation theory; control charts; statistical process control; Markov chain approximation; Markovian adaptive CUSUM scheme; control charts; conventional cumulative sum control chart; statistical process control; Control charts; Equations; Modeling; Monitoring; Performance analysis; Programmable control; Research and development management; Standardization; Statistics; Systems engineering and theory; EWMA; average run length; statistical process control;
Conference_Titel :
Industrial Engineering and Engineering Management, 2008. IEEM 2008. IEEE International Conference on
Conference_Location :
Singapore
Print_ISBN :
978-1-4244-2629-4
Electronic_ISBN :
978-1-4244-2630-0
DOI :
10.1109/IEEM.2008.4737865
