基于多重相关状态采样的多元EWMA控制图
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引用本文:刘欣怡 ,朱永忠.基于多重相关状态采样的多元EWMA控制图[J].计算技术与自动化,2021,(1):68-72
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刘欣怡 ,朱永忠 (河海大学 理学院江苏 南京 211100) 
中文摘要:为提高控制图的监测效率,提出了一种基于多重相关状态采样的多元EWMA控制图,并利用改进后的马尔可夫链方法计算控制图的平均运行长度。根据不同参数下控制图的平均运行长度,分析了控制图在失控和受控状态下的性能表现,并与其它多元EWMA控制图进行比较。模拟结果表明,该控制图具有良好的监测能力。最后用一组模拟数据来说明该方法的使用
中文关键词:多重相关状态采样  多元EWMA控制图  平均运行长度  马尔可夫
 
A New Multivariate EWMA Control Chart Using Multiple Dependent State Sampling
Abstract:To improve the efficiency of control chart, a new multivariate EWMA control chart has been developed using multiple dependent state sampling. The parameter of the proposed control chart as well as the average run length has been evaluated for different process settings using an improved Markov chain model. The proposed control chart has been evaluated using the average run length of the in-control and out-of-control process. The comparison of performance of the proposed and existing control chart has been studied. It has been shown that the proposed control chart using MDS sampling is more sensitive than the existing control chart. A simulated data is used to illustrate the procedure of the proposed control chart.
keywords:multiple dependent state sampling  multivariate EWMA control chart  average run length  Markov chain model
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