A combined mixed- s-skip sampling strategy to reduce the effect of autocorrelation on the X̄ scheme with and without measurement errors

J Appl Stat. 2020 May 4;48(7):1243-1268. doi: 10.1080/02664763.2020.1759033. eCollection 2021.

Abstract

In order to reduce the effect of autocorrelation on the X ¯ monitoring scheme, a new sampling strategy is proposed to form rational subgroup samples of size n. It requires sampling to be done such that: (i) observations from two consecutive samples are merged, and (ii) some consecutive observations are skipped before sampling. This technique which is a generalized version of the mixed samples strategy is shown to yield a better reduction of the negative effect of autocorrelation when monitoring the mean of processes with and without measurement errors. For processes subjected to a combined effect of autocorrelation and measurement errors, the proposed sampling technique, together with multiple measurement strategy, yields an uniformly better zero-state run-length performance than its two main existing competitors for any autocorrelation level. However, in steady-state mode, it yields the best performance only when the monitoring process is subject to a high level of autocorrelation, for any given level of measurement errors. A real life example is used to illustrate the implementation of the proposed sampling strategy.

Keywords: Autocorrelation; measurement errors; mixed samples strategy; multiple measurements; skipping sampling strategy; steady-state; zero-state.