A one-sided exponentially weighted moving average control chart for time between events

J Appl Stat. 2021 Aug 21;49(15):3928-3957. doi: 10.1080/02664763.2021.1967894. eCollection 2022.

Abstract

Exponentially weighted moving average (EWMA) control charts for time-between-events (TBE) are commonly suggested to monitor high-quality processes for the early detection of process deteriorations. In this study, an enhanced one-sided EWMA TBE scheme is developed for rapid detection of increases or decreases in the process mean. The use of the truncation method helps to improve the sensitivity of the proposed scheme in the process mean detection. Moreover, by taking the effects of parameter estimation into account, the proposed scheme with estimated parameters is also investigated. Both the average run length (ARL) and standard deviation of run length (SDRL) performances of the proposed scheme with known and estimated parameters are studied using the Markov chain method, respectively. Furthermore, an optimal design procedure is developed for the recommended one-sided EWMA TBE chart based on ARL. Numerical results show that the proposed optimal one-sided EWMA TBE chart is more sensitive than the existing optimal one-sided exponential EWMA chart in monitoring both upward and downward mean shifts. Meanwhile, it also performs better than the existing comparative scheme in resisting the effect of parameter estimation. Finally, two illustrative examples are considered to show the implementation of the proposed scheme for simulated and real datasets.

Keywords: 62P30; Control chart; EWMA; Markov chain model; parameter estimation; time-between-events.

Grants and funding

This work was supported by National Natural Science Foundation of China (Grant number: 71802110, 71671093); Humanity and Social Science Foundation of Ministry of Education of China (Grant number: 19YJA630061); China Scholarship Council (Grant number: 202006840086); Postgraduate Research & Practice Innovation Program of Jiangsu Province (Grant number: KYCX21_0306); Key Research Base of Philosophy and Social Sciences in Jiangsu Information Industry Integration Innovation and Emergency Management Research Center; The Excellent Innovation Teams of Philosophy and Social Science in Jiangsu Province (2017ZSTD022).