On Average Run Lengths of Control Charts for Autocorrelated Processes

Yung-Ming Chang () and Tung-Lung Wu
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Yung-Ming Chang: National Taitung University
Tung-Lung Wu: National University of Kaohsiung

Methodology and Computing in Applied Probability, 2011, vol. 13, issue 2, 419-431

Abstract: Abstract It is well known that statistical control charts such as Shewhart, CUSUM and EWMA charts have widespread applications in improving the quality for manufacturing and service systems. The average run length is a traditional measurement of a control chart’s performance. Usually, finding the run length distribution and the average run length is a difficult and tedious task. In this article, we develop a general and unified approach based on the use of discretization and the finite Markov chain imbedding technique to investigate the run length properties for various control charts when the process observations are autocorrelated. Numerical results are presented for illustrative purposes.

Keywords: Control chart; Average run length; Autoregressive process; Finite Markov chain imbedding; Discretization; 60J20 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s11009-009-9160-4

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