Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process

Sven Knoth, Manuel Cabral Morais, António Pacheco and Wolfgang Schmid

Communications in Statistics - Theory and Methods, 2009, vol. 38, issue 16-17, 2923-2943

Abstract: The performance assessment of simultaneous surveillance schemes for the process mean (μ) and variance (σ2) requires a special performance measure, in addition to the average run length. It refers to two events which can be likely to happen when such schemes are at use: the individual chart for μ triggers a signal before the one for σ2, even though the process mean is on-target and the variance is off-target;the constituent chart for σ2 triggers a signal before the one for μ, although the variance is in-control and the process mean is out-of-control. These are called misleading signals since they correspond to a misinterpretation of a mean (variance) change as a shift in the process variance (mean) and can lead the quality control operator or engineer to a misdiagnosis of assignable causes and to deploy incorrect actions to bring the process back to target.This article discusses the impact of autocorrelation on the probability of misleading signals of simultaneous Shewhart and EWMA residual schemes for the mean and variance of a stationary process.

Date: 2009
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DOI: 10.1080/03610920902947238

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