Optimal designs of the omnibus SPRT control chart for joint monitoring of process mean and dispersion

Jing Wei Teoh, Wei Lin Teoh, Michael B.C. Khoo, Giovanni Celano and Zhi Lin Chong

International Journal of Production Research, 2024, vol. 62, issue 12, 4202-4225

Abstract: The vast majority of control schemes related to the sequential probability ratio test (SPRT) are designed for the purpose of monitoring only the process mean. Nonetheless, most manufacturing processes are vulnerable to external factors that cause the process mean and variability to change simultaneously. It is, therefore, crucial to consider a joint scheme for monitoring both the location and scale parameters of a production process. In this article, we develop a scheme that combines both mean and variance information in a single SPRT, known as the omnibus SPRT (OSPRT) chart. Expressions for the run-length properties of the OSPRT chart are derived by means of the Markov chain approach. We also propose optimal designs for the OSPRT chart based on two different metrics, i.e. by minimising the average time to signal and the average extra quadratic loss. Through a comprehensive analysis, this article reveals that the optimal OSPRT chart outperforms the classical $ \bar{X} $ X¯-S, weighted-loss cumulative sum, absolute-value SPRT, and two maximum weighted-moving-average-type charts. The optimal OSPRT chart also has the advantage of collecting a small number of samples on average before producing a decision. Finally, the implementation of the OSPRT chart is presented with a wire bonding industrial dataset.

Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/00207543.2023.2254855 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:tprsxx:v:62:y:2024:i:12:p:4202-4225

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/TPRS20

DOI: 10.1080/00207543.2023.2254855

Access Statistics for this article

International Journal of Production Research is currently edited by Professor A. Dolgui

More articles in International Journal of Production Research from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().