On the Individuals Chart with Supplementary Runs Rules under Serial Dependence

Jungtaek Oh () and Christian H. Weiß ()
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Jungtaek Oh: Kyungpook National University
Christian H. Weiß: Helmut Schmidt University

Methodology and Computing in Applied Probability, 2020, vol. 22, issue 3, 1257-1273

Abstract: Abstract To improve the sensitivity of a Shewhart control chart, it is common among practitioners to use supplementary runs rules. The performance of such runs rules charts is studied in the presence of positive autocorrelation caused by a first-order discrete autoregressive process. This type of data-generating process allows to compute the chart’s run length properties exactly and efficiently, by utilizing the finite Markov chain embedding technique. Explicit formulae are derived for common types of runs rules. Afterwards, a detailed performance study about runs rules charts under serial dependence is presented.

Keywords: Shewhart control chart; Sensitizing runs rules; Autocorrelation; Finite Markov chain embedding; Run length performance; 60J10; 60J20; 62M10; 62P30 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s11009-019-09760-2

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