Run and Scan Rules in Statistical Process Monitoring

Sotiris Bersimis (), Markos V. Koutras () and Athanasios C. Rakitzis ()
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Sotiris Bersimis: University of Piraeus, Department of Statistics and Insurance Science
Markos V. Koutras: University of Piraeus, Department of Statistics and Insurance Science, School of Finance and Statistics
Athanasios C. Rakitzis: University of Aegean, Department of Statistics and Actuarial-Financial Mathematics

Chapter 20 in Handbook of Scan Statistics, 2024, pp 367-398 from Springer

Abstract: Abstract In this paper, we provide an overview of the use of run and scan rules in statistical process monitoring. Although we focus on control charts, supplemented with various stopping rules based on run and scan statistics, several other monitoring procedures that incorporate run and scan statistics are reviewed as well. Rules based on the notion of scans have been incorporated in the traditional Shewhart charts in order to improve their performance and at the same time preserve their simplicity. In our presentation we review the major types of run and scan rules currently available in the literature of control charts and highlight how they are implemented in practice. A unified framework for studying the characteristics of run- and scan-based control charts by exploiting a Markov chain approach is also provided. We end up with some concluding remarks and some directions for future research in the area under review.

Keywords: Compound rules; Control charts; Markov chain method; Run-length distribution; Scan statistics (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-8033-4_55

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DOI: 10.1007/978-1-4614-8033-4_55

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