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Non-parametric vertical box control chart for monitoring the mean

Ewaryst Rafajlowicz, Mirosław Pawlak and Ansgar Steland

No 2004,52, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: A new class of non-parametric control charts for de- tecting the change in the process mean is examined. The method, called a Vertical Box Control Chart (V-Box Chart), offers a simple and quick detection of the mean change in an observed process. No parametric assumption on the distribution function of the pro- cess is required. Furthermore, the V-Box Chart outperforms the classical Shewhart control chart by lowering the probability of de- tection of the out-of-control situation with the zero delay. The- oretical bounds on in-control and out-of-control behaviors of the V-Box Chart are worked out. The developed theory is supported by simulation examples.

Date: 2004
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