带有变采样间隔特性的改进型EWMA■控制图设计  

Design of Improved EWMA ■ Control Chart With Variable Sampling Interval

作　　者：孙金生[1] 胡雪龙 平安 吴姝[3] Sun Jinsheng;Hu Xuelong;Ping An;Wu Shu(School of Automation,Nanjing University of Science and Technology,Nanjing 210094,China;School of Management,Nanjing University of Posts and Telecommunications,Nanjing 210003,China;School of Logistics Engineering,Wuhan University of Technology,Wuhan 430070,China)

机构地区：[1]南京理工大学自动化学院,南京210094 [2]南京邮电大学管理学院,南京210003 [3]武汉理工大学物流工程学院,武汉430070

出　　处：《统计与决策》2022年第11期40-45,共6页Statistics & Decision

基　　金：国家自然科学基金资助项目(71802110);教育部人文社会科学研究基金项目(19YJA630061);江苏省哲学社会科学优秀创新团队(2017ZSTD022)。

摘　　要：文章在改进型指数加权移动平均(IEWMA)■控制图的基础上,考虑样本均值在控制图受控区域的实际位置,提出了一种变采样间隔(VSI)IEWMA■控制图。采用马尔科夫链构建了VSI IEWMA■控制图的状态转移矩阵,并推导其平均报警样本个数和平均报警时间。仿真结果表明,针对不同的均值偏移大小,引入VSI特性显著提高了传统固定采样间隔IEWMA■控制图的性能,且通过与传统VSI EWMA■控制图比较可以发现,VSI IEWMA■控制图的性能更加优越,尤其是针对过程均值参数产生较小偏移的情形。Based on the improved exponential weighted moving average(IEWMA)■control chart,this paper considers the actual position of the sample mean in the controlled area of the control chart to propose a variable sampling interval(VSI)IEWMA■control chart,and then adopts Markov chain to construct the state transition matrix of VSI IEWMA■control chart,deducing the average number of samples to signal(ANSS)and average time to signal(ATS)of the proposed chart.Simulation results show that the performance of the traditional IEWMA■control chart with fixed sampling interval is significantly improved by introducing the VSI feature for different mean offset sizes.And comparison with traditional VSI EWMA■control chart finds that the performance of VSI EWMA■control chart is superior,especially for the case of smaller offset of process mean parameter.

关 键 词：改进型指数加权移动平均控制图 变采样间隔 平均报警样本个数 平均报警时间 

分 类 号：TP272[自动化与计算机技术—检测技术与自动化装置]