具有可变抽样区间的残差MEWMA控制图  

Multivariate Residual MEWMA Control Chart with Variable Sampling Intervals

作　　者：薛丽[1,2] 吴昊辰 何桢 XUE Li;WU Haochen;HE Zhen(Zhengzhou University of Aeronautics,Henan,Zhengzhou 450046,China;College of Management and Economics,Tianjin University,Tianjin 300072,China)

机构地区：[1]郑州航空工业管理学院,河南郑州450046 [2]天津大学管理与经济学部,天津300072

出　　处：《工业工程与管理》2022年第5期159-167,共9页Industrial Engineering and Management

基　　金：国家自然科学基金资助项目(71701188;71871204);教育部人文社科基金资助项目(21YJC630151);河南省高校科技创新人才支持计划(19HASTIT032);河南省科技攻关计划(202102310638);河南省高校科技创新团队支持计划(21IRTSHN018)。

摘　　要：为了提高控制图监控多元自相关过程小波动的效率,研究具有可变抽样区间(VSI)的残差MEWMA控制图。首先,对残差MEWMA控制图进行可变抽样区间设计,用蒙特卡罗模拟方法计算其平均报警时间。其次,对所设计的可变抽样区间残差MEWMA与固定抽样区间的残差MEWMA进行比较研究。结果表明,可变抽样区间残差MEWMA控制图监控效率优于固定抽样区间的残差MEWMA控制图,能更快地发现过程中的变化。然后,通过对比研究得出,VSI残差MEWMA控制图的受控性能优于VSI MEWMA控制图。最后,研究平滑系数对过程监控性能的影响,得出过程波动较小时,采用较小的平滑系数;分析自相关系数对过程监控性能的影响关系,得出对于相同波动,相关系数越小,VSI MEWMA残差控制图的监控效果越好。To improve the monitoring efficiency for multivariate autocorrelation process,residual MEWMA control chart with variable sampling intervals(VSI)was studied.Firstly,residual MEWMA control chart with variable sampling intervals for monitoring multivariate autocorrelation process was designed,and Monte Carlo simulation method was used to calculate the average time to signal.Secondly,the designed residual MEWMA control chart was compared with the residual MEWMA control chart in the fixed sampling interval by using the average time to signal as the evaluation criterion.The computing results showed that VSI residual MEWMA control chart was more efficient in detecting shifts than the fixed sampling interval(FSI)residual MEWMA control chart.Thirdly,through comparative study,it was concluded that the control performance of VSI residual MEWMA control chart was better than that of VSI MEWMA control chart.Finally,the influence of different smoothing coefficients on process monitoring performance was analyzed,and the smaller smoothing coefficient should be adopted when the process fluctuation was small.By analyzing the influence of different autocorrelation coefficients on process monitoring performance,it was concluded that for the same fluctuation,the smaller the correlation coefficient,the better the monitoring effect of VSI MEWMA residual control chart.

关 键 词：可变抽样区间 残差MEWMA控制图 平均报警时间 蒙特卡罗模拟 

分 类 号：O213.1[理学—概率论与数理统计]