通用型指数加权移动平均控制图的设计  

Design of Universal Exponential Weighted Moving Average Control Chart

作　　者：权政 樊树海[1] 徐滨 Quan Zheng;Fan Shuhai;Xu Bin(School of Economics and Management,Nanjing Tech University,Nanjing 211816,China)

机构地区：[1]南京工业大学经济与管理学院,南京211816

出　　处：《统计与决策》2023年第8期30-34,共5页Statistics & Decision

基　　金：国家自然科学基金资助项目(71171110,71671089);国家社会科学基金资助项目(20BGL025)。

摘　　要：为提高质量控制图监测微小到中等过程偏移的灵敏度,文章提出一种新的用于过程均值监控的通用型指数加权移动平均(UEWMA)控制图,该控制图是EWMA控制图的一般性推广,根据数据特征,自定义选取平滑系数λ_(1),λ_(2),…,λ_(s),使控制效果达到最优;给出UEWMA控制图的均值与控制限的求取方法,并推导出平均运行长度(ARL)和运行长度标准偏差(SDRL);最后,研究平滑系数对该控制图性能的影响,并将其与现有控制图监测微小到中等过程偏移的灵敏度进行比较。研究结果表明,UEWMA控制图通过数据特征设计平滑系数,具有灵活性好、灵敏度高、扩展性强和控制效果好的特点。In order to improve the sensitivity of quality control chart in monitoring small-to-moderate process deviation,this paper proposes a new universal exponential weighted moving average(UEMWA)control chart for process mean monitoring.The control chart is a general popularization of EWMA control chart.According to the data characteristics,the customized selection of smoothing coefficient λ_(1),λ_(2),……λ_(s) is made to achieve the best control effect.Then the method of calculating the mean value and control limit of UEWMA control chart is presented,and the average run length(ARL)and standard deviation run length(SDRL)are derived.Finally,the influence of smoothness coefficient on the performance of the control chart is studied and compared with the sensitivity of the existing control chart for monitoring small-to-moderate shifts.The results show that UEWMA control chart has high flexibility and sensitivity,strong expansibility and excellent control effect by designing the smoothing coefficient according to the data characteristics.

关 键 词：UEWMA 质量控制图 平均运行长度 统计过程控制 

分 类 号：F273.2[经济管理—企业管理] TP273[经济管理—国民经济]