非参数过程位置与尺度参数联合监测的EEWMA-Lepage控制图
Distribution-Free EEWMA-Lepage Control Chart for Joint Monitoring of Location and Scale Parameters
摘要: 针对非参数过程的质量控制问题，构建了可以联合监测过程位置参数和尺度参数的Lepage样本统计量，在EWMA图统计量中整合Lepage的历史、当前以及最新差异信息，提出了扩展EWMA-Lepage(EEWMA-Lepage, EEL)控制图及其时变控制限方案(EEL-TV)和稳态控制限方案(EEL-SS)，通过对过程位置与尺度参数的联合监控实现了非参数过程的质量控制。实验结果表明，以过程运行长度的均值、标准差和百分位数作为控制图性能的评价指标，EEL控制图具备对不同过程分布良好的稳健性和对过程参数小漂移比EWMA-Lepage控制图更优的监测性能。
Abstract: Aiming at the problem on quality control of distribution-free process, we propose an extended EWMA (EEWMA-Lepage, EEL) control chart and design its corresponding time-varying scheme (EEL-TV) and steady-state scheme (EEL-SS), through constructing the Lepage sample statistic of joint monitoring on process’ location and scale parameters, integrating the sample history, current and latest difference information into EWMA chart statistic, and joint-monitor the process location and scale parameters to realize the quality control of distribution-free process. The numerical simulation results show that the EEL control chart provides a strong robustness to different process distributions and better monitoring performance on small-shift-monitoring of process parameters than EWMA-Lepage control chart, using the mean, standard deviation and percentiles of process running length as performance-evaluation indexes of control chart.
文章引用：王佳颖, 宋学力, 胡小红, 卿晶, 王凯明. 非参数过程位置与尺度参数联合监测的EEWMA-Lepage控制图[J]. 应用数学进展, 2024, 13(12): 5198-5216. https://doi.org/10.12677/aam.2024.1312502

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