doi: 10.17706/ijapm.2016.6.4.165-171
Robustness of Memory-Type Charts to Skew Processes
Saowanit Sukparungsee
- Department of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology
Abstract
This paper aims to study the robustness of Double Exponentially Weighted Moving Average (DEWMA) in order to detect a change in parameter when process are underlying skew distributions. In general, an Average Run Length (ARL) is used as a common measurement to compare the performance of control chart in term of quick detection. The performance of GWMA chart are compared with Exponentially Weighted Moving Average (EWMA) and Generally Weighted Moving Average Control Chart (GWMA) charts which the former outperforms and give a minimal ARL1 for all magnitudes of shift.
Keywords
- Performance
- monitoring
- skewness
- control chart
How to Cite
Saowanit Sukparungsee, "Robustness of Memory-Type Charts to Skew Processes," International Journal of Applied Physics and Mathematics, vol. 6, no. 4, pp. 165-171, 2016. https://doi.org/ 10.17706/ijapm.2016.6.4.165-171
Copyright & License
Copyright © 2016 by the authors. This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).