CUSUM procedures with probability control limits for monitoring processes with variable sample sizes
Huang,Wenpo1; Shu,Lianjie2; Woodall,William H.3; Tsui,Kwok Leung4
2016-08-02
Source PublicationIIE Transactions (Institute of Industrial Engineers)
ISSN15458830 0740817X
Volume48Issue:8Pages:759-771
Abstract

Control charts are usually designed with constant control limits. In this article, we consider the design of control charts with probability control limits aimed at controlling the conditional false alarm rate at the desired value at each time step. The resulting control limits are dynamic and thus are more general and capable of accommodating more complex situations in practice as compared with the use of a constant control limit. We consider the situation when the sample sizes are varying over time, with a primary focus on the CUmulative SUM (CUSUM)-type control charts. Unlike other methods, no assumptions about future sample sizes are required with our approach. An integral equation approach is developed to facilitate the design and analysis of the CUSUM control chart with probability control limits. The relationship between the CUSUM charts using probability control limits and the CUSUM charts with a fast initial response feature is investigated.

KeywordCumulative Sum Dynamic Control Limits Fast Initial Response Integral Equation
DOI10.1080/0740817X.2016.1146422
URLView the original
Indexed BySCIE
Language英语
WOS Research AreaEngineering ; Operations Research & Management Science
WOS SubjectEngineering, Industrial ; Operations Research & Management Science
WOS IDWOS:000379943000006
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Citation statistics
Cited Times [WOS]:10   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT
Corresponding AuthorWoodall,William H.
Affiliation1.Antai College of Economics and Management,Shanghai Jiao Tong University,,Shanghai,China
2.Faculty of Business Administration,University of Macau,,Macau,Macao
3.Department of Statistics,Virginia Tech,,Blacksburg,United States
4.Department of Systems Engineering and Engineering Management,City University of Hong Kong,,Hong Kong,Hong Kong
Recommended Citation
GB/T 7714
Huang,Wenpo,Shu,Lianjie,Woodall,William H.,et al. CUSUM procedures with probability control limits for monitoring processes with variable sample sizes[J]. IIE Transactions (Institute of Industrial Engineers),2016,48(8):759-771.
APA Huang,Wenpo,Shu,Lianjie,Woodall,William H.,&Tsui,Kwok Leung.(2016).CUSUM procedures with probability control limits for monitoring processes with variable sample sizes.IIE Transactions (Institute of Industrial Engineers),48(8),759-771.
MLA Huang,Wenpo,et al."CUSUM procedures with probability control limits for monitoring processes with variable sample sizes".IIE Transactions (Institute of Industrial Engineers) 48.8(2016):759-771.
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