A head-to-head comparison of the out-of-control performance of control charts adjusted for parameter estimation. Issue Volume 32:Issues 4(2020) (1st October 2020)

• Record Type: Journal Article
• Authors: Diko, Mandla D.; Goedhart, Rob; Does, Ronald J. M. M.
• Is Part Of: Quality engineering. Volume 32:Issues 4(2020)
• Page Start: 643
• Page End: 652
• Publication Date: 2020-10-01
• Subjects: control charts -- CUSUM control chart -- EWMA control charts -- process monitoring -- statistical process control; Quality control -- Periodicals; Production management -- Quality control -- Periodicals; 658.5
• DOI: 10.1080/08982112.2019.1666140
• Languages: English
• ISSNs: 0898-2112

Abstract

Abstract: When in-control process parameters are estimated, this can have a substantial effect on the control chart performance. In particular, it may lead to high false alarm rates for a large number of practitioners. In recent literature, control limit adjustments have been proposed for Shewhart, CUSUM and EWMA control charts in order to provide a specified in-control performance with a specified high probability. In this paper, we compare the out-of-control performance of these adjusted Shewhart, CUSUM and EWMA control charts for sustained shifts in the process mean. We find that the CUSUM control chart has faster detection of sustained shifts compared to both the EWMA and Shewhart control charts. This finding generalizes to almost all shift sizes and estimation errors considered in this paper. The performance of the EWMA is not far worse than that of the CUSUM, but the Shewhart control chart is much slower in detecting sustained shifts in the mean compared to these other two charts.