| Status | 已發表Published |
| Optimal Design of Cumulative Sum Control Charts Under Shift Uncertainty | |
Wenpo Huang1; Lianjie Shu1 ; Wei Jiang2
| |
| 2013-08 | |
| Conference Name | 59th ISI World Statistics Congress |
| Source Publication | Proceedings 59th ISI World Statistics Congress
 |
| Pages | 3988-3993 |
| Conference Date | 25-30 August 2013 |
| Conference Place | Hong Kong |
| Abstract | This paper considers efficient design of the cumulative sum (CUSUM) control chart for detecting process mean shifts with unknown magnitude. A fast and accurate algorithm based on the gradient method is developed for this purpose. Optimal design parameters are obtained and compared with the one obtained through simulations in literature. The gradient-based method is shown to provide more accurate and faster design of the CUSUM chart under uncertainty than using Monte Carlo simulations. |
| Keyword | Average Run Length Simulation Statistical Process Control |
| Language | 英語English |
| Document Type | Conference paper |
| Collection | DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
| Affiliation | 1.Faculty of Business Administration, University of Macau 2.Antai College of Economics and Management, Shanghai Jiaotong University |
| First Author Affilication | Faculty of Business Administration |
| Recommended Citation GB/T 7714 | Wenpo Huang,Lianjie Shu,Wei Jiang. Optimal Design of Cumulative Sum Control Charts Under Shift Uncertainty[C], 2013, 3988-3993. |
| APA | Wenpo Huang., Lianjie Shu., & Wei Jiang (2013). Optimal Design of Cumulative Sum Control Charts Under Shift Uncertainty. Proceedings 59th ISI World Statistics Congress, 3988-3993. |
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