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Exponential cumulative sums chart for detecting shifts in time-between-events

Author

Listed:
  • Liang Qu
  • Michael B.C. Khoo
  • Philippe Castagliola
  • Zhen He

Abstract

Time-between-events (TBE) charts use the time interval T between events to monitor process shifts (or failure rates λ). This paper presents a two-sided TBE cumulative sums (CUSUM) chart called a weighted CUSUM(WCUSUM)chart for detecting either a deterioration (decrease in T) or an improvement (increase in T) in the condition of a process. A new kind of WCUSUM chart that has an additional charting power parameter w is proposed here. A WCUSUM chart’s efficiency can be improved by using the parameter w, based on an estimated value of the mean shift. In addition, a methodology and optimal design are presented for minimising the average loss. Construction of the WCUSUM chart is illustrated by considering a random shift δ in λ (including both increasing and decreasing shifts) in the design.

Suggested Citation

  • Liang Qu & Michael B.C. Khoo & Philippe Castagliola & Zhen He, 2018. "Exponential cumulative sums chart for detecting shifts in time-between-events," International Journal of Production Research, Taylor & Francis Journals, vol. 56(10), pages 3683-3698, May.
    • Handle: RePEc:taf:tprsxx:v:56:y:2018:i:10:p:3683-3698
    DOI: 10.1080/00207543.2017.1412523
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    Cited by:

    1. Sajid Ali & Shayaan Rajput & Ismail Shah & Hassan Houmani, 2023. "Process Monitoring Using Truncated Gamma Distribution," Stats, MDPI, vol. 6(4), pages 1-25, December.
    2. Sabri-Laghaie, Kamyar & Fathi, Mahdi & Zio, Enrico & Mazhar, Maryam, 2022. "A novel reliability monitoring scheme based on the monitoring of manufacturing quality error rates," Reliability Engineering and System Safety, Elsevier, vol. 217(C).

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