本文提供了一个基于次序秩的非参数EWMA联合控制图(DNE)用于监测位置参数的持续性漂移。这是一个自启动控制图,不用累积大量可控样本数据,可以用于监控开始阶段。同时,我们不需要预先知道样本的分布,也不需要预先调整任何参数。通过数据模拟研究显示出这个控制图不仅在各种不同分布下具有很好的稳健性,并且对各种大小的漂移都很有效。文章最后通过工业上一个真实例子表明,这个控制图在实际应用中有着非常好的表现。
In this paper, we provide a sequential rank-based dual nonparametric EWMA (DNE) control chart for detecting the persistent shift in the location parameter. This DNE chart is a self-starting scheme and thus can be used to monitor processes at the start-up stages rather than waiting for the accumulation of sufficiently large calibration samples. Moreover, we do not require any prior knowledge of the underlying distribution, and to pre-specify any tuning parameter either. A simulation study demonstrates that the proposed control chart not only performs robustly for different distributions, but also is efficient in detecting various magnitude of shifts. A real-data example from manufacturing shows that it performs quite well in practical applications.