charts with Monte Carlo (MC) simulation techniques,
including the following methods.
3.1 Average Run Length (ARL)
The Average Run Length (ARL) is a commonly used
metric to evaluate a control chart's effectiveness. ARL
measures the control chart's effectiveness in
identifying outliers in the production process. It
measures how quickly the process parameter shifts are
identified on the chart. The average number of data
points (ARL) that must be plotted before one point
indicates an out-of-control condition, which is
represented by ARL0 and ARL1, respectively,
representing the in-control and out-of-control
processes. The ARL can be determined as follows:
(13)
In this case, the sample being examined before the
process surpasses the control limits for the first time is
indicated by RLj. T is set to 200,000, is the number of
experiment repetitions in the simulation during round
j.
3.2 Standard Deviation of Run Length (SRL)
The standard deviation of the run length (SRL) can be
computed as follows:
(14)
3.3 Median Run Length (MRL)
The middle of RLj points plotted on a chart before an
out-of-control signal is given is called the median run
length, or MRL. Thus, the MRL is calculated as
follows:
(15)
4 Numerical Results
The numerical results of this research are divided into
three parts. Part 1 focuses on assessing the efficiency
of the MA-EWMAS chart. Part 2 involves comparing
the efficiency of control charts, and Part 3 explores
the application of these charts to real-world data in
that order.
4.1 Average Run Length of MA-EWMAS
Chart
A performance metric is the average run length
(ARL). The estimated number of samples needed until
a control chart indicates an out-of-control condition is
indicated by the ARL0. A large ARL0 is desirable
when there is no change in the process variability.
However, in the scenario where the process variability
shifts from
to
,
a small ARL1 value is
preferred. Monte Carlo simulations estimate the
average run lengths of the MA-EWMAS chart that are
in control and out-of-control, considering different
shifts in the process standard deviation. The in-control
process is assumed to follow a normal distribution
with parameters Normal
while the out-of-
control process is supposed to be normally distributed
as Normal
The shift values are represented as
where
takes on values in the set {1.01,
1.025, 1.05, 1.10, 1.20, 1.50, 2.00}. It is assumed that
= 0 and
= 1, ensuring that the chart's in-control
average run length (ARL0) is approximately 370.
Table 1, Table 2 and Table 3 display the ARL of
the MA- EWMAS chart for sample sizes of
= 5, 10,
and 15, respectively, with the weighting parameter of
the data
as 0.5 and the width
of the MA-
EWMAS chart are 2, 5, 10 and 15. The results showed
that in Table 1, when the number of subgroups is 5,
the optimal width parameter
for the MA-
EWMAS chart, when the shift value is set to 1.01, is 2.
Next, in Table 2, the optimal width parameter
for
the MA-EWMAS chart, when the shift value is set to
1.025, is determined to be 5. Finally, in Table 3, the
optimal width parameter
for the MA-EWMAS
chart, when the shift value is greater than 1.05, the
value of width
is determined to be 15, resulting
in the lowest ARL1. Additionally, the number of
subgroups is 10 and 15. The result indicates that the
optimal width parameter
for the MA-EWMAs
chart, when the shift value is equal to 1.01, is found to
be 2, and when the shift value starts from 1.025 and
upwards, it is found to be 15.
Additionally, the efficiency of the MA-EWMAS
chart increases performance as the width
is
augmented across all levels of parameter changes. At
the same time, the subgroup size (k) does not impact
the proposed chart’s performance.
Table 4, Table 5 and Table 6 displays the
performance of the MA-EWMAS chart for sample
sizes of k = 5, 10, and 15, respectively, with the
weighting factor of the past data
based on the
value in the set {0.05, 0.2, 0.25, 0.50} and the width
WSEAS TRANSACTIONS on SYSTEMS and CONTROL
DOI: 10.37394/23203.2024.19.23
Suganya Phantu, Yupaporn Areepong, Saowanit Sukparungsee