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DESIGNS OF MOVING AVERAGE CONTROL CHART

机译:移动平均控制图的设计

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The cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) charts are often recommended for process monitoring when a quick detection of small or moderate sustained shifts in the process mean is desired. In general, the moving average (MA) chart is slightly less sensitive than the EWMA or CUSUM chart in detecting the intended shift but the overall performance is quite similar. The in-control run length distributions of the MA chart and the corresponding EWMA chart are nearly identical. The MA chart is much simpler to understand because it is based on the simple average, and the MA is used widely in the financial sector for smoothing stock and index trends. We develop a simple design procedure for the MA chart and the combined MA-Shewhart scheme for an easy implementation.
机译:当需要快速检测过程平均值中的小幅或中等持续变化时,通常建议使用累积总和(CUSUM)和指数加权移动平均值(EWMA)图进行过程监视。通常,移动平均线(MA)图表在检测预期的偏移时比EWMA或CUSUM图表敏感度稍低,但是总体性能非常相似。 MA图和相应的EWMA图的控制内运行长度分布几乎相同。均线图表更易于理解,因为它基于简单的平均值,并且均线在金融领域广泛用于平滑股票和指数趋势。我们为MA图表和组合的MA-Shewhart方案开发了一个简单的设计程序,以便于实施。

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