Efficient Monitoring of Autoregressive and Moving Average Process using HWMA Control Chart

Y. Areepong, S. Sukparungsee, Tanapat Anusas-Amornkul
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Abstract

Quality control is an essential process for manufacturing and industry because it enhances product quality, consumer satisfaction, and overall profitability. Among many other statistical process control tools, quality practitioners typically employ control charts to monitor the industrial process and detect production changes. Control charts are widely used to detect flaws in many applications, such as distributed circuits and systems, electronic devices, and systems and signals. In this study, we derived an explicit formula for Average Run Length (ARL) of the Homogenously Weighted Moving Average control chart (HWMA) under the ARMA (p,q) process. The accuracy was checked using the numerical integral equation (NIE) technique. The finding showed that the explicit formulas and numerical solutions presented an outstanding level of agreement. However, the computational time for the explicit formulas was approximately one second, which was less than that required for the NIE. Moreover, the performance efficiency of the HWMA control chart is compared with the cumulative sum control chart for ARMA (p, q) processes including ARMA (2,1), ARMA (2,3), and ARMA (1,1) processes. The results found that the HWMA control chart performance is found to be preferable to the CUSUM control chart performance. Additionally, the explicit formula of the HWMA control chart was implemented in a practical application of the count of nonconformities in printed circuit boards (PCBs).
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利用 HWMA 控制图高效监测自回归和移动平均过程
质量控制是制造业和工业的重要流程,因为它能提高产品质量、消费者满意度和整体盈利能力。在许多其他统计过程控制工具中,质量工作者通常使用控制图来监控工业过程和检测生产变化。控制图被广泛用于检测许多应用中的缺陷,如分布式电路和系统、电子设备以及系统和信号。在本研究中,我们推导出了 ARMA(p,q)过程下均质加权移动平均控制图(HWMA)的平均运行长度(ARL)的明确公式。使用数值积分方程(NIE)技术检验了其准确性。研究结果表明,显式公式和数值解的一致性非常好。然而,显式公式的计算时间约为一秒,少于数值积分方程所需的时间。此外,还比较了 HWMA 控制图与 ARMA (p, q) 过程(包括 ARMA (2,1)、ARMA (2,3) 和 ARMA (1,1))累积和控制图的性能效率。结果发现,HWMA 控制图的性能优于 CUSUM 控制图。此外,HWMA 控制图的显式公式在印刷电路板(PCB)不合格计数的实际应用中得到了实施。
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