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GLR Charts for Simultaneously Monitoring a Sustained Shift and a Linear Drift in the Process Mean
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  • GLR Charts for Simultaneously Monitoring a Sustained Shift and a Linear Drift in the Process Mean
  • GLR Charts for Simultaneously Monitoring a Sustained Shift and a Linear Drift in the Process Mean
저자명
Choi. Mi Lim,Lee. Jaeheon
간행물명
Communications for statistical applications and methods
권/호정보
2014년|21권 1호|pp.69-80 (12 pages)
발행정보
한국통계학회
파일정보
정기간행물|ENG|
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기타
이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
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기타언어초록

This paper considers the problem of monitoring the mean of a normally distributed process variable when the objective is to effectively detect both a sustained shift and a linear drift. The design and application of a generalized likelihood ratio (GLR) chart for simultaneously monitoring a sustained shift and a linear drift are evaluated. The GLR chart has the advantage that when we design this chart, we do not need to specify the size of the parameter change. The performance of the GLR chart is compared with that of other control charts, such as the standard cumulative sum (CUSUM) charts and the cumulative score (CUSCORE) charts. And we compare the proposed GLR chart with the GLR charts designed for monitoring only a sustained shift and for monitoring only a linear drift. Finally, we also compare the proposed GLR chart with the chart combinations. We show that the proposed GLR chart has better overall performance for a wide range of shift sizes and drift rates relative to other control charts, when a special cause produces a sustained shift and/or a linear drift in the process mean.