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Dissertations / Theses on the topic 'Average run length (ARL)'

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Published: 4 June 2021

Last updated: 25 July 2025

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1

Zhang, Xiang. "Dynamic Probability Control Limits for Risk-Adjusted Bernoulli Cumulative Sum Charts." Diss., Virginia Tech, 2015. http://hdl.handle.net/10919/77889.

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The risk-adjusted Bernoulli cumulative sum (CUSUM) chart developed by Steiner et al. (2000) is an increasingly popular tool for monitoring clinical and surgical performance. In practice, however, use of a fixed control limit for the chart leads to quite variable in-control average run length (ARL) performance for patient populations with different risk score distributions. To overcome this problem, the simulation-based dynamic probability control limits (DPCLs) patient-by-patient for the risk-adjusted Bernoulli CUSUM charts is determined in this study. By maintaining the probability of a false

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2

Hackl, Peter, and Michael Maderbacher. "On the Robustness of the Rank-Based CUSUM Chart against Autocorrelation." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 1999. http://epub.wu.ac.at/1764/1/document.pdf.

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Even a modest positive autocorrelation results in a considerable increase in the number of false alarms that are produced when applying a CUSUM chart. Knowledge of the process to be controlled allows for suitable adaptation of the CUSUM procedure. If one has to suspect the normality assumption, nonparametric control procedures such as the rank-based CUSUM chart are a practical alternative. The paper reports the results of a simulation study on the robustness (in terms of sensitivity of the ARL) of the rank-based CUSUM chart against serial correlation of the control variable. The results indica

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3

Chin, Chang-Ho. "Optimal filter design approaches to statistical process control for autocorrelated processes." Texas A&M University, 2004. http://hdl.handle.net/1969.1/2776.

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Statistical Process Control (SPC), and in particular control charting, is widely used to achieve and maintain control of various processes in manufacturing. A control chart is a graphical display that plots quality characteristics versus the sample number or the time line. Interest in effective implementation of control charts for autocorrelated processes has increased in recent years. However, because of the complexities involved, few systematic design approaches have thus far been developed. Many control charting methods can be viewed as the charting of the output of a linear filter applied

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4

JARDIM, FELIPE SCHOEMER. "XBAR CHART WITH ESTIMATED PARAMETERS: THE AVERAGE RUN LENGTH DISTRIBUTION AND CORRECTIONS TO THE CONTROL LIMITS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2018. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34608@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO<br>Os gráficos de controle estão entre as ferramentas indispensáveis para monitorar o desempenho de um processo em várias indústrias. Quando estimativas de parâmetros são necessárias para projetar esses gráficos, seu desempenho é afetado devido aos erros de estimação. Para resolver esse problema, no passado, pesquisadores avaliavam o desempenho desses métodos

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5

Rehmert, Ian Jon. "A Performance Analysis of the Minimax Multivariate Quality Control Chart." Thesis, Virginia Tech, 1997. http://hdl.handle.net/10919/35747.

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A performance analysis of three different Minimax control charts is performed with respect to their Chi-Square control chart counterparts under several different conditions. A unique control chart must be constructed for each process described by a unique combination of quality characteristic mean vector and associated covariance matrix. The three different charts under consideration differ in the number of quality characteristic variables of concern. In each case, without loss of generality the in-control quality characteristic mean vector is assumed to have zero entries

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6

Ryan, Anne Garrett. "Surveillance of Poisson and Multinomial Processes." Diss., Virginia Tech, 2011. http://hdl.handle.net/10919/26549.

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As time passes, change occurs. With this change comes the need for surveillance. One may be a technician on an assembly line and in need of a surveillance technique to monitor the number of defective components produced. On the other hand, one may be an administrator of a hospital in need of surveillance measures to monitor the number of patient falls in the hospital or to monitor surgical outcomes to detect changes in surgical failure rates. A natural choice for on-going surveillance is the control chart; however, the chart must be constructed in a way that accommodates the situation at hand.

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7

Kim, Keunpyo. "Process Monitoring with Multivariate Data:Varying Sample Sizes and Linear Profiles." Diss., Virginia Tech, 2003. http://hdl.handle.net/10919/29741.

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Multivariate control charts are used to monitor a process when more than one quality variable associated with the process is being observed. The multivariate exponentially weighted moving average (MEWMA) control chart is one of the most commonly recommended tools for multivariate process monitoring. The standard practice, when using the MEWMA control chart, is to take samples of fixed size at regular sampling intervals for each variable. In the first part of this dissertation, MEWMA control charts based on sequential sampling schemes with two possible stages are investigated. When sequential s

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8

Pedrini, Danilo Cuzzuol. "Proposta de um método para aplicação de gráficos de controle de regressão no monitoramento de processos." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2009. http://hdl.handle.net/10183/17154.

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O presente trabalho propõe um método para a aplicação do gráfico de controle de regressão para o monitoramento de processos industriais. O método proposto inclui uma modificação do gráfico de controle de regressão múltipla, permitindo o monitoramento direto da característica de qualidade do processo ao invés do monitoramento dos resíduos padronizados do modelo de regressão, facilitando a interpretação dos operadores do processo. O método é dividido em duas fases principais: (i) Fase I - análise retrospectiva e (ii) Fase II - monitoramento do processo. A Fase I é composta pela coleta das amostr

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9

Li, Lingjun. "Statistical Inference for Change Points in High-Dimensional Offline and Online Data." Kent State University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=kent1586206330858843.

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10

Eger, Karl-Heinz. "A CUSUM test for discrete monitoring of intensity of a Poisson process." Universitätsbibliothek Chemnitz, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-201000862.

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This paper deals with CUSUM tests for monitoring of intensity parameter of a Poisson process if this process can be observed in a restricted manner only at pregiven equidistant time points. In this case the process can be monitored by means of a CUSUM test for the parameter of a corresponding Poisson distribution. For rational reference parameter values the computation of average run length is reduced to that of solving of a system of simultaneous linear equations. The performance of obtained CUSUM tests is discussed by means of corresponding examples.

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11

Eger, Karl-Heinz, and Evgeni Borisovich Tsoy. "CUSUM tests based on grouped observations." Universitätsbibliothek Chemnitz, 2009. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200901820.

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This paper deals with CUSUM tests based on grouped or classified observations. The computation of average run length is reduced to that of solving of a system of simultaneous linear equations. Moreover a corresponding approximation based on the Wald approximations for characteristics of sequential likelihood ratio tests is presented. The effect of grouping is investigated with a CUSUM test for the mean of a normal distribution based on F-optimal grouping schemes. The considered example demonstrates that hight efficient CUSUM tests can be obtained for F-optimal grouping schemes already with a s

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12

Mendes, Amanda dos Santos. "Gráficos de controle fuzzy para o monitoramento da média e amplitude de processos univariados /." Guaratinguetá, 2019. http://hdl.handle.net/11449/180937.

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Orientador: Marcela Aparecida Guerreiro Machado Freitas<br>Resumo: O controle de qualidade, principalmente por meio do uso de gráficos de controle, torna-se essencial na indústria para garantir um processo livre de causas especiais de variabilidade. Como os dados amostrais podem incluir incertezas advindas da subjetividade humana e dos sistemas de medição, a teoria dos conjuntos fuzzy pode ser aplicada aos gráficos de controle quando dados precisos não estiverem disponíveis. Para tal feito, os valores da característica de qualidade são fuzzificados a partir da inserção de incertezas e transfor

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13

Lin, Yi-Fan. "Bayesian interval estimation and performance measurement." Thesis, 2019. http://hdl.handle.net/1959.13/1407919.

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Research Doctorate - Doctor of Philosophy (PhD)<br>Background: Quality measurement and reporting systems are used in healthcare internationally. Clinical indicators are increasingly being used to assess, compare and improve the quality of care provided by health care systems. In Australia, the Australian Council on Healthcare Standards records and reports hundreds of clinical indicators nationally across the healthcare system. These indicators are measures of performance in the clinical setting, and are used as a screening tool to help assess whether a standard of care is being met. Existing a

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14

Yu-Chin, Chu. "Variance Reduction Techniques for Estimating the Xbar Chart Average Run Length." 2006. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0017-1901200710305055.

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15

Chu, Yu-Chin, and 朱育瑾. "Variance Reduction Techniques for Estimating the Xbar Chart Average Run Length." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/12233300489763597019.

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碩士<br>中原大學<br>工業工程研究所<br>94<br>We propose variance reduction methods to reduce the variance for estimating the average run length in Shewart control chart. When the data { } are not independently, analytical computation of ARL may be difficult. In this case, the simulation approach is an obvious choice, but the variance of ARL is large. In the Shewhart chart, the in-control run length N for independent data is a geometric random variable with mean and variance , where is the probability that an point falls outside the control limits when the process is in control. Since is usually sm

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16

Hong, Ding-Kai, and 洪鼎凱. "A Simulation Study on the Average Run Length of Moving Range Control Charts." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/7s9dy3.

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碩士<br>國立臺中科技大學<br>財務金融系碩士班<br>101<br>Control chart is one of seven quality control tools which can be used on the process to give an appropriate monitoring and judgment. When the process is out of control, the control chart can detect the process variation such that some actions may be taken before producing much more defective products. In this study, we use the framework of the moving range control charts to probe the influence of expansion of standard deviation on average run length performance under different types of data. According to our simulation results, we find that there exist sign

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17

曾鈺婷. "Concept of Average Run Length for Coverage Interval & p values for Gene Expression Analysis." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/12876198101850364007.

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18

Gregório, Inês Silva Matos. "Avaliação do desempenho da carta CUSCORE: estudo comparativo com a estatística CUSUM." Master's thesis, 2015. http://hdl.handle.net/10362/16304.

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A evolução da qualidade tem sido fundamental na monitorização de processos produtivos, quer de produtos ou de serviços, e é um conceito que está cada vez mais presente nas organizações. Actualmente existem diversas metodologias que auxiliam e contribuem para o alcance da qualidade, sendo o controlo estatístico do processo uma das que mais se destaca em contexto industrial, representada pela aplicação das cartas de controlo. As cartas de controlo são ferramentas que têm cativado o interesse das organizações que se dedicam a processos industriais modernos. No entanto, existem alguns factores, n

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