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The purpose of this paper is to investigate and review the impact of the use of statistical quality control (SQC) development and analytical and numerical methods on average run length for econometric applications.

This study used several academic databases to survey and analyze the literature on SQC tools, their characteristics and applications. The surveys covered both parametric and nonparametric SQC.

This survey paper reviews the literature both control charts and methodology to evaluate an average run length (ARL) which the SQC charts can be applied to any data. Because of the nonparametric control chart is an alternative effective to standard control charts. The mixed nonparametric control chart can overcome the assumption of normality and independence. In addition, there are several analytical and numerical methods for determining the ARL, those of methods; Markov Chain, Martingales, Numerical Integral Equation and Explicit formulas which use less time consuming but accuracy. New ideas of mixed parametric and nonparametric control charts are effective alternatives for econometric applications.

In terms of mixed nonparametric control charts, this can be applied to all data which no limitation in using of the proposed control chart. In particular, the data consist of volatility and fluctuation usually occurred in econometric solutions. Furthermore, to find the ARL as a performance measure, an explicit formula for the ARL of time series data can be derived using the integral equation and its accuracy can be verified using the numerical integral equation.

The purpose of this study is to propose an effective unsupervised one-class-classifier (OCC) support vector machine (SVM)-based single multivariate control chart (OCC-SVM) to simultaneously monitor “location” and “scale” shifts of a manufacturing process.

The step-by-step approach to developing, implementing and fine-tuning the intrinsic parameters of the OCC-SVM chart is demonstrated based on simulation and two real-life case examples.

A comparative study, considering varied known and unknown response distributions, indicates that the OCC-SVM is highly effective in detecting process shifts of samples with individual observations. OCC-SVM chart also shows promising results for samples with a rational subgroup of observations. In addition, the results also indicate that the performance of OCC-SVM is unaffected by the small reference sample size.

The sample responses are considered identically distributed with no significant multivariate autocorrelation between sample observations.

The proposed easy-to-implement chart shows satisfactory performance to detect an out-of-control signal with known or unknown response distributions.

Various multivariate (e.g. parametric or nonparametric) control chart(s) are recommended to monitor the mean (e.g. location) and variance (e.g. scale) of multiple correlated responses in a manufacturing process. However, real-life implementation of a parametric control chart may be complex due to its restrictive response distribution assumptions. There is no evidence of work in the open literature that demonstrates the suitability of an unsupervised OCC-SVM chart to simultaneously monitor “location” and “scale” shifts of multivariate responses. Thus, a new efficient OCC-SVM single chart approach is proposed to address this gap to monitor a multivariate manufacturing process with unknown response distributions.

The purpose of this paper is to develop an exponentially weighted moving average (EWMA) control chart based on the Wilcoxon rank-sum (WRS) statistic using repetitive sampling to improve the sensitivity of the EWMA control chart to process mean shifts regardless of the prior knowledge of the underlying process distribution.

The proposed chart is developed without any distributional assumption of the underlying quality process for monitoring the location parameter. The authors developed formulae as well as algorithms to facilitate the design and implementation of the proposed chart. The performance of the proposed chart is investigated in terms of the average run-length, standard deviation of the run-length (RL), average sample size and percentiles of the RL distribution. Numerical examples are given as illustration of the design and implementation of the proposed chart.

The proposed control chart presents very attractive RL properties and outperforms the existing nonparametric EWMA control chart based on the WRS in the detection of the mean process shifts in many situations. However, the performance of the proposed chart relatively deteriorates for small phase I sample sizes.

This study develops a new control chart for monitoring the process mean using a two-sample test regardless of the nature of the underlying process distribution. The proposed control chart does not require any assumption on the type (or nature) of the process distribution. It requires a small number of subgroups in order to reach stability in the phase II performance.

The purpose of this paper is to develop a new easy-to-implement distribution-free integrated multivariate statistical process control (MSPC) approach with an ability to recognize out-of-control points, identify the key influential variable for the out-of-control state, and determine necessary changes to achieve the state of statistical control.

The proposed approach integrates the control chart technique, the Mahalanobis-Taguchi System concept, the Andrews function plot, and nonlinear optimization for multivariate process control. Mahalanobis distance, Taguchi’s orthogonal array, and the main effect plot concept are used to identify the key influential variable responsible for the out-of-control situation. The Andrews function plot and nonlinear optimization help to identify direction and necessary correction to regain the state of statistical control. Finally, two different real life case studies illustrate the suitability of the approach.

The case studies illustrate the potential of the proposed integrated multivariate process control approach for easy implementation in varied manufacturing and process industries. In addition, the case studies also reveal that the multivariate out-of-control state is primarily contributed by a single influential variable.

The approach is limited to the situation in which a single influential variable contributes to out-of-control situation. The number and type of cases used are also limited and thus generalization may not be debated. Further research is necessary with varied case situations to refine the approach and prove its extensive applicability.

The proposed approach does not require multivariate normality assumption and thus provides greater flexibility for the industry practitioners. The approach is also easy to implement and requires minimal programming effort. A simple application Microsoft Excel is suitable for online implementation of this approach.

The key steps of the MSPC approach are identifying the out-of-control point, diagnosing the out-of-control point, identifying the “influential” variable responsible for the out-of-control state, and determining the necessary direction and the amount of adjustment required to achieve the state of control. Most of the approaches reported in open literature are focused only until identifying influencing variable, with many restrictive assumptions. This paper addresses all key steps in a single integrated distribution-free approach, which is easy to implement in real time.

The purpose of this paper is to demonstrate the application of the control chart procedure to monitor the characteristics whose profile over time resembles a set of connected line segments.

Fit a regression spline model by taking the subgroup average of the characteristic as response variable and time as the explanatory variable. Then monitor the response variable using the regression spline control chart with the fitted model as center line and upper and lower control limits at three standard deviation units of the response variable above and below the center line.

The proposed chart is successfully deployed to monitor the daily response time profile of a client server of an application support process. The chart ensured the stability of the process as well as detected the assignable cause leading to the slowing down of the server performance.

The methodology can be used to monitor any characteristics whose performance profile over time resembles a set of connected line segments. Some of the examples are the consumption profile of utility providers like power distribution companies, usage profiles of telecom networks, loading profile of airline check-in process, e-commerce websites, etc.

To the best of the author’s knowledge, construction of control charts using regression spline is new. The usage of the control chart to monitor the performance characteristics which exhibits a nonlinear profile over time is also rare.

This study aims to properly and objectively assess the students’ study progress in bachelor programmes by applying statistical process control (SPC). Specifically, the authors focused their analysis on the variation in performance rates in business studies courses taught at a Spanish University.

A qualitative methodology was used, using an action-based case study developed in a public university. Previous research and theoretical issues related to quality indicators of the training programmes were discussed, followed by the application of SPC to assess these outputs.

The evaluation of the performance rate of the courses that comprised the training programs through the SPC revealed significant differences with respect to the evaluations obtained through traditional evaluation procedures. Similarly, the results show differences in the control parameters (central line and control interval), depending on the adopted approach (by programmes, by academic year and by department).

This study has inherent limitations linked to both the methodology and selection of data sources.

The SPC approach provides a framework to properly and objectively assess the quality indicators involved in quality assurance processes in higher education.

This paper contributes to the discourse on the importance of a robust and effective assessment of quality indicators of the academic curriculum in the higher education context through the application of quality control tools such as SPC.

The exponentially weighted moving average (EWMA) control charts are widely used in industries for monitoring small and moderate process shifts. The purpose of this paper is to develop an algorithm for the optimization design of the EWMA chart (known as MD‐EWMA chart).

The design algorithm adjusts the sample size n, sampling interval h, lower and upper control limits LCL and UCL, and the EWMA weight factor λ of the chart in an optimal manner in order to minimize the mean number of defective units (denoted as MD) produced per out‐of‐control case. The probability distribution of the random process shift (e.g. mean shift δ) is taken into account that may be modeled by a Rayleigh distribution based on the sample data acquired during the operation of the control chart.

The results of the comparison studies and an example show that the proposed MD‐EWMA chart is significantly superior to the Shewhart‐type MD‐X¯ chart and the other EWMA charts in terms of the overall mean defective MD.

As the economic charts, the proposed MD‐EWMA chart aims at reducing the quality cost. But the design of this chart only requires limited number of specifications that can be easily determined. Consequently, the MD chart provides the control chart designers with an alternative choice between the statistical design and the economic design. Specifically, the mean shift δ is handled as a random variable by using a parametric or nonparametric approach to manipulate the sample data of δ acquired during the operation of the control chart. The MD counts the number of defective units produced per out of control case; so the design of control chart based on MD is more realistic from a practical viewpoint. In addition, the design of MD‐EWMA chart combines forecasting with controlling methods of quality management.

When there is a change in a process, the MaxMin exponentially weighted moving average (EWMA) control chart shows which parameters have increased or decreased. The MaxMin EWMA may also be viewed as smoothed tolerance limits. Tolerance limits are limits that include a specific proportion of the population at a given confidence level. In the context of process control, they are used to make sure that production will not be outside specifications. In this article, we provide useful coverages for the MaxMin EWMA chart, when also used as tolerance limits. The proposed EWMA smoothed tolerance limits require relatively small sample sizes to attain useful coverages at high confidence levels. The MaxMin EWMA chart has already been successfully field‐tested and subsequently implemented with 100 multi‐stream processes.

This study aims to focus on proposing a new memory-type chart called progressive mean exponentially weighted moving average (PMEWMA) control chart. This memory-type chart is an improvement on the existing progressive mean control chart, to detect small and moderate shifts in a process.

The PMEWMA control chart is developed by using a cumulative average of the exponentially weighted moving average scheme known as the progressive approach. This scheme is designed based on the assumption that data follow a normal distribution. In addition, the authors investigate the robustness of the proposed chart to the normality assumption.

The variance and the mean of the scheme are computed, and the mean is found to be an unbiased estimator of the population mean. The proposed chart's performance is compared with the existing charts in the literature by using the average run-length as the performance measure. Application examples from the petroleum and bottling industry are also presented for practical considerations. The comparison shows that the PMEWMA chart is quicker in detecting small shifts in the process than the other memory-type charts covered in this study. The authors also notice that the PMEWMA chart is affected by higher kurtosis and skewness.

A new memory-type scheme is developed in this research, which is efficient in detecting small and medium shifts of a process mean.

The purpose of this paper is to evaluate the performance of a modified EWMA control chart (γEWMA control chart), which considers data distribution and incorporate its correlation structure, simulating in-control and out-of-control processes and to select an adequate value for smoothing parameter with these conditions.

This paper is based on a simulation approach using the methodology for evaluating statistical methods proposed by Morris et al. (2019). Data were generated from a simulation considering two factors that associated with data: (1) quality variable distribution skewness as an indicator of quality variable distribution; (2) the autocorrelation structure for type of relationship between the observations and modeled by AR(1). In addition, one factor associated with the process was considered, (1) the shift in the process mean. In the following step, when the chart control is modeled, the fourth factor intervenes. This factor is a smoothing parameter. Finally, three indicators defined from the Run Length are used to evaluate γEWMA control chart performance this factors and their interactions.

Interaction analysis for four factor evidence that the modeling and selection of parameters is different for out-of-control and in-control processes therefore the considerations and parameters selected for each case must be carefully analyzed. For out-of-control processes, it is better to preserve the original features of the distribution (mean and variance) for the calculation of the control limits. It makes sense that highly autocorrelated observations require smaller smoothing parameter since the correlation structure enables the preservation of relevant information in past data.

The γEWMA control chart there has advantages because it gathers, in single chart control: the process and modelling characteristics, and data structure process. Although there are other proposals for modified EWMA, none of them simultaneously analyze the four factors nor their interactions. The proposed γEWMA allows setting the appropriate smoothing parameter when these three factors are considered.