Improving the ARL profile of the Poisson EWMA chart
06/05/2019 Monday 6th May 2019, 11:00 (Room P8, Mathematics Building, IST)
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Manuel Cabral Morais, Department of Mathematics & CEMAT, Instituto Superior Técnico  Universidade de Lisboa
The Poisson exponentially weighted moving average (PEWMA) chart was proposed by Borror et al. (1998) to monitor the mean of counts of nonconformities. This chart regrettably fails to have an incontrol average run length (ARL) larger than any outofcontrol ARL, i.e., the PEWMA chart is ARLbiased. Moreover, due to the discrete character of its control statistic the PEWMA it is difficult to set the control limits in such way that the incontrol takes a desired value, say ARL0. In this paper, we propose an ARLunbiased counterpart of the PEWMA chart and use the R statistical software to provide gripping illustrations of this chart with a decidedly improved ARL profile and an incontrol ARL equal to ARL0. We also compare the ARL performance of the proposed chart with the one of a few competing control charts for the mean of i.i.d. Poisson counts.
Joint work with Sven Knoth (Department of Mathematics and Statistics — Faculty of Economics and Social Sciences — Helmut Schmidt University, Hamburg, Germany)
