Nonparametric control chart based on change-point model |
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Authors: | Chunguang Zhou Changliang Zou Yujuan Zhang Zhaojun Wang |
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Affiliation: | (1) Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin, 300071, People’s Republic of China |
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Abstract: | A change-point control chart for detecting shifts in the mean of a process is developed for the case where the nominal value of the mean is unknown but some historical samples are available. This control chart is a nonparametric chart based on the Mann–Whitney statistic for a change in mean and adapted for repeated sequential use. We do not require any knowledge of the underlying distribution such as the normal assumption. Particularly, this distribution robustness could be a significant advantage in start-up or short-run situations where we usually do not have knowledge of the underlying distribution. The simulated results show that our approach has a good performance across the range of possible shifts and it can be used during the start-up stages of the process. |
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Keywords: | Nonparametric methods Change-point model Mann– Whitney statistic Average run length Estimated control limits EWMA chart |
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