| 引用本文: | 常志远,孙金生.考虑Taguchi损失函数时自适应指数加权平滑控制图的经济统计设计[J].控制理论与应用,2016,33(3):344~352.[点击复制] |
| CHANG Zhi-yuan,SUN Jin-sheng.Considering Taguchi loss function on economic-statistical design of adaptive exponentially weighted moving average control chart[J].Control Theory and Technology,2016,33(3):344~352.[点击复制] |
|
| 考虑Taguchi损失函数时自适应指数加权平滑控制图的经济统计设计 |
| Considering Taguchi loss function on economic-statistical design of adaptive exponentially weighted moving average control chart |
| 摘要点击 2759 全文点击 2012 投稿时间：2015-07-11 修订日期：2015-10-13 |
| 查看全文 查看/发表评论 下载PDF阅读器 |
| DOI编号 10.7641/CTA.2016.50607 |
| 2016,33(3):344-352 |
| 中文关键词 自适应EWMA控制图 经济统计设计 损失函数 多目标优化 灵敏度分析 |
| 英文关键词 AEWMA chart economic-statistical design loss function multiobjective optimization sensitivity analysis |
| 基金项目 国家自然科学基金项目(70931002)资助. |
|
| 中文摘要 |
| 为解决指数加权平滑(EWMA)控制图惯性问题而提出的自适应EWMA(adaptive EWMA, AEWMA) 控制图
的统计特性已经被广泛研究, 但AEWMA控制图经济特性的研究却从未见有成果发表. 针对该问题, 在考虑Taguchi
损失函数的基础上, 给出了AEWMA控制图经济统计设计的模型. 提出了一种在偏移区间上对AEWMA控制图进行
优化设计的方法, 用该方法优化设计的AEWMA 控制图与针对固定偏移优化设计的EWMA控制图进行了比较. 结
果表明该方法设计的AEWMA控制图仍然保持其解决EWMA控制图惯性问题的特性, AEWMA控制图的经济特性
同样优于EWMA控制图. 分析了AEWMA控制图经济统计设计的参数灵敏度, 总结了AEWMA控制图的参数变化与
损失、平均链长以及最优参数组合之间的关系. |
| 英文摘要 |
| The statistical properties of adaptive exponentially weighted moving average (AEWMA) control chart, which
is proposed to deal with the inertia problem of EWMA control chart, have been thoroughly investigated by many authors.
However, the research results on economic properties of AEWMA control chart have never been reported in the publications.
In this paper, an economic-statistical design model based on Taguchi loss function is proposed for AEWMA control
chart. The optimal algorithm based on the range of shift is developed for economic-statistical design of AEWMA chart.
The effectiveness of the optimal algorithm is validated by the comparison between AEWMA chart and EWMA chart. The
comparison results show that the designed AEWMA chart is still able to deal with the inertia problem of EWMA chart, and
the economic properties of AEWMA chart outperforms the EWMA chart. Finally, the sensitivity analysis of AEWMA chart
is performed, and the relationship between parameter changes and cost, average run length and optimal decision variables
of AEWMA chart are summarized respectively. |