A generally weighted moving average chart for time between events

dc.contributor.authorChakraborty, Niladri
dc.contributor.authorHuman, Schalk William
dc.contributor.authorBalakrishnan, N.
dc.contributor.emailschalk.human@up.ac.zaen_ZA
dc.date.accessioned2018-02-22T13:24:20Z
dc.date.issued2017-05
dc.description.abstractShewhart-type attribute charts are known to be inefficient for small changes in monitoring nonconformities. An alternative way is to use a time-weighted chart to monitor the time between events (TBE). We propose a one-sided Generally Weighted Moving Average control chart to monitor the time between events (TBE); regarded as the GWMA-TBE chart. To aid the implementation of the chart, the necessary design parameters are provided. An extensive performance analysis shows that the GWMA-TBE chart is better than the well-known EWMA and Shewhart charts at detecting very small to moderate changes. Finally, a summary and some conclusions are provided.en_ZA
dc.description.departmentStatisticsen_ZA
dc.description.embargo2018-05-09
dc.description.librarianhj2018en_ZA
dc.description.sponsorshipSTATOMET (Grant number: SMB2015A), University of Pretoria, South Africa.en_ZA
dc.description.urihttp://www.tandfonline.com/loi/lssp20en_ZA
dc.identifier.citationN. Chakraborty, S.W. Human & N. Balakrishnan (2017) A generally weighted moving average chart for time between events, Communications in Statistics - Simulation and Computation, 46:10, 7790-7817, DOI: 10.1080/03610918.2016.1252397.en_ZA
dc.identifier.issn0361-0918 (print)
dc.identifier.issn1532-4141 (online)
dc.identifier.other10.1080/03610918.2016.1252397
dc.identifier.urihttp://hdl.handle.net/2263/64062
dc.language.isoenen_ZA
dc.publisherTaylor and Francisen_ZA
dc.rights© 2017 Taylor & Francis Group, LLC. This is an electronic version of an article published in Communications in Statistics : Simulation and Computation, vol. 46, no. 10, pp. 7790-7817, 2017. doi : 10.1080/03610918.2016.1252397 . Communications in Statistics : Simulation and Computation is available online at : http://www.tandfonline.comloi/lssp20.en_ZA
dc.subjectTime between events (TBE)en_ZA
dc.subjectGenerally weighted moving average (GWMA)en_ZA
dc.subjectAverage run-length (ARL)en_ZA
dc.subjectGWMA charten_ZA
dc.subjectMarkov chainen_ZA
dc.subjectSimulationen_ZA
dc.subjectDesignen_ZA
dc.subjectRun lengthsen_ZA
dc.subjectCUSUM schemesen_ZA
dc.subjectInitial response featuresen_ZA
dc.titleA generally weighted moving average chart for time between eventsen_ZA
dc.typePostprint Articleen_ZA

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