基于加权Cucconi统计量的变采样间隔非参数AEWMA控制图设计
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O212

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国家社会科学基金项目(21ZD152);江西省2024年度研究生创新专项资金项目(YC2024-B165);国家资助博士后研究人员计划B档资助项目(GZB20230273);江西省教育厅科学技术研究项目(GJ2400404);江西省职业早期青年科技人才培养项目(20244BCE52071);中国博士后第76批面上资助项目(2024M761219).


Design of nonparametric AEWMA control chart with variable sampling intervals based on weighted Cucconi statistic
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    摘要:

    传统的固定采样间隔(FSI)非参数自适应指数加权移动平均(AEWMA)控制图在应对中小漂移时存在局限, 特别是处理漂移类型未知或时变的过程中, 常规方法往往表现不佳, 且大多数研究侧重于单参数漂移. 对此, 基于加权Cucconi统计量, 提出一种变采样间隔(VSI)的非参数自适应指数加权移动平均(VSI-AWEC)控制图, 用于提升对位置-尺度双参数联合漂移的监控能力. 首先, 结合Cucconi统计量原理和变采样间隔机制, 提出该控制图的设计框架; 其次, 通过蒙特卡洛模拟评估其性能, 结果显示, 与固定采样间隔控制图相比, VSI-AWEC控制图在处理位置-尺度双参数联合漂移时, 具有更优的平均报警时间(ATS), 能够在不同漂移情境下提高监测灵敏度; 然后, 分析VSI-AWEC控制图在多种分布下的有效性, 并比较不同参数选择对控制图性能的影响. 实验结果表明, VSI-AWEC控制图在不依赖分布假设的情况下, 能够快速有效地发出警报, 特别是在监测小漂移时, 表现优异.

    Abstract:

    Traditional fixed sampling interval (FSI) nonparametric adaptive exponentially weighted moving average (AEWMA) control charts have limitations in detecting moderate to small shifts, especially when the shift type is unknown or time-varying. Most existing studies also focus on univariate parameter shifts, reducing their effectiveness in complex scenarios. To address these challenges, this paper proposes a variable sampling interval (VSI) nonparametric AEWMA control chart based on a weighted Cucconi statistic, termed the VSI-adaptively weighted EWMA-Cucconi (VSI-AWEC) chart, aimed at enhancing detection of joint location-scale shifts. The proposed chart integrates the Cucconi statistic with a variable sampling mechanism to construct a flexible monitoring framework. Its performance is assessed via Monte Carlo simulations, showing that VSI-AWEC outperforms FSI-based charts inaverage time to signal (ATS) when monitoring joint shifts, and offers improved sensitivity across various shift conditions. The chart's robustness is further validated under diverse distributional settings, and the influence of parameter choices on detection performance is examined. Results demonstrate that the VSI-AWEC chart provides fast and effective signaling without relying on distributional assumptions, and performs particularly well in detecting small shifts.

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罗世华,邱婕.基于加权Cucconi统计量的变采样间隔非参数AEWMA控制图设计[J].控制与决策,2025,40(12):3619-3630

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  • 收稿日期:2025-03-02
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  • 在线发布日期: 2025-11-10
  • 出版日期: 2025-12-10
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