Designing a parameter-free Kullback-Leibler information control chart for monitoring process mean shift

Yu Ching Chang, Ting Wei Li, Christina Mastrangelo

Research output: Contribution to journalArticlepeer-review

Abstract

This paper proposes a parameter-free Kullback-Leibler information control chart for monitoring sustained shifts in the process mean of a normally distributed process in phase II. Two plotted statistics are provided. One is based on our backward empirical sequential test, the other is based on the maximum log-likelihood ratio change point method. These two achieve similar performances for the control chart. The performance of the proposed chart is compared with those of the cumulative sum chart, the exponentially weighted moving average chart, and the generalized likelihood ratio (GLR) chart. The results show that our proposed chart and the GLR chart have similar performances. Both can detect a wide range of shifts in the process mean, and neither requires design parameters other than the control limits. The proposed chart outperforms GLR when the size of the shift is below 1.24 standard deviations, while GLR outperforms the proposed chart when the size of the shift is above 1.24 standard deviations.

Original languageEnglish
Pages (from-to)1017-1034
Number of pages18
JournalQuality and Reliability Engineering International
Volume37
Issue number3
DOIs
Publication statusPublished - 2021 Apr

All Science Journal Classification (ASJC) codes

  • Safety, Risk, Reliability and Quality
  • Management Science and Operations Research

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