Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements

Lucas, James M.; Saccucci, Michael S.

doi:10.1080/00401706.1990.10484583

Cited by 1,235 publications

(727 citation statements)

References 14 publications

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“…The smaller the shift size for which the charts are tuned, the more likely the chart is to react to estimation error in the mean. Generally, the EWMA chart has lower ARL values than the CUSUM chart for shift sizes smaller than the shift size for which both are designed to detect quickly (Lucas and Saccucci 1990). Furthermore, as we have set λ = 0.1 it is tuned to detect a slightly smaller shift that the CUSUM chart with K = 0.5 (Hawkins and Wu 2014).…”

Section: Discussionmentioning

confidence: 99%

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A head-to-head comparative study of the conditional performance of control charts based on estimated parameters

Zwetsloot

Woodall

2016

Quality Engineering

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General rightsIt is not permitted to download or to forward/distribute the text or part of it without the consent of the author(s) and/or copyright holder(s), other than for strictly personal, individual use, unless the work is under an open content license (like Creative Commons). Disclaimer/Complaints regulationsIf you believe that digital publication of certain material infringes any of your rights or (privacy) interests, please let the Library know, stating your reasons. In case of a legitimate complaint, the Library will make the material inaccessible and/or remove it from the website. Please Ask the Library: http://uba.uva.nl/en/contact, or a letter to: Library of the University of Amsterdam, Secretariat, Singel 425, 1012 WP Amsterdam, The Netherlands. You will be contacted as soon as possible. ABSTRACTImplementation of the Shewhart, CUSUM, and EWMA charts requires estimates of the in-control process parameters. Many researchers have shown that estimation error strongly influences the performance of these charts. However, a given amount of estimation error may differ in effect across charts. Therefore, we perform a pairwise comparison of the effect of estimation error across these charts. We conclude that the Shewhart chart is more strongly affected by estimation error than the CUSUM and EWMA charts. Furthermore, we show that the general belief that the CUSUM and EWMA charts have similar performance no longer holds under estimated parameters.

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Section: Discussionmentioning

confidence: 99%

“…Most comparison studies, as the ones by Lucas and Saccucci (1990) and Hawkins and Wu (2014), are based on the assumption of known in-control process parameters. However, the implementation of control charts requires the estimates of in-control process parameters, obtained from an initial Phase I sample.…”

Section: Introductionmentioning

confidence: 99%

A head-to-head comparative study of the conditional performance of control charts based on estimated parameters

Zwetsloot

Woodall

2016

Quality Engineering

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“…In Crowder (1989) optimal values of the weight parameter A, to minimize the ARLI for a fixed ARLo, together with a design strategy of the method, was proposed, based on the results in Crowder (1987). Lucas and Saccucci (1990) used another approach to find the optimal value of A, for the same situation as by Crowder (1989).…”

Section: Different Types Of Ewma Methodsmentioning

confidence: 99%

“…The EWMA method has been widely studied in the literature, mostly for various shifts in the mean in a stochastic process of normally distributed variables (Roberts (1959); Robinson and Ho (1978); Crowder (1987); Crowder (1989); Lucas and Saccucci (1990); Srivastava and Wu (1993); Chandrasekaran, English, and Disney (1995); Srivastava and Wu (1997); Schone, Schmid, and Knoth (1999); Steiner (1999); Chan and Zhang (2000) and Frisen and Sones son (2001)). However, the EWMA method has also been studied in many other situations.…”

Section: Different Types Of Ewma Methodsmentioning

confidence: 99%

Evaluations of some Exponentially Weighted Moving Average methods

Sonesson¹

2003

Journal of Applied Statistics

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SUMMARYSeveral versions of the EWMA (Exponentially Weighted Moving Average) method for monitoring a process with the aim of detecting a shift in the mean are studied both for the onesided and the two-sided case. The effects of using barriers for the one-sided alarm statistic are also studied. One important issue is the effect of different types of alarm limits. Different measures of evaluation are considered such as the expected delay, the ARLI, the probability of successful detection and the predictive value of an alarm to give a broad picture of the features of the methods. Results are presented both for a fixed ARLO and a fixed probability of a false alarm. The differences highlight the essential problem of how to define comparability between surveillance methods. The results are from a large-scale simulation study. Special attention is given to the effect on the confidence in the final results by the stochastic variation in the calibration of the methods. It appears that important differences from an inferential point of view exist between the one-and two-sided versions of the methods. It is demonstrated that the method, usually considered as a convenient approximation, is to be preferred over the exact version in many respects.

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“…Specifically, can be estimated by using any kinds of prediction techniques such as Weighted Moving Average, Exponential Moving Average, etc. [16]. Historical statistics of arrivals can help to estimate the new arrivals for the next period.…”

Section: B Backoff Value Selectionmentioning

confidence: 99%

Congestion Control for Machine-Type Communications in LTE-A Networks

Chang

Lin

Ren

et al. 2016

2016 IEEE Global Communications Conference (GLOBECOM)

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Abstract-Collecting data from a tremendous amount of Internet-of-Things (IoT) devices for next generation networks is a big challenge. A large number of devices may lead to severe congestion in Radio Access Network (RAN) and Core Network (CN). 3GPP has specified several mechanisms to handle the congestion caused by massive amounts of devices. However, detailed settings and strategies of them are not defined in the standards and are left for operators. In this paper, we propose two congestion control algorithms which efficiently reduce the congestion. Simulation results demonstrate that the proposed algorithms can achieve 20∼40% improvement regarding accept ratio, overload degree and waiting time compared with those in LTE-A.

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Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements

Cited by 1,235 publications

References 14 publications

A head-to-head comparative study of the conditional performance of control charts based on estimated parameters

A head-to-head comparative study of the conditional performance of control charts based on estimated parameters

Evaluations of some Exponentially Weighted Moving Average methods

Congestion Control for Machine-Type Communications in LTE-A Networks

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