A GLR Control Chart for Monitoring the Process Mean with Sequential Sampling

• Activity Number: 426
• Type: Contributed
• Date/Time: Tuesday, August 6, 2013 : 2:00 PM to 3:50 PM
• Sponsor: Quality and Productivity Section
• Author(s): Yiming Peng*+ and Marion Reynolds
• Companies: Virginia Tech and Virginia Tech
• Keywords: Generalized Likelihood Ratio ; Variable Sampling Rate ; Average Time to Signal ; Statistical Process Control ; Steady State ; CUSUM Chart

Abstract

The standard practice when using any control chart for process monitoring is to take samples of fixed size with fixed-length sampling intervals. We investigate GLR control charts based on sequential sampling (the SS GLR chart) in which the sampling rate varies within a sample as a function of the process data. The objective is assumed to be the effective detection of a wide range of two-sided shifts in the process mean. The performance of the SS GLR chart is evaluated and compared with other control charts. The SS GLR chart has much better performance than that of the fixed sampling rate GLR chart. It is also shown that the overall performance of the SS GLR chart is better than that of the variable sampling interval GLR chart and the variable sampling rate (VSR) CUSUM chart, and the SS GLR chart has the additional advantage that it requires fewer parameters to be specified than other VSR charts. The optimal parameter choice is given and regression equations are provided to find the limits for the SS GLR chart. The performance of the SS GLR chart remains very good as long as the parameter choice is not far away from the optimized choice.