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Abstract:
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This paper considers the integrated process control procedure for detecting special causes in an IMA(1,1) process that is being adjusted automatically after each observation using a MMSE adjustment policy. In this procedure, when the control chart signals after the occurrence of a special cause, the special cause will be detected and eliminated from the process by the rectifying action. However, when the elimination of the special cause costs high or is not practically possible, an alternative action is to readjust the process with appropriately modified adjustment scheme. In this paper, we propose the condition of doing the readjustment or the rectifying action by introducing the future expected loss, and propose the readjustment procedure after having a true signal. The future loss denotes the cost that will be incurred in a process remaining interval from a true out-of-control signal.
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