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单边MOEWMA CV控制图及其在合金烧结工艺中的应用OA

One-Sided Modified EWMA CV Charts and Its Application in Alloy Sintering Process

中文摘要英文摘要

在部分金融、纺织及工业过程中,当过程均值μ或标准差σ发生变化时,两个总体参数仍存在固定的比例关系,此时过程处于统计受控状态.针对该类过程,难以采用传统的均值Xˉ或方差S2 控制图对过程进行监控和分析,而变异系数(Coefficient of Variation,CV)控制图可以有效解决这一问题.为了改进指数加权移动平均(Exponentially Weighted Moving Average,EWMA)CV控制图的性能,本文利用相邻时刻样本CV值的波动,并调节该波动在整个监控统计量中的权重,提出了一种单边改进型EWMA(Modified EWMA,MOEWMA)控制图来监控过程CV.由于提出的监控统计量结构的复杂性,本文基于104次重复仿真实验,采用蒙特卡罗方法模拟分析所提出的控制图的运行链长(Run Length,RL)性能.针对不同的参数组合,采用二分法思想计算相应的控制限,且对不同的参数偏移量,计算所有满足ARL0 约束的参数组合(λ,K)及相应的ARL1 值,并找出ARL1 值最小时对应的(λ*,K*),即控制图的最优参数组合.基于设计的控制图参数,本文模拟并比较了MOEWMA CV控制图与EWMA CV控制图的性能.结果表明,针对过程参数向下偏移(如τ∈{0.5,0.65,0.8,0.9}),以及参数向上的较小(如τ=1.1)、中等(如τ∈{1.25,1.5})偏移情形,本文提出的MOEWMA CV控制图均优于传统的单边EWMA CV控制图.最后,在合金烧结工艺过程监控的实际应用中验证了所提出的MOEWMA CV控制图的性能优势.

In some financial,textile and industrial processes,when the process mean μ or standard devia-tion σ changes and there is a fixed proportional relationship,the process is still in-control.In these cases,it is difficult to use the traditional mean(Xˉ)or variance(S2)chart for the effective monitoring of the pro-cesses.Using control charts to monitor process Coefficient of Variation(CV)can solve this problem effec-tively.In order to improve the performance of existing Exponentially Weighted Moving Average(EWMA)CV control chart,we considered the sample CV fluctuations at different times,and used coeffi-cients to control the weight of the fluctuations in the monitoring statistic.A one-sided Modified EWMA(MOEWMA)control chart was proposed to monitor CV.Due to the complexity of the proposed monitor-ing statistic,based on 104 times simulations,this paper used Monte Carlo method to simulate the Run Length(RL).For different parameter combinations,the corresponding control limits were calculated by using the bisection algorithm.The optimal parameter combinations(λ,K)and the corresponding ARL1 of the control chart were designed by satisfying the desired ARL0 for different parameter changes.Based on the designed parameters,the ARL performance of MOEWMA CV control chart was simulated and com-pared with the EWMA CV chart.The simulation results show that the MOEWMA CV is superior to the EWMA CV control chart for downward changes(τ∈{0.5,0.65,0.8,0.9})and upward small(τ=1.1)and medium(τ∈{1.25,1.5})changes.Finally,the performance advantage of the proposed MOEWMA CV chart was verified in monitoring the actual alloy sintering process.

胡雪龙;夏凡;张素颖

南京邮电大学 管理学院,江苏 南京 210009南京邮电大学 管理学院,江苏 南京 210009南京邮电大学 管理学院,江苏 南京 210009

通用工业技术

EWMAMOEWMA变异系数蒙特卡罗仿真运行链长

EWMAMOEWMAcoefficient of variationMonte Carlo simulationrun length

《中北大学学报(自然科学版)》 2025 (5)

601-610,10

国家自然科学基金资助项目(71802110,72101123)江苏省自然科学基金资助项目(BK20200750)江苏省研究生科研与实践创新计划项目(KYCX23_0945)

10.62756/jnuc.issn.1673-3193.2023.07.0015

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