Abstract

The hybrid use of Robert’s EWMA and Crosier’s cumulative sum (CUSUM) control schemes is shown to result in a control scheme with high-performance detection of any magnitude of process mean shifts. The parameters of the hybrid scheme are found by adapting the average run length (ARL) to those of a set of locally optimal EWMA schemes in the best way. In this report, an enhancement to the hybrid scheme is considered. First, the ARLs of the hybrid scheme are derived by using the extrapolation method proposed by Waldmann. Second, an optimization of parameter settings is stated and solved. An extensive comparison shows that the ARL properties of the hybrid scheme are comparable to those of the combined Shewhart-CUSUM scheme. Finally, numerical results and examples are presented to demonstrate the efficiency of the hybrid scheme.

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