Identifying the time of a step change with MEWMA control charts by artificial neural network

Abstract

Quality control charts have proven to be very effective in detecting out of control signals. It is very important to practitioners to determine at what point in the past the signal was initiated. If a control chart signals a change in the process parameter, identifying the time of the change will substantially help the signal diagnostics procedure since it simplifies the search for special causes. In this paper the researchers propose the observations following multivariate normal distribution. They have used multivariate exponentially weighted moving average (MEWMA) control chart to detect signals. This research provides two ways to detect the change point, first MLE, and then neural network is used to identify the time of the change in the parameters (mean) in the past. The researchers intended to assess the performance of two approaches and compare them through computer simulation experiments. The results show that neural network performs effectively and equally well for the whole process dimensions. Thus, the neural network provides process engineers with an accurate and useful estimate of the actual time of the change in the process mean.