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Overall Performance Comparison of Homogeneously Weighted Moving Average and Double Homogeneously Weighted Moving Average Schemes | IEEE Conference Publication | IEEE Xplore

Overall Performance Comparison of Homogeneously Weighted Moving Average and Double Homogeneously Weighted Moving Average Schemes


Abstract:

Control schemes are indispensable tools applied to monitor and control a process. The homogeneously weighted moving average (HWMA) scheme has been recently suggested as a...Show More

Abstract:

Control schemes are indispensable tools applied to monitor and control a process. The homogeneously weighted moving average (HWMA) scheme has been recently suggested as a competitive alternative to the exponentially weighted moving average (EWMA) in detecting small to moderate mean shifts. Some researchers extended the HWMA scheme by proposing the double HWMA (DHWMA) scheme, and demonstrated the superiority of the proposed scheme. To better understand the run length performance of HWMA and DHWMA schemes, we conducted an in-depth study of their standard deviation of the run length (SDRL) and various percentiles of the run length performances. Moreover, noting that the exact shift size is unknown in practice, we considered the expected average run length (EARL) and expected median run length (EMRL) overall performance measures. Finally, some concluding remarks are presented.
Date of Conference: 13-16 December 2021
Date Added to IEEE Xplore: 19 January 2022
ISBN Information:
Conference Location: Singapore, Singapore

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