00203 [f0fbf39249292f066bcfbde851fda0

00203 [f0fbf39249292f066bcfbde851fda0



205


Strategies for Statistical Monitoring of Integral Control

1    51    101    151    201    251    301    351    401    451

Observation Number (t)


Table 2. Arerage Run Lengths for the Rules in Table 1

Shift

Prediction Error EWMA Signal Number Lambda = 0.4

with Tracking Signal (2 in a row)

CUSUM Signal Number for

H = 5ct and K = la

CUSUM Signal Number for H = 5ct and K = 2a

1

71.632

8.5784

12.552

(1.42571)

(1.04987)

(5.9139)

*130 Did not Signal

*1592 Did not Signal

*1830 Did not Signal

2

65.889

6.390

13.583

(1.56149)

(0.58694)

(7.68517)

*114 Did not Signal

*1668 Did not Signal

* 1986 Did not Signal

5

41.671

2.153

77

(2.01005)

(0.11104)

(3.71683)

*80 Did not Signal

*1708 Did not Signal

*1986 Did not Signal

7.5

19.1988

2.1808

1

(0.92604)

(0.84648)

(0)

*39 Did not Signal

*1729 Did not Signal

* 1992 Did not Signal

10

5.608

1

1

(0.46640)

(0)

(0)

*7 Did not Signal

*1741 Did not Signal

*1995 Did not Signal

Figurę 7. Control Actions for a Process Trend of 1 Unit per Period at Obseryation 251, PMEPC/si»c = 89.973.


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