TY - JOUR
ID - 3711
TI - Robust economic-statistical design of multivariate exponentially weighted moving average control chart under uncertainty with intervaldata
JO - Scientia Iranica
JA - SCI
LA - en
SN - 1026-3098
AU - Amiri, Amirhossein
AU - Sherbaf Moghaddam, Anahita
AU - Aghababaee, Zahra
AD - Industrial Engineering Department, Faculty of Engineering, Shahed University, Tehran, P.O. Box 18151-159, Iran
AD - Industrial Engineering Department, Sharif University of Technology, Tehran, P.O. Box 11155-9414, Iran
Y1 - 2015
PY - 2015
VL - 22
IS - 3
SP - 1189
EP - 1202
KW - Statistical process control
KW - MEWMA control chart
KW - Robust economic-statistical design
KW - Interval robust optimization
KW - Genetic Algorithm
KW - Markov chain
DO -
N2 - The cost parameters in economic-statistical models of control charts are usually assumed to be deterministic in the literature. Considering uncertainty in the cost parameters of control charts is very common in application. So, several researchers used scenario-based approach for robust economic-statistical design of control charts. In this paper, we specifically concentrate on the multivariate exponentially weighted moving average (MEWMA) control chart and consider interval uncertainty in the cost parameters of the MEWMA control chart and develop a robust economic-statistical design of the MEWMA control chart by using interval robust optimization technique. Meanwhile, the Lorenzen and Vance cost function is used and to calculate the average run length criterion, the Markov chain approach is applied. Then, genetic algorithm for obtaining optimal solution of the proposed robust model is used and effectiveness ofthis model is illustratedthrough a numerical example. Also, a comparison with certain situation of the cost parameters is performed. Finally, a sensitivity analysis is done to investigate the effect of changing the intervals of cost parameters of the Lorenzen and Vance model on the optimal solutions. Furthermore, a sensitivity analysis on the other certain cost parameters of the Lorenzen and Vance model is done.
UR - https://scientiairanica.sharif.edu/article_3711.html
L1 - https://scientiairanica.sharif.edu/article_3711_fe93cd5407f7ec16dbd72d88a0c6eaa7.pdf
ER -