2003
DOI: 10.1002/qre.586
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A Comparison of Shewhart Individuals Control Charts Based on Normal, Non‐parametric, and Extreme‐value Theory

Abstract: Several control charts for individual observations are compared. Traditional ones are the well-known Shewhart individuals control charts based on moving ranges. Alternative ones are non-parametric control charts based on empirical quantiles, on kernel estimators, and on extreme-value theory. Their in-control and out-of-control performance are studied by simulation combined with computation. It turns out that the alternative control charts are not only quite robust against deviations from normality but also per… Show more

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Cited by 35 publications
(18 citation statements)
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“…However, how to determine how large is large is not obvious. To obtain a threshold that determines the significance of each feature, we used a moving range-based thresholding algorithm that has been used to construct a moving average control chart (Vermaat et al 2003). Given a set of the weighted PC loading values for individual features, the threshold can be calculated as follows:…”
Section: Pca-based Feature Selection Methodsmentioning
confidence: 99%
“…However, how to determine how large is large is not obvious. To obtain a threshold that determines the significance of each feature, we used a moving range-based thresholding algorithm that has been used to construct a moving average control chart (Vermaat et al 2003). Given a set of the weighted PC loading values for individual features, the threshold can be calculated as follows:…”
Section: Pca-based Feature Selection Methodsmentioning
confidence: 99%
“…The distribution deviates significantly from a normal distribution (Figure ). Deviations with increased probability density in tails have been shown to reduce the performance of individuals' charts …”
Section: Proposed Analysis Approachmentioning
confidence: 99%
“…., all depend on the same training sample X 0 . In this section, we develop a method for calculating the ARL of the chart by first conditioning on the training sample X 0 , a method used by Chakraborti [12,13] and by Vermaat et al [14].…”
Section: Calculating the Arl Of The Shew-ks Chartmentioning
confidence: 99%