Economic-statistical design of adaptive arma control chart for autocorrelated data

To the best of our knowledge, no literary contribution addressed the design of adaptive ARMA control charts with autocorrelated data, so far. This paper aims to provide an original research contribution to the statistically constrained economic design of ARMA control charts with variable sampling in...

Full description

Saved in:
Bibliographic Details
Published inJournal of statistical computation and simulation Vol. 91; no. 3; pp. 623 - 647
Main Authors Costa, A., Fichera, S.
Format Journal Article
LanguageEnglish
Published Abingdon Taylor & Francis 11.02.2021
Taylor & Francis Ltd
Subjects
Adaptive control
Algorithms
Auto-regressive
Autocorrelation
Constraints
control chart
Control charts
Cost function
Economics
evolutionary algorithms
Evolutionary computation
moving-average
Parameter sensitivity
Sensitivity analysis
simulation
Online AccessGet full text
ISSN0094-9655
1563-5163
DOI10.1080/00949655.2020.1825716

Cover

Abstract To the best of our knowledge, no literary contribution addressed the design of adaptive ARMA control charts with autocorrelated data, so far. This paper aims to provide an original research contribution to the statistically constrained economic design of ARMA control charts with variable sampling interval (VSI). Due to the autocorrelation of data, a simulation approach has been used to compute the objective function, which consists of the well-known Lorenzen and Vance cost function subject to a constraint on the minimum ARL0. The main novelty is attributable to the simulation-based charting process as well as to an improved self-adaptive differential evolution for minimizing the charting cost. Subsequently, the proposed algorithm was employed to statistically demonstrate the outperformance of the VSI approach over the standard one with fixed charting parameters. Finally, a comprehensive sensitivity analysis was carried out with the aim of detecting the most influencing factors under economical and statistical viewpoints.
AbstractList To the best of our knowledge, no literary contribution addressed the design of adaptive ARMA control charts with autocorrelated data, so far. This paper aims to provide an original research contribution to the statistically constrained economic design of ARMA control charts with variable sampling interval (VSI). Due to the autocorrelation of data, a simulation approach has been used to compute the objective function, which consists of the well-known Lorenzen and Vance cost function subject to a constraint on the minimum ARL0. The main novelty is attributable to the simulation-based charting process as well as to an improved self-adaptive differential evolution for minimizing the charting cost. Subsequently, the proposed algorithm was employed to statistically demonstrate the outperformance of the VSI approach over the standard one with fixed charting parameters. Finally, a comprehensive sensitivity analysis was carried out with the aim of detecting the most influencing factors under economical and statistical viewpoints.
Author Costa, A.
Fichera, S.
Author_xml – sequence: 1
  givenname: A.
  orcidid: 0000-0001-9284-0098
  surname: Costa
  fullname: Costa, A.
  email: antonio.costa@dii.unict.it
  organization: DICAR, University of Catania
– sequence: 2
  givenname: S.
  surname: Fichera
  fullname: Fichera, S.
  organization: DICAR, University of Catania
BookMark eNqFkE1LAzEQhoNUsK3-BCHgeWuyX83iRSn1AwqC6DlMk4mm7G5qkir992apXjzoaWDmeWeYZ0JGveuRkHPOZpwJdslYUzZ1Vc1ylqeWyKs5r4_ImFd1kVW8LkZkPDDZAJ2QSQgbxhjnVT4mT0vletdZlYUI0YZoFbRUY7CvPXWGgoZttB9IwXdAExu9a6l6Ax-pcZ7CLjrlvMcWImqqIcIpOTbQBjz7rlPycrt8Xtxnq8e7h8XNKlNFIWLGNeNroYVCXfA1NOkVLEwusFlzjsykOUOBqBFK0AZ4DU2lcd4YzVCDKKbk4rB36937DkOUG7fzfTop81LMmWh4yRJVHSjlXQgejdx624HfS87koE_-6JODPvmtL-WufuWUHQwNBsC2_6avD2nbJ0sdfDrfahlh3zpvPPTKBln8veILneKMjA
CitedBy_id crossref_primary_10_1080_00949655_2024_2446382
crossref_primary_10_1080_00949655_2024_2408365
crossref_primary_10_1515_eqc_2022_0053
crossref_primary_10_1007_s40995_022_01365_8
crossref_primary_10_1016_j_jprocont_2022_01_005
crossref_primary_10_1142_S0218539322500103
crossref_primary_10_1080_16843703_2022_2058720
crossref_primary_10_1007_s42947_022_00222_6
crossref_primary_10_1080_00949655_2023_2273370
crossref_primary_10_1080_00949655_2022_2066104
crossref_primary_10_3390_app14167158
crossref_primary_10_3390_math11163444
Cites_doi 10.1108/02656710910928770
10.1016/j.cie.2016.12.031
10.1016/j.eswa.2012.05.034
10.1016/j.compag.2009.07.012
10.1016/j.ejor.2003.08.033
10.1016/j.infrared.2016.04.013
10.1080/03610919208813040
10.1080/00224065.1999.11979947
10.1080/07408179308964289
10.1080/03610926.2014.904348
10.1109/TEVC.2006.872133
10.1080/02664760120074951
10.1016/j.eswa.2011.08.073
10.1080/00401706.1990.10484583
10.1016/j.ijpe.2006.10.008
10.1080/00401706.1988.10488366
10.1080/00224065.1994.11979524
10.1080/00401706.1987.10488266
10.1016/j.minpro.2016.11.019
10.1016/j.eswa.2011.09.014
10.1080/00401706.2000.10485713
10.1016/j.ijpe.2014.02.008
10.1016/j.eswa.2005.07.010
10.1080/00207540210136504
10.1016/j.asoc.2011.05.053
10.1007/s00500-008-0344-6
10.1142/S0217595908002012
10.1016/j.ins.2011.03.010
10.1080/00224065.1982.11978790
10.1016/j.ijpe.2012.03.006
10.1080/00224065.1993.11979414
10.1109/TEVC.2013.2281528
10.1080/00949650802338323
10.1016/S1474-0346(02)00011-3
10.1080/00224065.1997.11979750
10.1016/j.neucom.2015.10.009
10.1080/00401706.1986.10488092
10.1016/j.eswa.2009.05.017
10.1145/937503.937505
10.1109/TEVC.2008.927706
10.1016/S0925-5273(01)00126-8
10.1007/s00170-012-4260-7
10.1016/S0925-5273(96)00100-4
10.1080/07408170490426116
10.1080/00224065.1994.11979523
10.1109/TEVC.2010.2059031
10.1080/00224065.1991.11979304
10.1016/j.ijpe.2003.09.011
10.1007/s00170-009-2288-0
ContentType Journal Article
Copyright 2020 Informa UK Limited, trading as Taylor & Francis Group 2020
2020 Informa UK Limited, trading as Taylor & Francis Group
Copyright_xml – notice: 2020 Informa UK Limited, trading as Taylor & Francis Group 2020
– notice: 2020 Informa UK Limited, trading as Taylor & Francis Group
DBID AAYXX
CITATION
7SC
8FD
JQ2
L7M
L~C
L~D
DOI 10.1080/00949655.2020.1825716
DatabaseName CrossRef
Computer and Information Systems Abstracts
Technology Research Database
ProQuest Computer Science Collection
Advanced Technologies Database with Aerospace
Computer and Information Systems Abstracts – Academic
Computer and Information Systems Abstracts Professional
DatabaseTitle CrossRef
Computer and Information Systems Abstracts
Technology Research Database
Computer and Information Systems Abstracts – Academic
Advanced Technologies Database with Aerospace
ProQuest Computer Science Collection
Computer and Information Systems Abstracts Professional
DatabaseTitleList Computer and Information Systems Abstracts
DeliveryMethod fulltext_linktorsrc
Discipline Statistics
Mathematics
Computer Science
Economics
EISSN 1563-5163
EndPage 647
ExternalDocumentID 10_1080_00949655_2020_1825716
1825716
Genre Research Article
GroupedDBID .7F
.QJ
0BK
0R~
29L
30N
4.4
5GY
5VS
8VB
AAENE
AAJMT
AALDU
AAMIU
AAPUL
AAQRR
ABCCY
ABFIM
ABHAV
ABJNI
ABLIJ
ABPAQ
ABPEM
ABTAI
ABXUL
ABXYU
ACGEJ
ACGFS
ACGOD
ACTIO
ADCVX
ADGTB
ADXPE
AEISY
AENEX
AEOZL
AEPSL
AEYOC
AFKVX
AGDLA
AGMYJ
AHDZW
AIJEM
AJWEG
AKBVH
AKOOK
ALMA_UNASSIGNED_HOLDINGS
ALQZU
AQRUH
AVBZW
AWYRJ
BLEHA
CCCUG
CE4
CS3
DGEBU
DKSSO
DU5
EBS
E~A
E~B
F5P
GTTXZ
H13
HF~
HZ~
H~P
IPNFZ
J.P
KYCEM
LJTGL
M4Z
MS~
NA5
NY~
O9-
P2P
PQQKQ
QWB
RIG
RNANH
ROSJB
RTWRZ
S-T
SNACF
TBQAZ
TDBHL
TEJ
TFL
TFT
TFW
TN5
TTHFI
TUROJ
TWF
UPT
UT5
UU3
YQT
ZGOLN
ZL0
~S~
AAGDL
AAHIA
AAYXX
AFRVT
AIYEW
CITATION
TASJS
7SC
8FD
ADYSH
JQ2
L7M
L~C
L~D
ID FETCH-LOGICAL-c338t-1d01b8d8ced31ba9108e3f28e9b11e0f1d00e8eedea4adfa16a95de79fd0eda83
ISSN 0094-9655
IngestDate Fri Jul 25 02:31:50 EDT 2025
Thu Apr 24 22:50:49 EDT 2025
Sun Aug 03 02:37:23 EDT 2025
Wed Dec 25 09:06:54 EST 2024
IsPeerReviewed true
IsScholarly true
Issue 3
Language English
LinkModel OpenURL
MergedId FETCHMERGED-LOGICAL-c338t-1d01b8d8ced31ba9108e3f28e9b11e0f1d00e8eedea4adfa16a95de79fd0eda83
Notes ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ORCID 0000-0001-9284-0098
PQID 2487089140
PQPubID 53118
PageCount 25
ParticipantIDs informaworld_taylorfrancis_310_1080_00949655_2020_1825716
crossref_primary_10_1080_00949655_2020_1825716
proquest_journals_2487089140
crossref_citationtrail_10_1080_00949655_2020_1825716
PublicationCentury 2000
PublicationDate 2021-02-11
PublicationDateYYYYMMDD 2021-02-11
PublicationDate_xml – month: 02
  year: 2021
  text: 2021-02-11
  day: 11
PublicationDecade 2020
PublicationPlace Abingdon
PublicationPlace_xml – name: Abingdon
PublicationTitle Journal of statistical computation and simulation
PublicationYear 2021
Publisher Taylor & Francis
Taylor & Francis Ltd
Publisher_xml – name: Taylor & Francis
– name: Taylor & Francis Ltd
References CIT0030
CIT0032
CIT0031
CIT0034
CIT0033
Kasarapu RV (CIT0050) 2011; 5
Duncan AJ. (CIT0020) 1956; 51
CIT0036
CIT0035
CIT0038
CIT0037
CIT0039
CIT0041
CIT0040
CIT0043
CIT0042
CIT0001
CIT0045
Yeniay Ö (CIT0058) 2005; 10
Storn R (CIT0046) 1995; 11
CIT0003
CIT0047
CIT0002
CIT0005
CIT0049
CIT0004
CIT0007
CIT0006
CIT0009
CIT0008
CIT0052
CIT0051
CIT0010
CIT0054
Fleetwood K (CIT0048) 1999
CIT0053
CIT0012
CIT0056
CIT0011
CIT0055
Low C (CIT0044) 2010; 17
CIT0014
CIT0013
CIT0057
CIT0016
CIT0015
CIT0018
CIT0017
CIT0019
CIT0021
CIT0023
CIT0022
CIT0025
CIT0024
CIT0026
CIT0029
Lin YC (CIT0027) 2005; 12
CIT0028
References_xml – ident: CIT0036
  doi: 10.1108/02656710910928770
– ident: CIT0038
– ident: CIT0045
  doi: 10.1016/j.cie.2016.12.031
– ident: CIT0023
  doi: 10.1016/j.eswa.2012.05.034
– ident: CIT0042
  doi: 10.1016/j.compag.2009.07.012
– ident: CIT0019
  doi: 10.1016/j.ejor.2003.08.033
– ident: CIT0040
  doi: 10.1016/j.infrared.2016.04.013
– ident: CIT0015
  doi: 10.1080/03610919208813040
– ident: CIT0007
  doi: 10.1080/00224065.1999.11979947
– ident: CIT0017
  doi: 10.1080/07408179308964289
– ident: CIT0037
  doi: 10.1080/03610926.2014.904348
– ident: CIT0056
  doi: 10.1109/TEVC.2006.872133
– ident: CIT0018
  doi: 10.1080/02664760120074951
– ident: CIT0026
  doi: 10.1016/j.eswa.2011.08.073
– ident: CIT0002
  doi: 10.1080/00401706.1990.10484583
– ident: CIT0004
  doi: 10.1016/j.ijpe.2006.10.008
– ident: CIT0012
  doi: 10.1080/00401706.1988.10488366
– start-page: 79
  volume-title: New ideas in optimization
  year: 1999
  ident: CIT0048
– ident: CIT0010
  doi: 10.1080/00224065.1994.11979524
– ident: CIT0001
  doi: 10.1080/00401706.1987.10488266
– volume: 12
  start-page: 246
  issue: 3
  year: 2005
  ident: CIT0027
  publication-title: Int J Ind Eng
– ident: CIT0039
  doi: 10.1016/j.minpro.2016.11.019
– ident: CIT0032
  doi: 10.1016/j.eswa.2011.09.014
– ident: CIT0043
  doi: 10.1080/00401706.2000.10485713
– ident: CIT0024
  doi: 10.1016/j.ijpe.2014.02.008
– ident: CIT0022
  doi: 10.1016/j.eswa.2005.07.010
– ident: CIT0008
  doi: 10.1080/00207540210136504
– ident: CIT0031
  doi: 10.1016/j.asoc.2011.05.053
– ident: CIT0054
  doi: 10.1007/s00500-008-0344-6
– ident: CIT0034
  doi: 10.1142/S0217595908002012
– ident: CIT0055
  doi: 10.1016/j.ins.2011.03.010
– volume: 10
  start-page: 45
  issue: 1
  year: 2005
  ident: CIT0058
  publication-title: Math Comput Appl
– ident: CIT0003
  doi: 10.1080/00224065.1982.11978790
– ident: CIT0025
  doi: 10.1016/j.ijpe.2012.03.006
– ident: CIT0016
  doi: 10.1080/00224065.1993.11979414
– volume: 51
  start-page: 228
  issue: 274
  year: 1956
  ident: CIT0020
  publication-title: J Am Stat Assoc
– ident: CIT0053
  doi: 10.1109/TEVC.2013.2281528
– volume: 11
  start-page: 341
  issue: 4
  year: 1995
  ident: CIT0046
  publication-title: Int Comput Sci Institute
– ident: CIT0035
  doi: 10.1080/00949650802338323
– ident: CIT0057
  doi: 10.1016/S1474-0346(02)00011-3
– ident: CIT0006
  doi: 10.1080/00224065.1997.11979750
– ident: CIT0041
  doi: 10.1016/j.neucom.2015.10.009
– ident: CIT0013
  doi: 10.1080/00401706.1986.10488092
– ident: CIT0029
  doi: 10.1016/j.eswa.2009.05.017
– ident: CIT0049
– ident: CIT0051
  doi: 10.1145/937503.937505
– ident: CIT0052
  doi: 10.1109/TEVC.2008.927706
– ident: CIT0021
  doi: 10.1016/S0925-5273(01)00126-8
– ident: CIT0030
  doi: 10.1007/s00170-012-4260-7
– ident: CIT0011
  doi: 10.1016/S0925-5273(96)00100-4
– ident: CIT0009
  doi: 10.1080/07408170490426116
– volume: 5
  start-page: 149
  issue: 2
  year: 2011
  ident: CIT0050
  publication-title: Jordan J Mech Indus Eng
– ident: CIT0005
  doi: 10.1080/00224065.1994.11979523
– volume: 17
  start-page: 365
  issue: 5
  year: 2010
  ident: CIT0044
  publication-title: J Qual
– ident: CIT0047
  doi: 10.1109/TEVC.2010.2059031
– ident: CIT0014
  doi: 10.1080/00224065.1991.11979304
– ident: CIT0033
  doi: 10.1016/j.ijpe.2003.09.011
– ident: CIT0028
  doi: 10.1007/s00170-009-2288-0
SSID ssj0001152
Score 2.2932205
Snippet To the best of our knowledge, no literary contribution addressed the design of adaptive ARMA control charts with autocorrelated data, so far. This paper aims...
SourceID proquest
crossref
informaworld
SourceType Aggregation Database
Enrichment Source
Index Database
Publisher
StartPage 623
SubjectTerms Adaptive control
Algorithms
Auto-regressive
Autocorrelation
Constraints
control chart
Control charts
Cost function
Economics
evolutionary algorithms
Evolutionary computation
moving-average
Parameter sensitivity
Sensitivity analysis
simulation
Title Economic-statistical design of adaptive arma control chart for autocorrelated data
URI https://www.tandfonline.com/doi/abs/10.1080/00949655.2020.1825716
https://www.proquest.com/docview/2487089140
Volume 91
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
link http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwnV3Pb9MwFLZgOzAO_CggBgP5wDVVHDuJfZxgU4XGkCAVFRfLjm0JaWsnml3463n-kbRVIwZcotapk7bfl-dn-73vIfSuKAvlrDOZbS1MUFrGMg2jQqZtWSlHmYZnykdbXFazOfu4KBebgMyQXdLpaftrNK_kf1CFNsDVZ8n-A7LDRaEBXgO-cASE4fhXGPdZxZlPCwqKy37LJcRkxP19dRMig_yy9RCU7vOsuhg8edutWl-d40p5vzOlqY35qtvXb0MdiMibsOr-4zqVABv2M1bJJ92wwwechopGaak1rTMUxIcmk806Q7NX8mMr7iiYVsEyUUXN3alN1rSiWUmSBUvmNhbnSrSiW7azionHaRiuohDnnoXvQyKFF7ovYYJfQCNMc2syoqh9-Vmezy8uZHO2aO6jw6Ku_Vb-4ensw_dvw3hNYl2m4Qf0eV5egX3sNjsezI6-7d54HpyU5gl6lBDDp5EqT9E9u5ygx33lDpwM-QQ96JmznqCHnwblXnh39LWHev0MfRkjGI4EwyuHe4JhTzCcCIYDwTB8X7xLMOwJ9hzNz8-a97MsFeHIWkp5lxGTE80Nb62hRCvwLrmlruBWaEJs7uB8bjl4WlYxZZwilRKlsbVwJrdGcfoCHSxXS_sSYWN4zhwlpqgcc6KGDzKlS8GZaF1u1TFi_R8r26RQ7wulXEkyCNlGPKTHQyY8jtF06HYTJVru6iC2UZNdoLaLrJb0jr4nPcQyWYK1LGDWn3NBWP7qz6dfo6PNo3WCDrqft_YNOLWdfptY-RugYqDY
linkProvider Library Specific Holdings
linkToHtml http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LT9tAEB6V9AA9NCVQNZS2e-Dq4LXXzu6xqkApjxwqIuW22ucFlETEufTXM-NHxEOIA1fbs7LHs_NYffMNwElWZCaG6JPgAhYoTojEYlRIbChKE3NhcU8R2mJaTmbiYl7MH_XCEKySaujYEEXUvpo2Nx1Gd5C4U4LDqbIosLzL8BIWOZj178DHAnN3svI8nW69MW-m7pBIQjJdF89ryzyJT0_YS1946zoEnffBdS_fIE9uR5vKjtz_Z7yO7_u6L_C5zVDZ78ak9uFDWAyg301_YK0zGMCn6y3j63oAe5S1NqTPB_Cva3dO1t1VXNHXYBG2jMx4syI3y-g8nbVoeUYNYBVDTTCzqZaOxobcYSbsGaFYD2F2fnbzZ5K0wxsSh1VvlXCfciu9dMHn3BrMSmTIYyaDspyHNOL9NEiM0MEI46PhpVGFD2MVfRq8kflX6C2Wi_ANmPcyFTHnPiujiGqMDwpjCyWFcjENZgii-2XatczmNGDjTvMtAWqjUk0q1a1KhzDaiq0aao-3BNRje9BVfaYSmwEoOn9D9rgzHt16ibXOsFpMpcIa9-gdS_-C3cnN9ZW--ju9_A57GYFuaGINP4Zedb8JPzBrquzPels8ADYJCrs
linkToPdf http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1NT9wwEB3xIaHlUNoFVCgtPvSaJU6crH2sSldAywohkLhZdmxfQLurbvbCr2cmiVfdIrQHrknGSib2zBvr-Q3A96zITPDBJb7yWKBUQiQWs0JifVGakAuLa4rYFuPy4l5cPRSRTTjvaJVUQ4dWKKKJ1bS4Zy5ERtwZseFUWRRY3WV4CWscBP2bsF0iPCFWX56Ol8GYt013yCQhm3iI561hVtLTinjpq2DdZKDRHtj47i3x5HGwqO2gev5P1vFdH_cRPnT4lP1oJ9Qn2PCTPuzF3g-sCwV92L1e6r3O-9AjzNpKPu_DbTzsnMzjVRzRNVQRNg3MODOjIMtoN511XHlGx79qho5gZlFPK2oa8oQ42DHisB7A_ejX3c-LpGvdkFRY89YJdym30snKu5xbg5hE-jxk0ivLuU8D3k-9xPzsjTAuGF4aVTg_VMGl3hmZH8LWZDrxn4E5J1MRcu6yMoighvigMLZQUqgqpN4cgYh_TFedrjm113jSfCl_2rpUk0t159IjGCzNZq2wxzoD9e900HWzoxLa9ic6X2N7EueO7mLEXGdYK6ZSYYV7_I6hT2Hn5nyk_1yOf3-BXkaMG2pXw09gq_678F8RMtX2W7MoXgDeQglf
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Economic-statistical+design+of+adaptive+arma+control+chart+for+autocorrelated+data&rft.jtitle=Journal+of+statistical+computation+and+simulation&rft.au=Costa%2C+A&rft.au=Fichera%2C+S&rft.date=2021-02-11&rft.pub=Taylor+%26+Francis+Ltd&rft.issn=0094-9655&rft.eissn=1563-5163&rft.volume=91&rft.issue=3&rft.spage=623&rft.epage=647&rft_id=info:doi/10.1080%2F00949655.2020.1825716&rft.externalDBID=NO_FULL_TEXT
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=0094-9655&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=0094-9655&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=0094-9655&client=summon