Introduction of a general class of entropy-based control charts: The Φ-chart

We introduce a new class of Shewhart control charts, namely the f-chart. This new class is based on the cumulative paired f-divergence that generalizes both the cumulative (residual) entropy and the differential entropy. The f-chart contains several subclasses; of which one has a special case, the...

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Main Authors: Benedikt Mangold, Jens Konopik
Format: Article
Language:English
Published: AGH UNIVERSITY PRESS 2024-12-01
Series:Managerial Economics
Online Access:https://journals.agh.edu.pl/manage/article/view/6556
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author Benedikt Mangold
Jens Konopik
author_facet Benedikt Mangold
Jens Konopik
author_sort Benedikt Mangold
collection DOAJ
description We introduce a new class of Shewhart control charts, namely the f-chart. This new class is based on the cumulative paired f-divergence that generalizes both the cumulative (residual) entropy and the differential entropy. The f-chart contains several subclasses; of which one has a special case, the G-chart, which uses Gini’s mean difference as a measure of dispersion. We investigate the performance of three of the subclasses of f-charts in a showcase scenario, comparing its average run length under the Gaussian and several alternative distributions relevant to process control. We find especially the new Leik control chart to outperform classical Shewhart charts, which are based on ranks, standard deviation, or Gini’s mean difference. The results imply that monitoring a production process using f-charts results in faster detection of out-of-control processes, which can be crucial for a variety of application areas.
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spelling doaj-art-616ca9cd6adf4298ae8f6b23ac7643f02025-08-20T02:52:09ZengAGH UNIVERSITY PRESSManagerial Economics1898-11432353-36172024-12-0125110.7494/manage.2024.25.1.55Introduction of a general class of entropy-based control charts: The Φ-chartBenedikt Mangold0Jens Konopik1Department of Statistics and Econometrics, Friedrich-Alexander-Universität Erlangen-Nürnberg, Nuremberg, GermanyInstitute of Management, Friedrich-Alexander-Universität Erlangen-Nürnberg, Nuremberg, Germany We introduce a new class of Shewhart control charts, namely the f-chart. This new class is based on the cumulative paired f-divergence that generalizes both the cumulative (residual) entropy and the differential entropy. The f-chart contains several subclasses; of which one has a special case, the G-chart, which uses Gini’s mean difference as a measure of dispersion. We investigate the performance of three of the subclasses of f-charts in a showcase scenario, comparing its average run length under the Gaussian and several alternative distributions relevant to process control. We find especially the new Leik control chart to outperform classical Shewhart charts, which are based on ranks, standard deviation, or Gini’s mean difference. The results imply that monitoring a production process using f-charts results in faster detection of out-of-control processes, which can be crucial for a variety of application areas. https://journals.agh.edu.pl/manage/article/view/6556
spellingShingle Benedikt Mangold
Jens Konopik
Introduction of a general class of entropy-based control charts: The Φ-chart
Managerial Economics
title Introduction of a general class of entropy-based control charts: The Φ-chart
title_full Introduction of a general class of entropy-based control charts: The Φ-chart
title_fullStr Introduction of a general class of entropy-based control charts: The Φ-chart
title_full_unstemmed Introduction of a general class of entropy-based control charts: The Φ-chart
title_short Introduction of a general class of entropy-based control charts: The Φ-chart
title_sort introduction of a general class of entropy based control charts the φ chart
url https://journals.agh.edu.pl/manage/article/view/6556
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