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Variable sampling interval control charts for variance-covariance matrix

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.4
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    • pp.741-747
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    • 2009
  • Properties of multivariate Shewhart and EWMA (Exponentially Weighted Moving Average) control charts for monitoring variance-covariance matrix of quality variables are investigated. Performances of the proposed charts are evaluated for matched fixed sampling interval (FSI) and variable sampling interval (VSI) charts in terms of average time to signal (ATS) and average number of samples to signal (ANSS). Average number of swiches (ANSW) of the proposed VSI charts are also investigated.

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Properties of variable sampling interval control charts

  • Chang, Duk-Joon;Heo, Sun-Yeong
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.819-829
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    • 2010
  • Properties of multivariate variable sampling interval (VSI) Shewhart and CUSUM charts for monitoring mean vector of related quality variables are investigated. To evaluate average time to signal (ATS) and average number of switches (ANSW) of the proposed charts, Markov chain approaches and simulations are applied. Performances of the proposed charts are also investigated both when the process is in-control and when it is out-of-control.

Properties of VSI CUSUM Chart for Monitoring Dispersion Matrix

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.1003-1010
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    • 2004
  • Properties of the variable sampling interval(VSI) CUSUM chart for monitoring dispersion matrix of related quality characteristics are investigated. Performances of the proposed charts are evaluated for matched fixed sampling interval(FSI) and VSI charts in terms of average time to signal(ATS) and average number of samples to signal (ANSS). Average number of swiches(ANSW) of the proposed VSI Shewhart and CUSUM charts are also investigated.

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Properties of VSI Charts for Monitoring Dispersion Matrix

  • Chang, Duk-Joon;Kwon, Yong-Man
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.151-159
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    • 2004
  • Properties of the variable sampling interval(VSI) control charts for monitoring dispersion matrix of related quality characteristics are investigated. Performances of the proposed charts are evaluated for matched fixed sampling interval(FSI) and VSI charts in terms of average time to signal(ATS) and average number of samples to signal (ANSS). Average number of swiches(ANSW) of the proposed VSI charts are also investigated.

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Comparison of two sampling intervals and three sampling intervals VSI charts for monitoring both means and variances

  • Chang, Duk-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.4
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    • pp.997-1006
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    • 2015
  • In industrial quality control, when engineers use VSI control procedure they should consider both required time to signal and switching behaviors together in the case of production process changed. Up to the present, many researchers have studied fixed sampling interval (FSI) chart and variable sampling interval (VSI) chart in the points of average number of samples to signal (ANSS) and average time to signal (ATS). However, ANSS and ATS do not provide any switching information between different sampling intervals of VSI schemes. In this study, performances of two sampling intervals VSI chart and three sampling intervals VSI chart are evaluated and compared. The numerical results show that ANSS and ATS values of two sampling intervals VSI chart and three sampling interval VSI chart are similar regardless the amount of shifts. However, the values of switching behaviors including ANSW are less efficient in three sampling intervals VSI charts than in two sampling intervals VSI chart.

Evaluating Properties of Variable Sampling Interval EWMA Control Charts for Mean Vector

  • Kwon, Yong-Man;Chang, Duk-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.639-650
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    • 2005
  • Theoretical and numerical comparison have shown that variable sampling interval (VSI) charts are substantially more efficient than fixed sampling interval(FSI) charts in term of ATS(average time to signal). But the frequency of switching between different sampling intervals is a complicating factor in VSI procedures. VSI EWMA charts for monitoring mean vector of related qualify characteristics are investigated. To compare the efficiencies of the proposed charts, the performances are evaluated for matched FSI and VSI charts in terms of average time to signal(ATS) and average number of samples to signal(ANSS). For the switching behavior of the proposed VSI charts, average number of switches(ANSW) are also investigated.

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Switching properties of bivariate Shewhart control charts for monitoring the covariance matrix

  • Gwon, Hyeon Jin;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1593-1600
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    • 2015
  • A control chart is very useful in monitoring various production process. There are many situations in which the simultaneous control of two or more related quality variables is necessary. We construct bivariate Shewhart control charts based on the trace of the product of the estimated variance-covariance matrix and the inverse of the in-control matrix and investigate the properties of bivariate Shewart control charts with VSI procedure for monitoring covariance matrix in term of ATS (Average time to signal) and ANSW (Average number of switch) and probability of switch, ASI (Average sampling interval). Numerical results show that ATS is smaller than ARL. From examining the properties of switching in changing covariances and variances in ${\Sigma}$, ANSW values show that it does not switch frequently and does not matter to use VSI procedure.

Switching properties of multivariate Shewhart control charts

  • Kim, Bo-Jung;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.911-925
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    • 2017
  • We investigate the properties of multivariate Shewart control charts with VSI procedure for monitoring simultaneous monitoring mean vector and covariance matrix in term of ANSW (average number of switches), probability of switch and ASI (average sampling interval), ATS (average time to signal). From examining the ANSW values, we know that it does not switch frequently. The VSI control charts are superior to the corresponding FSI control charts in terms of ATS. And, it can be also seen that the VSI procedures have substantially fewer switches for small or moderate shifts of the mean vector and variances.

A Study on Optimum Value of Design Parameter of Multivariate EWMA and CUSUM charts for Monitoring Dispersion Matrix

  • Chang, Duk-Joon
    • Journal of Integrative Natural Science
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    • v.14 no.3
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    • pp.116-122
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    • 2021
  • Properties and comparison of multivariate CUSUM and EWMA charts for monitoring Σ of multivariate normal N(${\underline{\mu}}$, Σ) process has considered. Comparison of the performances of the considered charts, the numerical values are obtained by simulation with 10,000 iteration in terms of ATS, ANSS and ANSW. We found that EWMA chart with small values of smoothing constant more effectively detects the process changes than with large smoothing constant. And we also found that CUSUM chart with small value of reference value is more effectively detecting the process change than with large reference value. If a process engineer has interest in detecting small amount of shift rather than large shift, he/she can be recommended to use small smoothing constant in EWMA chart and small reference value in CUSUM chart.

Numerical Switching Performances of Cumulative Sum Chart for Dispersion Matrix

  • Chang, Duk-Joon
    • Journal of Integrative Natural Science
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    • v.12 no.3
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    • pp.78-84
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    • 2019
  • In many cases, the quality of a product is determined by several correlated quality variables. Control charts have been used for a long time widely to control the production process and to quickly detect the assignable causes that may produce any deterioration in the quality of a product. Numerical switching performances of multivariate cumulative sum control chart for simultaneous monitoring all components in the dispersion matrix ${\Sigma}$ under multivariate normal process $N_p({\underline{\mu}},{\Sigma})$ are considered. Numerical performances were evaluated for various shifts of the values of variances and/or correlation coefficients in ${\Sigma}$. Our computational results show that if one wants to quick detect the small shifts in a process, CUSUM control chart with small reference value k is more efficient than large k in terms of average run length (ARL), average time to signal (ATS), average number of switches (ANSW).