• Title/Summary/Keyword: Average run length (ARL)

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The effect of parameter estimation on $\bar{X}$ charts based on the median run length ($\bar{X}$ 관리도에서 런길이의 중위수에 기초한 모수 추정의 영향)

  • Lee, Yoojin;Lee, Jaeheon
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1487-1498
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    • 2016
  • In monitoring a process, in-control process parameters must be estimated from the Phase I data. When we design the control chart based on the estimated process parameters, the control limits are usually chosen to satisfy a specific in-control average run length (ARL). However, as the run length distribution is skewed when the process is either in-control or out-of-control, the median run length (MRL) can be used as alternative measure instead of the ARL. In this paper, we evaluate the performance of Shewhart $\bar{X}$ chart with estimated parameters in terms of the average of median run length (AMRL) and the standard deviation of MRL (SDMRL) metrics. In simualtion study, the grand sample mean is used as a process mean estimator, and several competing process standard deviation estimators are used to evaluate the in-control performance for various amounts of Phase I data.

The ARL of a Selectively Moving Average Control Chart (선택적 이동평균(S-MA) 관리도의 ARL)

  • Lim, Tae-Jin
    • Journal of Korean Society for Quality Management
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    • v.35 no.1
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    • pp.24-34
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    • 2007
  • This paper investigates the average run length (ARL) of a selectively moving average (S-MA) control chart. The S-U chart is designed to detect shifts in the process mean. The basic idea of the S-MA chart is to accumulate previous samples selectively in order to increase the sensitivity. The ARL of the S-MA chart was shown to be monotone decreasing with respect to the decision length in a previous research [3]. This paper derives the steady-state ARL in a closed-form and shows that the monotone property is resulted from head-start assumption. The steady-state ARL is shown to be a sum of head-start ARL and an additional term. The statistical design procedure for the S-MA chart is revised according to this result. Sensitivity study shorts that the steady-state ARL performance is still better than the CUSUM chart or the Exponentially Weighted Moving Average (EWMA) chart.

The in-control performance of the CCC-r chart with estimated parameters (추정된 모수를 사용한 CCC-r 관리도에서 관리상태의 성능)

  • Kim, Jaeyeon;Kim, Minji;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.31 no.4
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    • pp.485-495
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    • 2018
  • The CCC-r chart is more effective than traditional attribute control charts for monitoring high-quality processes. In-control process parameters are typically unknown and should be estimated when implementing a CCC-r chart. Phase II control chart performance can deteriorate due to the effect of the estimation error. In this paper, we used the standard deviation of average run length (ARL) as well as the average of ARL to quantify the between-practitioner variability in the CCC-r chart performance. The results indicate that the CCC-r chart requires larger Phase I data than previously recommended in the literature in order to have consistent chart in-control performance among practitioners.

Statistical design of Shewhart control chart with runs rules (런 규칙이 혼합된 슈와르트 관리도의 통계적 설계)

  • Kim, Young-Bok;Hong, Jung-Sik;Lie, Chang-Hoon
    • Journal of Korean Society for Quality Management
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    • v.36 no.3
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    • pp.34-44
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    • 2008
  • This research proposes a design method based on the statistical characteristics of the Shewhart control chart incorporated with 2 of 2 and 2 of 3 runs rules respectively. A Markov chain approach is employed in order to calculate the in-control and out-of-control average run lengths(ARL). Two different control limit coefficients for the Shewhart scheme and the runs rule scheme are derived simultaneously to minimize the out-of-control average run length subject to the reasonable in-control average run length. Numerical examples show that the statistical performance of the hybrid control scheme are superior to that of the original Shewhart control chart.

A Design of One-Sided Cumulative Scored Control Chart (단방향 누적점수관리도의 설계)

  • 최인수;이윤동
    • Journal of Korean Society for Quality Management
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    • v.26 no.3
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    • pp.31-45
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    • 1998
  • This paper proposes a method of designing one-sided cumulative scored control charts to control the process mean with a normally distributed quality characteristic. The average run length(ARL) is obtained from the average sample number of sequential probability ratio test(SPRT) on trinomial distribution. Using the analogy between cumulative scored control chart and SPRT for trinomial observations, a procedure is presented to determine three control chart parameters; lower and u, pp.r scoring boundaries and action limit. The parameters are determined by minimizing the ARL when the process is out of control with prespecified ARL when the process is in control.

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A Heuristic Approach for Approximating the ARL of the CUSUM Chart

  • Kim, Byung-Chun;Park, Chang-Soon;Park, Young-Hee;Lee, Jae-Heon
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.89-102
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    • 1994
  • A new method for approximating the average run length (ARL) of cumulative sum (CUSUM) chart is proposed. This method uses the conditional expectation for the test statistic before the stopping time and its asymptotic conditional density function. The values obtained by this method are compared with some other methods in normal and exponential case.

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A Study on UBM Method Detecting Mean Shift in Autocorrelated Process Control

  • Jun, Sang-Pyo
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.12
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    • pp.187-194
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    • 2020
  • In today's process-oriented industries, such as semiconductor and petrochemical processes, autocorrelation exists between observed data. As a management method for the process where autocorrelation exists, a method of using the observations is to construct a batch so that the batch mean approaches to independence, or to apply the EWMA (Exponentially Weighted Moving Average) statistic of the observed value to the EWMA control chart. In this paper, we propose a method to determine the batch size of UBM (Unweighted Batch Mean), which is commonly used as a management method for observations, and a method to determine the optimal batch size based on ARL (Average Run Length) We propose a method to estimate the standard deviation of the process. We propose an improved control chart for processes in which autocorrelation exists.

Optimal Designs for Attribute Control Charts

  • Chung, Sung-Hee;Park, Sung-Hyun;Park, Jun-Oh
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.97-103
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    • 2003
  • Shewhart-type control charts have historically been used for attribute data, though they have ARL biased property and even are unable to detect the improvement of a process with some process parameters. So far most efforts have been made to improve the performance of attribute control charts in terms of faster detection of special causes without increasing the rates of false alarm. In this paper, control limits are proposed that yield an ARL (nearly) unbiased chart for attributes. Optimal design is also proposed for attribute control charts under a natural sense of criterion.

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INFLUENCE OF SPECIAL CAUSES ON STOCHASTIC PROCESS ADJUSTMENT

  • Lee, Jae-June;Mihye Ahn
    • Journal of the Korean Statistical Society
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    • v.33 no.2
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    • pp.219-231
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    • 2004
  • Process adjustment is a complimentary tool to process monitoring in process control. Although original intention of process adjustment is not identifying a special cause, detection and elimination of special causes may lead to significant process improvement. In this paper, we examine the impact of special causes on process adjustment. The bias in the adjusted output process is derived for each type of special causes, and average run length (ARL) of the Shewhart chart applied to the adjusted output is computed for each special cause types. Numerical results are illustrated for the ARL of the Shewhart chart, thereupon seriousness of special causes on process adjustment is evaluated for each type of special causes.

A Control Chart for Gamma Distribution using Multiple Dependent State Sampling

  • Aslam, Muhammad;Arif, Osama-H.;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
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    • v.16 no.1
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    • pp.109-117
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    • 2017
  • In this article, a control chart based on multiple dependent (or deferred) state sampling for the gamma distributed quality characteristic is proposed using the gamma to normal transformation. The proposed control chart has two pairs of control limits, which can be determined by considering the in-control average run length (ARL). The shift in the scale parameter of a gamma distribution is considered and the out-of-control ARL is evaluated. The performance of the proposed chart has been shown for different levels of the parameters of the proposed control chart. It is also shown that the proposed chart is better than the Shewhart chart in terms of ARLs. A case study with a real data has been included for the practical usage of the proposed scheme.