• Journal of Korean Society for Quality Management
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• v.20 no.1
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• pp.1-10
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• 1992

When we compare different control charting schemes, the average run length of each control chart is usually used. The use of the average run length implies that there is unbounded number of samples or observations. The regression recursive residuals, however, have been applied to the cumulative sum chart to detect whether the mean or variance changes. To implement choice of decision interval, we calculate the probability that certain fixed number of control statistics stay in the in-control state. This probability can be used as the significance level of a test for detecting the change in the residual mean or variance of the data with a finite number of observations.

• Journal of Korean Society for Quality Management
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• v.26 no.4
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• pp.143-150
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• 1998

We propose an adaptive monitoring a, pp.oach for serially correlated data. This algorithm uses the adaptive linear prediction lattice filter (ALPLF) which makes it compute process parameters in real time and recursively update their estimates. It involves computation of the forward and backward prediction errors. CUSUM control charts are a, pp.ied to prediction errors simulaneously in both directions as an omnibus method for detecting changes in process parameters. Results of computer simulations demonstrate that the proposed adaptive monitoring a, pp.oach has great potentials for real-time industrial a, pp.ications, which vary frequently in their control environment.

• Journal of Korean Society for Quality Management
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• v.32 no.4
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• pp.169-183
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• 2004

The synthetic control chart (SCC) proposed by Wu and Spedding (2000) is to detect shifts in the process mean. The performance was re-evaluated by Davis and Woodall (2002), and the steady-state average run length (ARL) performance was shown to be inferior to cumulative sum (CUSUM) or exponentially weighted moving average (EWMA) chart This paper proposes a simple adaptive scheme to improve the performance of the synthetic control chart. That is, once a non-conforming (NC) sample occurs, we investigate the next L-consecutive samples with larger sample sizes and shorter sampling intervals. We employ a Markov chain model to derive the ARL and the average time to s19na1 (ATS). We also propose a statistical design procedure for determining decision variables. Comprehensive comparative study shows that the proposed control chart is uniformly superior to the original SCC or double sampling (DS) Χ chart and comparable to the EWMA chart in ATS performance.

• Management Science and Financial Engineering
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• v.6 no.1
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• pp.1-19
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• 2000

This papeer proposes a general approach of the multivariate expontially weighted moving average(MEWMA) chart, in which the smoothing matrix has full elements instead of only diagonal elements. The average run length (ARL) properties of this scheme are examined for a diverse set of quality control environments and the information to design the chhart is provied. Performance of the scheme is measured by estmating ARL and compared to those of two group cumulative sum (CUSUM) chats. The comparison resullts show that the MEWMA chart can improve its ARL performance in detecting a small shifts out-of-control in the start-up stage, the general MEWMA chart of a full smoothing matrix appears to offer an exceptional protection aginst departures from control in the process mean.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.101-109
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• 1997

For the detection on variance changes in the nonstationary time series with a unit root two types of test statistics are proposed, of which one is based on the cumulative sum of squares and the other is based on the likelihood ratio test. The properties of the cusum type test statistic are derived and the performance of two tests in small samples are compared through Monte Carlo study. It is ovserved that the test based on the cumulative sum of squares can detect a samll change in the variance faster than the one based on the likelihood ratio.

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.465-470
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• 2012

EWMA(exponentially weighted moving average) charts and CUSUM(cumulative sum) charts are very effective to detect small shifts in the process mean. These charts have some control-chart parameters that allow the charts and be tuned and be more sensitive to certain shifts. The EWMA chart requires users to specify the value of a smoothing parameter, which can also be designed for the size of the mean shift. However, the size of the mean shift that occurs in applications is usually unknown and EWMA charts can perform poorly when the actual size of the mean shift is significantly different from the assumed size. In this paper, we propose the design procedure to find the optimal smoothing parameter of the EWMA chart when the size of the mean shift is unknown.

• Proceedings of the Korean Society Of Semiconductor Equipment Technology
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• 2006.10a
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• pp.96-100
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• 2006

본 연구에서는 플라즈마 상태를 조기에 예측하는 기법을 개발하였다. 본 기법은 신경망 시계열 모델, CUSUM 제어 차트, 그리고 Dempster Schafer 전문가 시스템을 결합하여 개발하였다. 시계열 모델은 과거와 미래정보의 조합을 통해 그 예측성능을 최적화하였다. 본 기법은 소자제조업체에서 가동중인 PECVD 장비에서 수집된 센서정보에 적용하여 평가하였으며, 플라즈마의 정상과 고장 상태를 조기에 정확히 예측할 수 있었다. 소자제조업체에서 본 기법을 적용할 때, 장비 생산성과 소자수율의 증진에 기여할 수 있다.

• Journal of the Korea Society of Computer and Information
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• v.9 no.4 s.32
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• pp.215-220
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• 2004

Production management confronted the environment of infinite competition should be prepared to abrupt variations of management environment and have the ability to be changed in short term. It has to be studied, the control method of products that correspond to multi-functionalization and reduced product life which is caused by high-quality and varied customers demands. As a process control method, we most be able not only to control varies characteristic in a control at once but also to detected special values quickly for high-quality. In this paper a control method referred above is presented.

• 한국지구물리탐사학회:학술대회논문집
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• 2003.11a
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• pp.669-675
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• 2003

This paper examines structural breaks and asymmetries of prices of four domestic petroleum products, i.e., gasoline, kerosene, diesel, and bunker-C, following the changes in the pricing policies pertaining to petroleum products in Korea from the government-controlled pricing system to the market pricing system. We use the monthly wholesale market price data for the sample period between July 1988 and December 2001. Using the four methods: the Chow test, the CUSUM/CUSUMQ tests, the Bayesian approach and the Dufour test, the structural behaviors of the petroleum product prices are examined. We found that structural change occurred in all petroleum products, with the exception of Kerosene, at the point of pricing policy change from government-controlled to the spot-price related pricing system. We, also conducted asymmetric analysis using the Borenstein, Cameron, and Gilbert (1997)'s model and found evidences of price asymmetry for all four product types, but in different pattern for each product.

• Journal of Korean Society for Quality Management
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• v.23 no.3
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• pp.33-44
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• 1995

This paper presents an automated visual inspection system for the electronic parts manufacturing process. In this system, a statistical process control (SPC) method is integrated into the automated inspection method on a real time base. It shows how the collected data can be analyzed with the SPC to provide process information. Also presented are studies of subpixel image processing technology to improve the accuracy of parts measurements, and the cumulative-sum (CUSUM) control chart for fraction defectives. An application of the developed system to connector manufacturing process as a part of computer integrated manufacturing (CIM) is presented.