• Title/Summary/Keyword: EWMA control chart

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Control Charts for Means and Variances under Multivariate Normal Process

  • Chang, Duk-Joon;Kwon, Yong-Man
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.223-232
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    • 1999
  • Multivariate quality control charts with combine-accumulate approach and accumulate-combine apprach for monitoring both means and variances under multivariate normal process are investigated. Numerical performances of the charts show that multivariate EWMA chart with accumulate-combine approach can be recommended for all kinds of shift in means and variances.

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Design of Zp-s Control Chart for Monitoring Small Shift of Process Variance (미세 공정산포 관리를 위한 Zp-s관리도 설계)

  • Kim, Jong-Geol;Kim, Chang-Su;Eom, Sang-Jun;Yun, Hye-Seon
    • Proceedings of the Safety Management and Science Conference
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    • 2013.11a
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    • pp.199-207
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    • 2013
  • 산업의 빠른 발전 속도에 따라 연구 개발도 함께 발전해야 한다. 따라서 현재 제조공정에 대한 품질 특성치의 분석방법으로 공정 모수의 작은 변화도 쉽게 탐지를 할 수 있는 EWMA 관리도와 Shewhart 관리도보다 공정 변화에 민감하게 탐지 가능한 CUSUM 관리도에 관한 연구가 많이 이루어지고 있다. 하지만 식스시그마 공정관리에 맞춘 평균, 불량률, 미세 분산을 동시에 감지할 수 있는 동시 관리 체계 연구는 많이 미흡하다. 본 연구에서는 기존의 CUSUM, EWMA 관리도 기법보다 빠른 이상 감지를 위해서 평균, 불량률, 분산 3가지가 동시에 관리되어질 수 있도록 Zp-s 관리도를 소개한다. Zp-s 관리도는 ARL을 통해 기존 관리도보다 민감함을 확인할 수 있다.

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AN INTEGRATED PROCESS CONTROL PROCEDURE WITH REPEATED ADJUSTMENTS AND EWMA MONITORING UNDER AN IMA(1,1) DISTURBANCE WITH A STEP SHIFT

  • Park, Chang-Soon
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.381-399
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    • 2004
  • Statistical process control (SPC) and engineering process control (EPC) are based on different strategies for process quality improvement. SPC re-duces process variability by detecting and eliminating special causes of process variation, while EPC reduces process variability by adjusting compensatory variables to keep the quality variable close to target. Recently there has been need for an integrated process control (IPC) procedure which combines the two strategies. This paper considers a scheme that simultaneously applies SPC and EPC techniques to reduce the variation of a process. The process model under consideration is an IMA(1,1) model with a step shift. The EPC part of the scheme adjusts the process, while the SPC part of the scheme detects the occurrence of a special cause. For adjusting the process repeated adjustment is applied according to the predicted deviation from target. For detecting special causes the exponentially weighted moving average control chart is applied to the observed deviations. It was assumed that the adjustment under the presence of a special cause may increase the process variability or change the system gain. Reasonable choices of parameters for the IPC procedure are considered in the context of the mean squared deviation as well as the average run length.

Development of Short-Run Standardized Control Charts and Acceptance Control Charts Classified by the Demand Volume and Variety (수요량과 다양성 패턴에 의해 유형화된 단기간 표준화 관리도와 단기간 합격판정 관리도의 개발)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.12 no.4
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    • pp.255-263
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    • 2010
  • The research developes short-run standardized control charts(SSCC) and short-run acceptance control charts(SACC) under the various demand patterns. The demand patterns considered in this paper are three types such as high-variety and repetitive low-volume pattern, extremely-high-variety and nonrepetitive low-volume pattern, and high-variety and extremely-low-volume pattern. The short-run standardized control charts developed by extending the long-run ${\bar{x}}$-R, ${\bar{x}}$-s and I-MR charts have strengths for practioners to understand and use easily. Moreover, the short-range acceptance control charts developed in the study can be efficiently used through combining the functions of the inspection and control chart. The weighting schemes such as Shewhart, moving average (MA) and exponentially weighted moving average (EWMA) can be considered by the reliability of data sets. The two types according to the use of control chart are presented in the short-range standardized charts and acceptance control charts. Finally, process capability index(PCI) and process performance index(PPI) classified by the demand patterns are presented.

Average run length calculation of the EWMA control chart using the first passage time of the Markov process (Markov 과정의 최초통과시간을 이용한 지수가중 이동평균 관리도의 평균런길이의 계산)

  • Park, Changsoon
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.1-12
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    • 2017
  • Many stochastic processes satisfy the Markov property exactly or at least approximately. An interested property in the Markov process is the first passage time. Since the sequential analysis by Wald, the approximation of the first passage time has been studied extensively. The Statistical computing technique due to the development of high-speed computers made it possible to calculate the values of the properties close to the true ones. This article introduces an exponentially weighted moving average (EWMA) control chart as an example of the Markov process, and studied how to calculate the average run length with problematic issues that should be cautioned for correct calculation. The results derived for approximation of the first passage time in this research can be applied to any of the Markov processes. Especially the approximation of the continuous time Markov process to the discrete time Markov chain is useful for the studies of the properties of the stochastic process and makes computational approaches easy.

A Review and Literature Survey of Control Charts Using New Classification Schemes (새로운 분류체계를 이용한 관리도의 문헌고찰과 검토)

  • 최성운
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.16 no.27
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    • pp.51-71
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    • 1993
  • 본 논문은 새로운 3차원 분류체계를 이용해서 관리도의 문헌을 고찰하고 검토하는데 연구 목적이 있다. 1차원 분류체계는 시간에 따른 연속된 관측치의 관계가 독립인가 자동상판인가로 나누어지며 2차원 분류체계는 독립관측치인 경우 가중치 방법에 따라 Shewart, MA EWMA, CUSUM Charts로 분류되며 자동상관된 관측치인 경우 모델링 방법에 따라 ARIMA, Spectral Charts로 분류된다. 3차원 분류체계는 품질특성인 변수의 수와 종속관계에 따라 일변량과 다변량으로 나누어 진다. 재래식 생산, 자동화 생산, 혹은 장치산업에 적용될 수 있는 관리도가 이 분류체계에 따라 장으로 구분되어 고찰된다. 이는 실무진들의 이해를 돕기 위한 지침으로 활용될 수 있다.

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Estimation of the Change Point in Monitoring the Mean of Autocorrelated Processes

  • Lee, Jae-Heon;Han, Jung-Hee;Jung, Sang-Hyun
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.155-167
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    • 2007
  • Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the mean of a process in which the observations can be modeled as an AR(1) process plus an additional random error. The performance of the proposed MLE is compared to the performance of the built-in estimator when they are used in EWMA charts based on the residuals. The results show that the proposed MLE provides good performance in terms of both accuracy and precision of the estimator.

Development of Integrated Variable Sampling Interval Engineering Process Control & Statistical Process Control System (가변 샘플링간격 EPC/SPC 결합시스템의 개발)

  • Lee, Seong-Jae;Seo, Sun-Geun
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.723-729
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    • 2005
  • Traditional statistical process control(SPC) applied to discrete part industry in the form of control charts can look for and eliminate assignable causes by process monitoring. On the other hand, engineering process control(EPC) applied to the process industry in the form of feedback control can maintain the process output on the target by continual adjustment of input variable. This study presents controlling and monitoring rules adopted variable sampling interval(VSI) to change sampling intervals in a predetermined fashion on the predicted process levels for integrated EPC and SPC systems. Twelve rules classified by EPC schemes(MMSE, constrained PI, bounded or deadband adjustment policy) and type of sampling interval combined with EWMA chart of SPC are proposed under IMA(1,1) disturbance model and zero-order (responsive) dynamic system. The properties of twelve control rules under three patterns of process change(sudden shift, drift and random shift) are evaluated and discussed through simulation and control rules for integrated VSI EPC and SPC systems are recommended.

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A Study on the Relation between Multivariate Process Control Techniques and Trend Algorithm (다변량 공정관리 기술과 추세알고리즘의 연계에 관한 조사연구)

  • Jung, Hae-Woon
    • Journal of the Korea Safety Management & Science
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    • v.13 no.4
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    • pp.225-235
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    • 2011
  • Autoregressed Controller, which have trend algorithm, seeks to minimize variability by transferring the output variable to the related process input variable, while multivariate process control techniques seek to reduce variability by detecting and eliminating assignable causes of variation. In the case of process control, a very reasonable objective is to try to minimize the variance of the output deviations from the target or set point. We also investigate algorithm with relevant Shewhart chart, Theoretical control charts, precontrol and process capability. To help the people who want to make the theoretical system, we compare the main techniques in "a study on the relation between multivariate process control techniques and trend algorithms".

Applicability of Statistical Evaluation to Power Quality Analysis (통계적 방법을 이용한 전력품질 관리방안)

  • Cho, Soo-Hwan;Jang, Gil-Soo;Kwon, Sae-Hyuk;Park, Sang-Ho;Jeon, Young-Soo;Kwak, No-Hong
    • Proceedings of the KIEE Conference
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    • 2006.07a
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    • pp.22-24
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    • 2006
  • The installations of power quality monitoring system have increased drastically over the past several decades. These systems have been effectively used to monitor, analyze and diagnose the conditions of power system, and furthermore can be used to improve the present asset maintenance policy, scheduled (time-based) method, into the advanced, cost-effective and labor-effective maintenance methods, such as condition-based maintenance, predictive maintenance and reliability centered maintenance. As an approach to this, this paper introduces the statistical methods, three kinds of control charts (Shewhart chart, CUSUM chart and EWMA chart), and discusses the applicability of these methods to recognize the changing trends of power quality indices and to estimate the system's condition, using Matlab.

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