• Industrial Engineering and Management Systems
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• 제11권4호
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• pp.385-389
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• 2012

With the development of computer storage and the rapidly growing ability to process large amounts of data, the multivariate control charts have received an increasing attention. The existing univariate and multivariate control charts are a single hypothesis testing approach to process mean or variance by using a single statistic plot. This paper proposes a multiple hypothesis approach to developing a new multivariate control scheme. Plotted Hotelling's $T^2$ statistics are used for computing the corresponding p-values and the procedure for controlling the false discovery rate in multiple hypothesis testing is applied to the proposed control scheme. Some numerical simulations were carried out to compare the performance of the proposed control scheme with the ordinary multivariate Shewhart chart in terms of the average run length. The results show that the proposed control scheme outperforms the existing multivariate Shewhart chart for all mean shifts.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.497-515
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• 2016

Modern processes often monitor more than one quality characteristic that are referred to as multivariate statistical process control (MSPC) procedures. The MSPC is the most rapidly developing sector of statistical process control and increases interest in the simultaneous inspection of several related quality characteristics. Most multivariate detection procedures based on a multi-normality assumptions are independent, but there are many processes that assume non-normality and correlation. Many multivariate control charts have a lack of related joint distribution. Copulas are tool to construct multivariate modelling and formalizing the dependence structure between random variables and applied in several fields. From copula literature review, there are a few copula to apply in MSPC that have multivariate control charts, and represent a successful tool to identify an out-of-control process. This paper presents various types of copulas modelling for the multivariate control chart. The performance measures of the control chart are the average run length (ARL) and the average number of observations to signal (ANOS). Furthermore, a Monte Carlo simulation is shown when the observations were from an exponential distribution.

• 대한안전경영과학회지
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• 제13권4호
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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".

• Journal of the Korean Data and Information Science Society
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• 제22권6호
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• pp.1123-1135
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• 2011

다변량 통합공정관리의 기본절차는 잡음이 내재하는 공정에 수정조치를 취하여 공정편차를 백색 잡음으로 전환하도록 하여 공정제곱편차를 최소화하게 되는 것이며, 이러한 다변량 통합공정관리의 수정활동을 하는 경우 공정에 이상원인이 발생하면 관리도를 통해 이를 탐지하고 제거하게 된다. 수정된 공정은 이상원인 발생 전에는 백색잡음이지만, 이상원인 발생 후 다양한 형태의 시계열 모형으로 변환하게 된다. 만약 수정된 공정을 탐지하여 이상원인의 신호가 발생한 경우 교정활동을 통하여 이를 제거해야 하지만, 구조적으로 교정이 불가능 하거나 교정활동의 비용이 많이 발생하는 경우에는이상원인의 효과를 감안하여 수정활동을 재조정해야할 것이다. 이 논문에서는 공정모형으로 다변량 IMA(1,1)모형을 가정하고 다변량 통합공정관리 절차를 수행하는 경우 이상신호가 발생한 후 재수정 절차를 제안한다.

• Journal of the Korean Data and Information Science Society
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• 제27권2호
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• pp.539-548
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• 2016

This paper is a study on the multivariate CUSUM control charts using three different control statistics for monitoring covariance matrix. We get control limits and ARLs of the proposed multivariate CUSUM control charts using three different control statistics by using computer simulations. The performances of these proposed multivariate CUSUM control charts have been investigated by comparing ARLs. The purpose of control charts is to detect assignable causes of variation so that these causes can be found and eliminated from process, variability will be reduced and the process will be improved. We show that the charts based on three different control statistics are very effective in detecting shifts, especially shifts in covariances when the variables are highly correlated. When variables are highly correlated, our overall recommendation is to use the multivariate CUSUM control charts using trace for detecting changes in covariance matrix.

• 품질경영학회지
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• 제39권2호
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• pp.234-243
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• 2011

Multivariate control charts are widely used to monitor the performance of a multivariate process over time to maintain control of the process. Although existing multivariate control charts provide control limits to monitor the process and detect any extraordinary events, it is a challenge to identify the causes of an out-of-control alarm when the number of process variables is large. Several fault identification methods have been developed to address this issue. However, these methods require a normality assumption of the process data. In the present study, we propose a bootstrapped-based $T^2$ decomposition technique that does not require any distributional assumption. A simulation study was conducted to examine the properties of the proposed fault identification method under various scenarios and compare it with the existing parametric $T^2$ decomposition method. The simulation results showed that the proposed method produced better results than the existing one, especially in nonnormal situations.

• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1275-1283
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• 2013

다변량 통합공정관리의 기본절차는 잡음이 내재하는 공정에 수정조치를 취하여 공정편차벡터를 백색잡음벡터로 전환하도록 하여 공정제곱편차벡터를 최소화하게 되는 것이며, 이러한 다변량 통합공정관리의 수정활동을 하는 경우 공정에 이상원인이 발생하면 관리도를 통해 이를 탐지하고 제거하게 된다. 수정된 공정은 이상원인 발생 전에는 백색잡음이지만, 이상원인 발생 후 다양한 형태의 시계열 모형으로 변환하게 된다. 만약 수정된 공정을 탐지하여 이상원인의 신호가 발생한 경우 교정활동을 통하여 이를 제거해야 하지만, 구조적으로 교정이 불가능 하거나 교정활동의 비용이 많이 발생하는 경우에는 이상원인의 효과를 감안하여 수정활동을 재조정해야할 것이다. 이 논문에서는 공정모형으로 다변량 IMA(1,1)모형을 가정하고 다변량 통합공정관리 절차를 수행하는 경우 이상신호가 발생한 후 재수정 절차에서 필요한 모수추정을 하고자 한다.

• Journal of the Korean Data and Information Science Society
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• 제26권4호
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• pp.1027-1034
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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. When the joint distribution of the process variables is multivariate normal, multivariate Shewhart control charts using the function of the maximum likelihood estimator for monitoring the dispersion matrix are considered for the simultaneous monitoring of the dispersion matrix. The performances of the multivariate Shewhart control charts based on the proposed control statistic are evaluated in term of average run length (ARL). The performance is investigated in three cases, where the variances, covariances, and variances and covariances are changed respectively. The numerical results show that the performances of the proposed multivariate Shewhart control charts are not better than the control charts using the trace of the covariance matrix in the Jeong and Cho (2012) in terms of the ARLs.

• 산업경영시스템학회지
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• 제25권2호
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• pp.1-10
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• 2002

Process capability indices are widely used in industries and quality assurance system. In past years, process capability analysis have been used to characterize process performance on the basis of univariate quality characteristics. However, in actual manufacturing industrial, statistical process control (SPC) often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Therefore, the analysis have to be required a multivariate statistical technique. This paper introduces to multivariate capability indices and then selects a multivariate process capability index incorporated both the process variation and the process deviation from target among these indices under the multivariate normal distribution. We propose a new multivariate capability index $MC_{pm}^+$ using quality loss function instead of the process variation and this index is compared with the proposed indices when quality characteristics are independent and dependent of each other.

• 한국컴퓨터정보학회논문지
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• 제12권4호
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• pp.201-207
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• 2007

제조업에서는 2개 이상의 상관이 있는 품질특성치를 동시에 감시하거나 관리를 하기 위한 필요성이 많이 제기되고 있다. 하지만 복수의 품질특성치를 각각 독립적으로 감시하면 판단의 오류가 발생될 수 있다. 복수의 품질특성치를 동시에 감시하고자 할 때 $X^2$ 또는 $T^2$와 같은 다변량 관리도가 사용되어질 수 있다. 본 논문에서는 다수의 품질특성치를 갖는 용해공정에서 조기에 이상 징후를 파악하기 위하여 다변량 관리도를 이용한 조기경보 시스템을 구현하였다. 용해공정에서 상관성이 있는 다수의 품질특성치를 동시에 관리하기 위해 개발된 이 모듈은 용해공정의 통계적 공정관리 활동에 효율성 및 효과성을 향상시켜 주었다.