• Title/Summary/Keyword: exponentially weighted moving average chart

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Adaptive Exponentially Weighted Moving Average Control Chart Using a Kalman Filter (칼만필터를 적용한 Adaptive EWMA관리도)

  • 김양호;정윤성;김광섭
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.16 no.28
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    • pp.93-101
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    • 1993
  • In this paper, two adaptive exponentially weighted moving avenge control chart schemes which available for real-time are proposed. The weighting coefficient is estimated using a recursive kalman filter algorithm. Simulated average run lengths indicate the proposed schemes are sensitive to process shifts And their performance is comparable to CUSUM control chart and customary EWMA control chart.

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Exponentially Weighted Moving Average Control Charts for Dispersion Matrix

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.633-644
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    • 2004
  • Exponentially Weighted Moving Average(EWMA) control chart for variance-covariance matrix of several quality characteristics based on accumulate-combine approach has proposed. Numerical computations show that multivariate EWMA chart based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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Monitoring social networks based on transformation into categorical data

  • Lee, Joo Weon;Lee, Jaeheon
    • Communications for Statistical Applications and Methods
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    • v.29 no.4
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    • pp.487-498
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    • 2022
  • Social network analysis (SNA) techniques have recently been developed to monitor and detect abnormal behaviors in social networks. As a useful tool for process monitoring, control charts are also useful for network monitoring. In this paper, the degree and closeness centrality measures, in which each has global and local perspectives, respectively, are applied to an exponentially weighted moving average (EWMA) chart and a multinomial cumulative sum (CUSUM) chart for monitoring undirected weighted networks. In general, EWMA charts monitor only one variable in a single chart, whereas multinomial CUSUM charts can monitor a categorical variable, in which several variables are transformed through classification rules, in a single chart. To monitor both degree centrality and closeness centrality simultaneously, we categorize them based on the average of each measure and then apply to the multinomial CUSUM chart. In this case, the global and local attributes of the network can be monitored simultaneously with a single chart. We also evaluate the performance of the proposed procedure through a simulation study.

Exponentially Weighted Moving Average Chart for High-Yield Processes

  • Kotani, Takayuki;Kusukawa, Etsuko;Ohta, Hiroshi
    • Industrial Engineering and Management Systems
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    • v.4 no.1
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    • pp.75-81
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    • 2005
  • Borror et al. discussed the EWMA(Exponentially Weighted Moving Average) chart to monitor the count of defects which follows the Poisson distribution, referred to the $EWMA_c$ chart, as an alternative Shewhart c chart. In the $EWMA_c$ chart, the Markov chain approach is used to calculate the ARL (Average Run Length). On the other hand, in order to monitor the process fraction defectives P in high-yield processes, Xie et al. presented the CCC(Cumulative Count of Conforming)-r chart of which quality characteristic is the cumulative count of conforming item inspected until observing $r({\geq}2)$ nonconforming items. Furthermore, Ohta and Kusukawa presented the $CS(Confirmation Sample)_{CCC-r}$ chart as an alternative of the CCC-r chart. As a more superior chart in high-yield processes, in this paper we present an $EWMA_{CCC-r}$ chart to detect more sensitively small or moderate shifts in P than the $CS_{CCC-r}$ chart. The proposed $EWMA_{CCC-r}$ chart can be constructed by applying the designing method of the $EWMA_C$ chart to the CCC-r chart. ANOS(Average Number of Observations to Signal) of the proposed chart is compared with that of the $CS_{CCC-r}$ chart through computer simulation. It is demonstrated from numerical examples that the performance of proposed chart is more superior to the $CS_{CCC-r}$ chart.

A Synthetic Exponentially Weighted Moving-average Chart for High-yield Processes

  • Kusukawa, Etsuko;Kotani, Takayuki;Ohta, Hiroshi
    • Industrial Engineering and Management Systems
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    • v.7 no.2
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    • pp.101-112
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    • 2008
  • As charts to monitor the process fraction defectives, P, in the high-yield processes, Mishima et al. (2002) discussed a synthetic chart, the Synthetic CS chart, which integrates the CS (Confirmation Sample)$_{CCC(\text{Cumulative Count of Conforming})-r}$ chart and the CCC-r chart. The Synthetic CS chart is designed to monitor quality characteristics in real-time. Recently, Kotani et al. (2005) presented the EWMA (Exponentially Weighted Moving-Average)$_{CCC-r}$ chart, which considers combining the quality characteristics monitored in the past with one monitored in real-time. In this paper, we present an alternative chart that is more superior to the $EWMA_{CCC-r}$ chart. It is an integration of the $EWMA_{CCC-r}$ chart and the CCC-r chart. In using the proposed chart, the quality characteristic is initially judged as either the in-control state or the out-of-control state, using the lower and upper control limits of the $EWMA_{CCC-r}$ chart. If the process is not judged as the in-control state by the $EWMA_{CCC-r}$ chart, the process is successively judged, using the $EWMA_{CCC-r}$ chart. We compare the ANOS (Average Number of Observations to Signal) of the proposed chart with those of the $EWMA_{CCC-r}$ chart and the Synthetic CS chart. From the numerical experiments, with the small size of inspection items, the proposed chart is the most sensitive to detect especially the small shifts in P among other charts.

The Study for Comparative Analysis of Software Failure Time Using EWMA Control Chart (지수 가중 이동 평균 관리도를 이용한 소프트웨어 고장 시간 비교분석에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.8 no.3
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    • pp.33-39
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    • 2008
  • Software failure time presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing. For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss exponentially weighted moving average chart, in measuring failure time. In control, exponentially weighted moving average chart's uses are efficiency case of analysis with knowing information, Using real software failure time, we are proposed to use exponentially weighted moving average chart and comparative analysis of software failure time.

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EWMA control charts for monitoring three parameter regions (3개의 모수영역을 모니터링하는 EWMA 관리도)

  • Yukyung, Kim;Jaeheon, Lee
    • The Korean Journal of Applied Statistics
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    • v.35 no.6
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    • pp.725-737
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    • 2022
  • In the standard assumption of statistical process monitoring (SPM) under consideration, the in-control region of the control parameter of quality characteristic consists of a single point. However, if small deviations from the ideal situation may not be of practical importance, the parametric space can consist of three regions: In-control, indifference, and out-of-control. In this paper, we propose two exponentially weighted moving average (EWMA) charting procedures applicable to the situation with three parameter regions, and compare the efficiency of the proposed procedures with the Shewhart chart and the cumulative sum (CUSUM) chart.

The Exponentially Weighted Moving Average Control Charts

  • Jeon, Jae-Kyeong;Goo, Bon-chul;Song, Suh-ill
    • Journal of Korean Society for Quality Management
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    • v.19 no.2
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    • pp.172-180
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    • 1991
  • The null hypothesis being tested by $the{\bar{X}}$ control chart is that the process is in control at a quality level ${\mu}o$. An ${\bar{X}}control$ chart is a tool for detecting process average changes due to assingnable causes. The major weakness of $the{\bar{X}}$ control chart is that it is relatively insensitive to small changes in the population mean. This paper presents one way to remedy this weakness is to allow each plotted value to depend not only on the most recent subgroup average but on some of the other subgroup averages as well. Two approaches for doing this are based on (1) moving averages and (2) exponentially weighted moving averages of forecasting method.

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[ $\overline{X}$ ] Chart with Geometrically Adjusted Control Limits under Continually Improving Processes (지속적으로 향상되는 공정에서 기하 조정 관리한계를 사용한 $\overline{X}$ 관리도)

  • Ryu, Mi-Jung;Park, Chang-Soon
    • Journal of Korean Society for Quality Management
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    • v.34 no.4
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    • pp.125-132
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    • 2006
  • An adjusted control limit of the $\overline{X}$ chart is proposed for monitoring the continually improving processes. The continual improvement of the process implies the decrease of the process variance, which is represented by a logistic curve. The process standard deviation is estimated by the exponentially weighted moving average of the sample standard deviations from the past to the current times. The control limits are adjusted by the estimated standard deviation at every sampling time. The performance of the adjusted control limit is compared with that of the standard control limits for various cases of the decreasing speed and size of the variance. The results show that the $\overline{X}$ chart with the adjusted control limits provides better performances for monitoring the small and moderate shifts in continually improving processes.