• Title/Summary/Keyword: 지수가중이동평균 관리도

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EWMA control chart for Katz family of distributions (카즈분포족에 대한 지수가중이동평균관리도)

  • Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.681-688
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    • 2010
  • In statistical process control, the primary method used to monitor the number of nonconformities is the c-chart. The conventional c-chart is based on the assumption that the occurrence of nonconformities in samples is well modeled by a Poisson distribution. When the Poisson assumption is not met, the X-chart is often used as an alternative charting scheme in practice. And EWMA control chart is used when it is desirable to detect out-of-control situations very quickly because of sensitive to a small or gradual drift in the process.

A Robust EWMA Control Chart (로버스트 지수가중 이동평균(EWMA) 관리도)

  • Nam, Ho-Soo;Lee, Byung-Gun;Joo, Cheol-Min
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.233-241
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    • 1999
  • Control chart is a very extensively used tool in testing whether a process is in a state of statistical control or not. In this paper, we propose a robust EWMA(exponentially weighted moving averages) control chart for variables, which is based on the Huber's M-estimator. The Huber's M-estimator is a well-known robust estimator in sense of distributional robustness. In the proposed chart, the estimation of the process deviation is modified to have a s table level and high power. To compare the performances of the proposed control chart with other charts, some Monte Carlo simulations we performed. The simulation results show that the robust EWMA control chart has good performance.

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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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Percentile-based design of exponentially weighted moving average charts (지수가중이동평균 관리도의 백분위수 기반 설계)

  • Jiyun Ku;Jaeheon Lee
    • The Korean Journal of Applied Statistics
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    • v.37 no.2
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    • pp.177-189
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    • 2024
  • The run length is defined as the number of samples or subgroups taken before the control chart statistic exceeds the control limits. Because the distribution of run length is typically asymmetric and has a large variability, it may not be appropriate to use ARL (average run length) alone to design control charts and evaluate performance. In this paper, we introduce the concept of percentile (PL)-based design of control charts, and propose the procedure for PL-based design of EWMA (exponentially weighted moving average) charts. For the PL-based design of EWMA, we present a fitted function for the control chart coefficient, given specific percentile parameters. Additionally, we perform simulations to compare the proposed design with the ARL-based design. The simulation results show that the proposed design yields improvements in monitoring in-control processes while maintaining the ability to detect out-of-control performance.

Selection of the economically optimal parameters in the EWMA control chart (지수가중이동평균관리도의 경제적 최적모수의 선정)

  • 박창순;원태연
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.91-109
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    • 1996
  • Exponentially weighted moving averae(EWMA) control chart has been used widely for process monitoring and process adjustment recently, but there has not been many studies about the selection of the parameters. Design of the control chart can be classified into the statistical design and the economic design. The purpose of the economic design is to minimize the cost function in which all the possible costs occurring during the process are probability given the Type I error probability. In this paper the optimal parameters of the EWMA chart are selected for the economic design as well as for the statistical design. The optimal parameters for the economic design show significantly different from those of the statistical design, and especially the weight is always larger than that used in the statistical design. In the economic design, we divide the model into the single assignable cause model and the multiple assignable causes model caacording to number of which is used as the average context of the multiple assignable causes, it shows that the selection of the parameters may be misleading when the multiple assignable causes exist in practice.

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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.

Comparison of control charts for individual observations (개별 관측치에 대한 관리도 비교)

  • Lee, Sungim
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.203-215
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    • 2022
  • In this paper, we consider the control charts applicable to monitoring the change of the population mean for sequentially observed individual data. The most representative control charts are Shewhart's individual control chart, the exponential weighted moving average (EWMA) control chart, and their combined control chart. We compare their performance based on a simulation study, and also, through real data analysis, we present how to apply control charts in practical application and investigate the problems of each control chart.

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.

Procedure for monitoring special causes and readjustment in ARMA(1,1) noise model (자기회귀이동평균(1,1) 잡음모형에서 이상원인 탐지 및 재수정 절차)

  • Lee, Jae-Heon;Kim, Mi-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.841-852
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    • 2010
  • An integrated process control (IPC) procedure is a scheme which simultaneously applies the engineering control procedure (EPC) and statistical control procedure (SPC) techniques to reduce the variation of a process. In the IPC procedure, the observed deviations are monitored during the process where adjustments are repeatedly done by its controller. Because the effects of the noise, the special cause, and the adjustment are mixed, the use and properties of the SPC procedure for the out-of-control process are complicated. This paper considers efficiency of EWMA charts for detecting special causes in an ARMA(1,1) noise model with a minimum mean squared error adjustment policy. And we propose the readjustment procedure after having a true signal. This procedure can be considered when the elimination of the special cause is not practically possible.

Application of Patient-based Real-time Quality Control (환자 기반 실시간 정도관리의 적용)

  • Seung Mo LEE;Kyung-A SHIN
    • Korean Journal of Clinical Laboratory Science
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    • v.56 no.2
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    • pp.105-114
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    • 2024
  • Clinical laboratories endeavor to secure quality by establishing effective quality management systems. However, laboratory environments are complex, and single quality control procedures may inadequately detect many errors. Patient-based real-time quality control (PBRTQC) is a laboratory tool that monitors the testing process using algorithms such as Bull's algorithm and several variables, such as average of normal, moving median, moving average, and exponentially weighted moving average. PBRTQC has many advantages over conventional quality control, including low cost, commutability, continuous real-time performance monitoring, and sensitivity to pre-analytical errors. However, PBRTQC is not easily implemented as it requires statistical algorithm selection, the design of appropriate rules and protocols, and performance verification. This review describes the basic concepts, methods, and procedures of PBRTQC and presents guidelines for implementing a patient-based quality management system. Furthermore, we propose the combined use of PBRTQC when the performance of internal quality control is limited. However, clinical evaluations were not conducted during this review, and thus, future evaluation is required.