• Journal of the Korean Data and Information Science Society
• /
• v.10 no.1
• /
• pp.233-241
• /
• 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.

• Journal of the Korean Data and Information Science Society
• /
• v.21 no.4
• /
• pp.681-688
• /
• 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.

• Convergence Security Journal
• /
• v.8 no.3
• /
• pp.33-39
• /
• 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.

• The Korean Journal of Applied Statistics
• /
• v.35 no.6
• /
• pp.725-737
• /
• 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 Korean Journal of Applied Statistics
• /
• v.37 no.2
• /
• pp.177-189
• /
• 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.

• The Korean Journal of Applied Statistics
• /
• v.9 no.1
• /
• pp.91-109
• /
• 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.

• The Korean Journal of Applied Statistics
• /
• v.30 no.1
• /
• pp.1-12
• /
• 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.

• The Korean Journal of Applied Statistics
• /
• v.35 no.2
• /
• pp.203-215
• /
• 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.

• Proceedings of the KIEE Conference
• /
• 2015.07a
• /
• pp.621-622
• /
• 2015

최근 늘어나는 전력 수요에 따라, 세계적으로 전력에너지 절감을 통한 수요자원 확보 및 활용을 위한 부하 예측의 중요성이 증가하고 있다. 본 논문에서는, 수요관리용 전지전력저장시스템을 효율적으로 운영하고 계획하는데 필수적인 부하예측의 정확성을 높이기 위하여 이동평균법, 지수가중이동평균법, 최소자승법, 인공신경망 방법을 적용하였다. 시계열 데이터인 부하 데이터를 분석하여 최대부하일, 근무일, 토요일, 공휴일로 분류하였고, 각각의 방법으로 예측한 부하를 적용시켜 전기요금 절감을 목표로 하는 전지전력저장시스템의 최적 충 방전 운전계획을 세웠으며, 이를 이용하여 산출된 전기요금과 실제 전기요금을 비교 분석하였다.

• Korean Journal of Clinical Laboratory Science
• /
• v.56 no.2
• /
• pp.105-114
• /
• 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.