• Title/Summary/Keyword: 평균 런길이

Search Result 22, Processing Time 0.024 seconds

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

  • Jiyun Ku;Jaeheon Lee
    • 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 in-control performance of the CCC-r chart with estimated parameters (추정된 모수를 사용한 CCC-r 관리도에서 관리상태의 성능)

  • Kim, Jaeyeon;Kim, Minji;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
    • /
    • v.31 no.4
    • /
    • pp.485-495
    • /
    • 2018
  • The CCC-r chart is more effective than traditional attribute control charts for monitoring high-quality processes. In-control process parameters are typically unknown and should be estimated when implementing a CCC-r chart. Phase II control chart performance can deteriorate due to the effect of the estimation error. In this paper, we used the standard deviation of average run length (ARL) as well as the average of ARL to quantify the between-practitioner variability in the CCC-r chart performance. The results indicate that the CCC-r chart requires larger Phase I data than previously recommended in the literature in order to have consistent chart in-control performance among practitioners.

An approximation method for the ARL and the decision interval in CUSUM control charts (누적합관리도에서 평균런길이의 근사와 결정구간의 설정)

  • 이재헌;박창순
    • The Korean Journal of Applied Statistics
    • /
    • v.10 no.2
    • /
    • pp.385-401
    • /
    • 1997
  • Cumulative sum (CUSUM) control charts are widely used in industry for the statistical process control. The statistical design procedure in CUSUM charts tells how to choose the decision interval value. The decision interval is primarily determied by the desired in - control ARL - that is, by the acceptable frequency of false out-of-control signals. In this paper we propose a new approximation method for calculating the ARL and determining the decision interval. The performance of the proposed method is examined by evaluating the accuracy of estimated ARLs and decision intervals in normal and exponential cases.

  • PDF

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
    • /
    • 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.

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

  • Cho, Gyo-Young
    • 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.

A binomial CUSUM chart for monitoring type I right-censored Weibull lifetimes (제1형의 우측중도절단된 와이블 수명자료를 관리하는 이항 누적합 관리도)

  • Choi, Min-jae;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
    • /
    • v.29 no.5
    • /
    • pp.823-833
    • /
    • 2016
  • The lifetime is a key characteristic of product quality. It is best to obtain the lifetime data of all samples, but they are often censored due to time or expense limitations. In this paper, we propose a binomial cumulative sum (CUSUM) chart to monitor the mean of type I right-censored Weibull lifetime data, for a xed value of the Weibull shape parameter. We compare the performance of the proposed binomial CUSUM chart with CUSUM charts studied previously using the steady-state average run length (ARL). The results show that the performance of the binomial CUSUM chart is better when the censoring rate is high and/or the sample size is small.

CUSUM charts for monitoring type I right-censored lognormal lifetime data (제1형 우측중도절단된 로그정규 수명 자료를 모니터링하는 누적합 관리도)

  • Choi, Minjae;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
    • /
    • v.34 no.5
    • /
    • pp.735-744
    • /
    • 2021
  • Maintaining the lifetime of a product is one of the objectives of quality control. In real processes, most samples are constructed with censored data because, in many situations, we cannot measure the lifetime of all samples due to time or cost problems. In this paper, we propose two cumulative sum (CUSUM) control charting procedures to monitor the mean of type I right-censored lognormal lifetime data. One of them is based on the likelihood ratio, and the other is based on the binomial distribution. Through simulations, we evaluate the performance of the two proposed procedures by comparing the average run length (ARL). The overall performance of the likelihood ratio CUSUM chart is better, especially this chart performs better when the censoring rate is low and the shape parameter value is small. Conversely, the binomial CUSUM chart is shown to perform better when the censoring rate is high, the shape parameter value is large, and the change in the mean is small.

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

  • Yukyung, Kim;Jaeheon, Lee
    • 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.

Performance of the combined ${\bar{X}}-S^2$ chart according to determining individual control limits (관리한계 설정에 따른 ${\bar{X}}-S^2$ 관리도의 성능)

  • Hong, Hwi Ju;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
    • /
    • v.33 no.2
    • /
    • pp.161-170
    • /
    • 2020
  • The combined ${\bar{X}}-S^2$ chart is a traditional control chart for simultaneously detecting mean and variance. Control limits for the combined ${\bar{X}}-S^2$ chart are determined so that each chart has the same individual false alarm rate while maintaining the required false alarm rate for the combined chart. In this paper, we provide flexibility to allow the two charts to have different individual false alarm rates as well as evaluate the effect of flexibility. The individual false alarm rate of the ${\bar{X}}$ chart is taken to be γ times the individual false alarm rate of the S2 chart. To evaluate the effect of selecting the value of γ, we use the out-of-control average run length and relative mean index as the performance measure for the combined ${\bar{X}}-S^2$ chart.

Low Power Scan Test Methodology Using Hybrid Adaptive Compression Algorithm (하이브리드 적응적 부호화 알고리즘을 이용한 저전력 스캔 테스트 방식)

  • Kim Yun-Hong;Jung Jun-Mo
    • The Journal of the Korea Contents Association
    • /
    • v.5 no.4
    • /
    • pp.188-196
    • /
    • 2005
  • This paper presents a new test data compression and low power scan test method that can reduce test time and power consumption. A proposed method can reduce the scan-in power and test data volume using a modified scan cell reordering algorithm and hybrid adaptive encoding method. Hybrid test data compression method uses adaptively the Golomb codes and run-length codes according to length of runs in test data, which can reduce efficiently the test data volume compare to previous method. We apply a scan cell reordering technique to minimize the column hamming distance in scan vectors, which can reduce the scan-in power consumption and test data. Experimental results for ISCAS 89 benchmark circuits show that reduced test data and low power scan testing can be achieved in all cases. The proposed method showed an about a 17%-26% better compression ratio, 8%-22% better average power consumption and 13%-60% better peak power consumption than that of previous method.

  • PDF