• 제목/요약/키워드: Average Run Length

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A Synthetic Chart to Monitor The Defect Rate for High-Yield Processes

  • Kusukawa, Etsuko;Ohta, Hiroshi
    • Industrial Engineering and Management Systems
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    • 제4권2호
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    • pp.158-164
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    • 2005
  • Kusukawa and Ohta presented the $CS_{CQ-r}$ chart to monitor the process defect $rate{\lambda}$ in high-yield processes that is derived from the count of defects. The $CS_{CQ-r}$ chart is more sensitive to $monitor{\lambda}$ than the CQ (Cumulative Quantity) chart proposed by Chan et al.. As a more superior chart in high-yield processes, we propose a Synthetic chart that is the integration of the CQ_-r chart and the $CS_{CQ-r}$chart. The quality characteristic of both charts is the number of units y required to observe r $({\geq}2)$ defects. It is assumed that this quantity is an Erlang random variable from the property that the quality characteristic of the CQ chart follows the exponential distribution. In use of the proposed Synthetic chart, the process is initially judged as either in-control or out-of-control by using the $CS_{CQ-r}$chart. If the process was not judged as in-control by the $CS_{CQ-r}$chart, the process is successively judged by using the $CQ_{-r}$chart to confirm the judgment of the $CS_{CQ-r}$chart. Through comparisons of ARL (Average Run Length), the proposed Synthetic chart is more superior to monitor the process defect rate in high-yield processes to the stand-alone $CS_{CQ-r}$ chart.

칼만 필터와 뉴럴 네트워크 모델링을 이용한 연속생산공정의 통계적 공정관리 시스템 (Statistical Process Control System for Continuous Flow Processes Using the Kalman Filter and Neural Network′s Modeling)

  • 권상혁;김광섭;왕지남
    • 한국정밀공학회지
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    • 제15권3호
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    • pp.50-60
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    • 1998
  • This paper is concerned with the design of two residual control charts for real-time monitoring of the continuous flow processes. Two different control charts are designed under the situation that observations are correlated each other. Kalman-Filter based model estimation is employed when the process model is known. A black-box approach, based on Back-Propagation Neural Network, is also applied for the design of control chart when there is no prior information of process model. Performance of the designed control charts and traditional control charts is evaluated. Average run length(ARL) is adopted as a criterion for comparison. Experimental results show that the designed control chart using the Neural Network's modeling has shorter ARL than that of the other control charts when process mean is shifted. This means that the designed control chart detects the out-of-control state of the process faster than the others. The designed control chart using the Kalman-Filter based model estimation also has better performance than traditional control chart when process is out-of-control state.

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Adjustment of Control Limits for Geometric Charts

  • Kim, Byung Jun;Lee, Jaeheon
    • Communications for Statistical Applications and Methods
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    • 제22권5호
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    • pp.519-530
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    • 2015
  • The geometric chart has proven more effective than Shewhart p or np charts to monitor the proportion nonconforming in high-quality processes. Implementing a geometric chart commonly requires the assumption that the in-control proportion nonconforming is known or accurately estimated. However, accurate parameter estimation is very difficult and may require a larger sample size than that available in practice in high-quality process where the proportion of nonconforming items is very small. Thus, the error in the parameter estimation increases and may lead to deterioration in the performance of the control chart if a sample size is inadequate. We suggest adjusting the control limits in order to improve the performance when a sample size is insufficient to estimate the parameter. We propose a linear function for the adjustment constant, which is a function of the sample size, the number of nonconforming items in a sample, and the false alarm rate. We also compare the performance of the geometric charts without and with adjustment using the expected value of the average run length (ARL) and the standard deviation of the ARL (SDARL).

비정규 모집단에 대한 일변량 및 다변량 누적합 관리도의 성능 분석 (Effects of Non-normality on the Performance of Univariate and Multivariate CUSUM Control Charts)

  • 장영순
    • 품질경영학회지
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    • 제34권4호
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    • pp.102-109
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    • 2006
  • This paper investigates the effects of non-normality on the performance of univariate and multivariate cumulative sum(CUSUM) control charts for monitoring the process mean. In-control and out-of-control average run lengths of the charts are examined for the univariate/multivariate lognormal and t distributions. The effects of the reference value and the correlation coefficient under the non-normal distributions are also studied. Simulation results show that the CUSUM charts with small reference values are robust to non-normality but those with moderate or large reference values are sensitive to non-normal data especially to process data from skewed distributions. The performance of the chart to detect mean shift of a process is not invariant to the direction of the shift for skewed distributions.

MODIFIED GEOMETRIC DISTRIBUTION OF ORDER k AND ITS APPLICATIONS

  • JUNGTAEK OH;KYEONG EUN LEE
    • Journal of applied mathematics & informatics
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    • 제42권3호
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    • pp.709-723
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    • 2024
  • We study the distributions of waiting times in variations of the geometric distribution of order k. Variation imposes length on the runs of successes and failures. We study two types of waiting time random variables. First, we consider the waiting time for a run of k consecutive successes the first time no sequence of consecutive k failures occurs prior, denoted by T(k). Next, we consider the waiting time for a run of k consecutive failures the first time no sequence of k consecutive successes occurred prior, denoted by J(k). In addition, we study the distribution of the weighted average. The exact formulae of the probability mass function, mean, and variance of distributions are also obtained.

Bivariate EWMA Control Charts for Autocorrelated Processes

  • 조교영;안영선
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.105-112
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    • 2002
  • In this paper we establish bivariate exponentially weighted moving average (EWMA) control charts for autocorrelated processes using residual vectors. We first derive the residual vectors, their expectation, variance-covariance matrix, then evaluate the control chart based on the average run length (ARL).

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단방향 누적점수관리도의 설계 (A Design of One-Sided Cumulative Scored Control Chart)

  • 최인수;이윤동
    • 품질경영학회지
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    • 제26권3호
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    • pp.31-45
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    • 1998
  • This paper proposes a method of designing one-sided cumulative scored control charts to control the process mean with a normally distributed quality characteristic. The average run length(ARL) is obtained from the average sample number of sequential probability ratio test(SPRT) on trinomial distribution. Using the analogy between cumulative scored control chart and SPRT for trinomial observations, a procedure is presented to determine three control chart parameters; lower and u, pp.r scoring boundaries and action limit. The parameters are determined by minimizing the ARL when the process is out of control with prespecified ARL when the process is in control.

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두 개의 이상원인을 고려한 VSSI $\bar{X}$ 관리도의 통계적 특성

  • 이호중;임태진
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 2004년도 품질경영모델을 통한 가치 창출
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    • pp.64-69
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    • 2004
  • This research investigates statistical characteristics of variable sampling size & interval(VSSI) X charts under two assignable causes. Algorithms for calculating the average run length(ARL) and average time to signal(ATS) of the VSSI X chart are proposed by employing Markov chain method. Extensive sensitivity analysis shows that the VSSI. X chart is superior to the VSS or VSI X chart as well as to the Shewhart X chart in statistical sense, even under two assignable causes.

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Control Chart for Correlation Coefficients of Correlated Quality Variables

  • Kim, Jae-Joo;Chang, Duk-Joon
    • 품질경영학회지
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    • 제26권2호
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    • pp.51-60
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    • 1998
  • Exponetially weighted moving average(EWMA) control chart to simultaneously monitor correlation coefficients of several correlated quality variables under multivariate normal process are proposed. Performances of the proposed control charts are measured in terms of average run length(ARL) by simulation. Numerical results show that smaller values of smoothing constant are more efficient in terms of ARL.

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Multivariate EWMA Charts for Simultaneously Monitoring both Means and Variances

  • Cho, Gyo Young;Chang, Duk Joon
    • Communications for Statistical Applications and Methods
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    • 제4권3호
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    • pp.715-723
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    • 1997
  • Multivariate control statistics to simultaneously monitor both means and variances for several quality variables under multivariate normal process are proposed. Performances of the proposed multivariate charts are evaluated in terms of average run length(ARL). Multivariate Shewhart chart is also proposed to compare the performances of multivariate exponentially weighted moving average(EWMA) charts. A numerical comparison shows that multivariate EWMA charts are more efficient than multivariate Shewhart chart for small and moderate shifts and multivariate EWMA scheme based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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