• 제목/요약/키워드: Average Run Length

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Switching properties of bivariate Shewhart control charts for monitoring the covariance matrix

  • Gwon, Hyeon Jin;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • 제26권6호
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    • pp.1593-1600
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    • 2015
  • A control chart is very useful in monitoring various production process. There are many situations in which the simultaneous control of two or more related quality variables is necessary. We construct bivariate Shewhart control charts based on the trace of the product of the estimated variance-covariance matrix and the inverse of the in-control matrix and investigate the properties of bivariate Shewart control charts with VSI procedure for monitoring covariance matrix in term of ATS (Average time to signal) and ANSW (Average number of switch) and probability of switch, ASI (Average sampling interval). Numerical results show that ATS is smaller than ARL. From examining the properties of switching in changing covariances and variances in ${\Sigma}$, ANSW values show that it does not switch frequently and does not matter to use VSI procedure.

Switching properties of multivariate Shewhart control charts

  • Kim, Bo-Jung;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • 제28권4호
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    • pp.911-925
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    • 2017
  • We investigate the properties of multivariate Shewart control charts with VSI procedure for monitoring simultaneous monitoring mean vector and covariance matrix in term of ANSW (average number of switches), probability of switch and ASI (average sampling interval), ATS (average time to signal). From examining the ANSW values, we know that it does not switch frequently. The VSI control charts are superior to the corresponding FSI control charts in terms of ATS. And, it can be also seen that the VSI procedures have substantially fewer switches for small or moderate shifts of the mean vector and variances.

2중 2 런규칙을 사용한 공정이상 감지방법의 경제성 분석 (Economic Analysis for Detection of Out-of-Control of Process Using 2 of 2 Runs Rules)

  • 김영복;홍정식;이창훈
    • 대한산업공학회지
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    • 제34권3호
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    • pp.308-317
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    • 2008
  • This research investigates economic characteristics of 2 of 2 runs rules under the Shewhart $\bar{X}$ control chart scheme. A Markov chain approach is employed in order to calculate the in-control average run length (ARL) and the average length of analysis cycle. States of the process are defined according to the process conditions at sampling time and transition probabilities are derived from the state definitions. A steady state cost function is constructed based on the Lorezen and Vance(1986) model. Numerical examples show that 2 of 2 runs rules are economically superior to the Shewhart $\bar{X}$ chart in many cases.

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

  • 김윤홍;정준모
    • 한국콘텐츠학회논문지
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    • 제5권4호
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    • pp.188-196
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    • 2005
  • 본 논문에서는 테스트 시간과 전력소모를 감축할 수 있는 새로운 테스트 데이터 압축 및 저전력 스캔 테스트 방법을 제안하였다. 제안된 방법은 수정된 스캔 셀 재배열과 하이브리드 적응적 부호화 방법을 사용하여 scan-in전력과 테스트 데이터 량을 줄였으며 하이브리드 테스트 데이터 압축방법은 Golomb Code와 런길이(run-length) 코드를 테스트 데이터내의 런(run) 길이에 따라서 적응적으로 적용하는 방법이다. 또한 scan-in 전력소모를 최소화하기 위해서 스캔 벡터내의 열 해밍거리를 이용하였다. ISCAS89 벤치마크 회로에 적용하여 실험한 결과, 모든 경우에 있어서 테스트 데이터 및 전력소모를 효율적으로 감소시켰으며 압축률은 17%-26%, 평균 전력소모는 8%-22%, 최고전력소모는 13%-60% 정도의 향상률을 보였다.

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칼만 게인 궤환 평균을 이용한 적응 EWMA 관리도 설계 (A Study on the Design of Adaptive EWMA Control Chart using Kalman Gain Recursive Average)

  • 윤상원;윤석환;신용백
    • 품질경영학회지
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    • 제24권1호
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    • pp.73-86
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    • 1996
  • Adaptive EWMA(Exponentially Weighted Moving Average)-x control chart using the Kalman gain recursive average is designed. The designed control chart is effective to on-line process monitoring as continuous flow processes. Performance evaluation between the designed control chart and traditional one is implemented. For this, ARL(Average Run Length) is adopted as a criterion. Results show that the designed adaptive EWMA-x control chart has shorter ARL than EWMA-x control chart when process mean is shifted. This model can be extended to process prevention control. The methodology proposed in this research is turned out to show the high performance than that of the given methodologies.

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Switching properties of CUSUM charts for controlling mean vector

  • Chang, Duk-Joon;Heo, Sun-Yeong
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.859-866
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    • 2012
  • Some switching properties of multivariate control charts are investigated when the interval between two consecutive sample selections is not fixed but changes according to the result of the previous sample observation. Many articles showed that the performances of variable sampling interval control charts are more efficient than those of fixed sampling interval control charts in terms of average run length (ARL) and average time to signal (ATS). Unfortunately, the ARL and the ATS do not provide any information on how frequent a switch is being made. We evaluate several switching properties of two sampling interval Shewhart and CUSUM procedures for controlling mean vector of correlated quality variables.

Comparison of EWMA and CUSUM Charts with Variable Sampling Intervals for Monitoring Variance-Covariance Matrix

  • Chang, Duk-Joon
    • 통합자연과학논문집
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    • 제13권4호
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    • pp.152-157
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    • 2020
  • To monitor all elements simultaneously of variance-covariance matrix Σ of several correlated quality characteristics under multivariate normal process Np($\underline{\mu}$, Σ), multivariate exponentially weighted moving average (EWMA) chart and cumulative sum (CUSUM) chart are considered and compared. Numerical performances of the considered variable sampling interval (VSI) charts are evaluated using average run length (ARL), average time to signal (ATS), average number of switches (ANSW) to signal, and the probability of switch Pr(switch) between two sampling interval d1 and d2 where d1 < d2. For small or moderate changes of Σ, the performances of multivariate EWMA chart is approximately equivalent to that of multivariate CUSUM chart.

Monitoring social networks based on transformation into categorical data

  • Lee, Joo Weon;Lee, Jaeheon
    • Communications for Statistical Applications and Methods
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    • 제29권4호
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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.

Simulating the Average Run Length for CUSUM Schemes Using Variance Reduction Technique

  • Choi, Moon-Soo;Jun, Chi-Hyuck
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1992년도 춘계공동학술대회 발표논문 및 초록집; 울산대학교, 울산; 01월 02일 May 1992
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    • pp.371-380
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    • 1992
  • 본 논문에서는 어떤 공정이 일반적인 확률분포를 따른다는 가정하에, 시뮬레이션에 의한 CUSUM챠트의 ARL을 추정하는 방법에 관하여 기술하였다. 추정치에 대한 분산을 최소화하기 위하여 TOTAL HAZARD방법을 적용하였으며, 지수분포를 따르는 공정에 대하여 HAZARD 및 CYCLE추정치와 분산감소법을 적용하지 않았을 경우의 추정치와 비교분석하였다.

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Optimal Designs for Attribute Control Charts

  • Chung, Sung-Hee;Park, Sung-Hyun;Park, Jun-Oh
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.97-103
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    • 2003
  • Shewhart-type control charts have historically been used for attribute data, though they have ARL biased property and even are unable to detect the improvement of a process with some process parameters. So far most efforts have been made to improve the performance of attribute control charts in terms of faster detection of special causes without increasing the rates of false alarm. In this paper, control limits are proposed that yield an ARL (nearly) unbiased chart for attributes. Optimal design is also proposed for attribute control charts under a natural sense of criterion.

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