• Title/Summary/Keyword: Average Run Length

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Optimal Design of a EWMA Chart to Monitor the Normal Process Mean

  • Lee, Jae-Heon
    • The Korean Journal of Applied Statistics
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    • v.25 no.3
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    • pp.465-470
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    • 2012
  • EWMA(exponentially weighted moving average) charts and CUSUM(cumulative sum) charts are very effective to detect small shifts in the process mean. These charts have some control-chart parameters that allow the charts and be tuned and be more sensitive to certain shifts. The EWMA chart requires users to specify the value of a smoothing parameter, which can also be designed for the size of the mean shift. However, the size of the mean shift that occurs in applications is usually unknown and EWMA charts can perform poorly when the actual size of the mean shift is significantly different from the assumed size. In this paper, we propose the design procedure to find the optimal smoothing parameter of the EWMA chart when the size of the mean shift is unknown.

Comparison of accumulate-combine and combine-accumulate methods in multivariate CUSUM charts for mean vector

  • Chang, Duk-Joon;Heo, Sunyeong
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.919-929
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    • 2013
  • We compared two basic methods, combine-accumulate method and accumulate-combine method, using the past quality information in multivariate quality control procedure for monitoring mean vector of multivariate normal process. When small or moderate shifts have occurred, accumulate-combine method yields smaller average run length (ARL) and average time to signal (ATS) than combine-accumulate method. On the other hand, we have found from our numerical results that combine-accumulate method has better performances in terms of switching behavior than accumulate-combine method. In industry, a quality engineer could select one of the two method under the comprehensive consideration about the required time to signal, switching behavior, and other physical factors in the production process.

EWMA Control Chart for Monitoring a Process Correlation Coefficient (상관계수의 변동을 탐지하기 위한 EWMA 관리도)

  • 한정혜;조중재
    • Journal of Korean Society for Quality Management
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    • v.26 no.1
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    • pp.108-125
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    • 1998
  • The EWMA(Exponentially Weighted Moving Average) has recently received a great deal of attention in the quality control literature as a process monitoring tool on the shop floor of manufacturing industires, since it is easy to plot, to interpret, and its control limits are easy to obtain. Most a, pp.ications of the EWMA for process monitoring have concentrated on the problem of detecting shifts of a process mean and a process standard deviation with ARL(Average Run Length) properties. But there may be the necessity of controlling linearity on product quality such as the correlation coefficient to the process operator. Control managers may want to protect the increase of a process correlation coefficient value, such as 0, between two variables of interest. However, there are few studies concerned on this part. Therefore, we propose EWMA models for a process correlation coefficient using two transformed statistics, T-statistic and (Fisher's) Z-statistic. We also present some results of simulation by SAS/IML and compare two models.

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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.

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.

FIR CV-EWMA Control Chart (FIR CV-EWMA 관리도)

  • Hong, Eui-Pyo;Kang, Hae-Woon;Kang, Chang-Wook;Baek, Jae-Won
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.33 no.3
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    • pp.146-153
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    • 2010
  • When the production run is short and process parameters change frequently, it is difficult to monitor the process using traditional control charts. In such a case, the coefficient of variation (CV) is very useful for monitoring the process variability. The CV control chart is an effective tool to control the mean and variability of process simultaneously. The CV control chart, however, is not sensitive at small shifts in the magnitude of CV. The CV-EWMA(exponentially weighted moving average) control chart which was developed recently is effective in detecting a small shifts of CV. Since the CV-EWMA control chart scheme can be viewed as a weighted average of all past and current CV values, it is very sensitive to small change of mean and variability of the process. In this paper, we propose an FIR(Fast initial response) CV-EWMA control chart to improve the sensitivity of a CV-EWMA scheme at process start-up or out-of-control process. Moreover, we suggest the values of design parameters and show the results of the performance study of FIR CV-EWMA control chart by the use of average run length(ARL). Also, we compared the performance of FIR CV-EWMA control chart with that of the CV-EWMA control chart and we found that the CV-EWMA control chart gives longer in-control ARL and much shorter out-of-control ARL.

Development of CV Control Chart Using EWMA Technique (EWMA 기법을 적용한 CV 관리도의 개발)

  • Hong, Eui-Pyo;Kang, Chang-Wook;Baek, Jae-Won;Kang, Hae-Woon
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.31 no.4
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    • pp.114-120
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    • 2008
  • The control chart is widely used statistical process control(SPC) tool that searches for assignable cause of variation and detects any change of process. Generally, ${\bar{X}}-R$ control chart and ${\bar{X}}-S$ are most frequently used. When the production run is short and process parameter changes frequently, it is difficult to monitor the process using traditional control charts. In such a case, the coefficient of variation (CV) is very useful for monitoring the process variability. The CV control chart is an effective tool to control the mean and variability of process simultaneously. The CV control chart, however, is not sensitive at small shift in the magnitude of CV. In this paper, we propose an CV-EWMA (exponentially weighted moving average) control chart which is effective in detecting a small shift of CV. Since the CV-EWMA control chart scheme can be viewed as a weighted average of all past and current CV values, it is very sensitive to small change of mean and variability of the process. We suggest the values of design parameters and show the results of the performance study of CV-EWMA control chart by the use of average run length (ARL). When we compared the performance of CV-EWMA control chart with that of the CV control chart, we found that the CV-EWMA control chart gives longer in-control ARL and much shorter out-of-control ARL.

Kinematic Analysis of the Men's Long Jump in the IAAF World Championships Daegu 2011 (2011 대구세계육상선수권대회 남자 멀리뛰기 경기의 운동학적 분석)

  • Seo, Jung-Suk;Woo, Sang-Yeon;Kim, Yong-Woon;Nam, Ki-Jeong;Park, Yong-Hyun;Kim, Ho-Mook
    • Korean Journal of Applied Biomechanics
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    • v.21 no.5
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    • pp.595-602
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    • 2011
  • The long jump motion of 8 finalist of men's long jump of IAAF World Championships Daegu 2011 were analysed and the kinematic characteristics of the technique were investigated. The kinematic characteristics of long jump motion of 8 finalist were as follows. In the run-up phase, the average length of 3, 2, and 1 stride were $2.21{\pm}0.08$ m, $2.46{\pm}0.18$ m, and $2.19{\pm}0.16$ m, respectively. The change in the height of the center of gravity was $0.09{\pm}0.02$ m. The average velocity of 3, 2, and 1 stride was $10.37{\pm}0.32$ m/s, $9.63{\pm}0.32$ m/s, and $10.69{\pm}10.69$ m/s, respectively. In the take-off phase, the horizontal velocity, the vertical velocity, the reduction of horizontal velocity was $9.00{\pm}0.37$ m/s, $3.04{\pm}0.27$ m/s, and $1.69{\pm}0.34$ m/s, respectively. The minimum knee angle and the take off angle was $157{\pm}6.57^{\circ}$ and $18.5{\pm}2.24^{\circ}$, respectively. In the flight phase, the flight time and the maximum height of the center of gravity was $0.82{\pm}0.05$ s, and $1.70{\pm}0.10$ m, respectively. In the landing phase, the landing length was $0.51{\pm}0.06$ m. The body angle, the knee angle, and the hip angle was $71{\pm}20.93^{\circ}$, $136{\pm}19.19^{\circ}$, and $85{\pm}9.58^{\circ}$, respectively. The kinematic characteristics of long jump motion with good record were shown as follows. The reduction of the horizontal velocity in the take-off phase was minimized while the velocity of the run-up were maximally maintained. The vertical velocity in the take-off phase was increased with rapidly extended knee and the high center of gravity.

Effects of the Ratio of Diatoms Length to the Effective Size of Filter Medium on Filter Clogging (규조류의 크기와 여재의 유효경이 여과지 폐색에 미치는 영향)

  • Jun, Hang-Bae;Lee, Young-Ju;Lee, Byung-Du;Ahn, Chang-Jin
    • Journal of the Korean GEO-environmental Society
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    • v.2 no.1
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    • pp.31-35
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    • 2001
  • The effects of the ratio of effective size of filter media and diatom size on filter run time were evaluated by using both reported data and experimental results from several water treatment plants. For single media at several WTPs, the range of probability of the filter run time less than 15hr was 10~60%, and for dual media, that of the filter run time less than 30hr was 10~20%. The major filter clogging algae was Synedra acus of which dominant ratio was in the range of 64~92%. The effective size(ES) of filter medium for dual media filter was 0.71~1.40mm and uniformity coefficient of the filter was 1.25~1.67. The effective size(ES) of filter medium for single medium filter was 0.52~0.65mm and uniformity coefficient of the filter was 0.25~1.40. The range of calculated penetration depth was 2.58~15.4cm for dual media and 1.29~2.17cm for single media, and average filter run time was 40.1~83.3hr and 13.9~34.9hr, respectively. When Synedra counts were over 400cells/ml for single media, filter run time was below 5hr, while filter run time for dual media filter, remained as high as 70hr.

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Factors Associated with Patient Revenues of Hand Injured Patients (수부손상환자 진료비에 미치는 영향요인 -서울시 소재 S병원의 환례를 대상으로-)

  • Yang, Jae-Young;Suh, Won-S.
    • The Journal of the Korea Contents Association
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    • v.12 no.4
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    • pp.380-389
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    • 2012
  • This study aims to argue fundamental issues on factors associated with revenues of hand injury patients to effectively manage hospitals specialized in hand injuries. The study employes 2,461 patients who entered S hospital from 2008 to 2010 with hand injuries. The followings are the results of the study. First, there is significant difference among occurrence of hand injuries with regard to demographics of patients. That is, it is likely to have longer average length of stay(ALOS) of male over female, of the elderly over infants and toddlers, and vice versa on average daily patient revenues. Also, compared to patients with traffic and labor insurance, patients with health insurance is likely to stay longer at lower daily cost. Fifth, demographics and incidence of hand injuries were significantly associated with average length of stay(ALOS) and average daily patient revenues. That is, male over female, age over 60 over any other age categories, patients with traffic and labor insurances over one with health insurance, cases with laceration, avulsion and bone transplantation over any other types of hand injury patients were factors significantly related to ALOS and average daily patient revenues. In sum, it is needed to focus on education and campaign to raise attentions on preventing various hand injuries. Also, managers at hospitals specialized in hand injuries should pay attention on issues such as reducing ALOS to run the organization effectively.