• 제목/요약/키워드: Average run length

검색결과 135건 처리시간 0.025초

INFLUENCE OF SPECIAL CAUSES ON STOCHASTIC PROCESS ADJUSTMENT

  • Lee, Jae-June;Mihye Ahn
    • Journal of the Korean Statistical Society
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    • 제33권2호
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    • pp.219-231
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    • 2004
  • Process adjustment is a complimentary tool to process monitoring in process control. Although original intention of process adjustment is not identifying a special cause, detection and elimination of special causes may lead to significant process improvement. In this paper, we examine the impact of special causes on process adjustment. The bias in the adjusted output process is derived for each type of special causes, and average run length (ARL) of the Shewhart chart applied to the adjusted output is computed for each special cause types. Numerical results are illustrated for the ARL of the Shewhart chart, thereupon seriousness of special causes on process adjustment is evaluated for each type of special causes.

A Control Chart for Gamma Distribution using Multiple Dependent State Sampling

  • Aslam, Muhammad;Arif, Osama-H.;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
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    • 제16권1호
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    • pp.109-117
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    • 2017
  • In this article, a control chart based on multiple dependent (or deferred) state sampling for the gamma distributed quality characteristic is proposed using the gamma to normal transformation. The proposed control chart has two pairs of control limits, which can be determined by considering the in-control average run length (ARL). The shift in the scale parameter of a gamma distribution is considered and the out-of-control ARL is evaluated. The performance of the proposed chart has been shown for different levels of the parameters of the proposed control chart. It is also shown that the proposed chart is better than the Shewhart chart in terms of ARLs. A case study with a real data has been included for the practical usage of the proposed scheme.

VSSI-CRL 합성관리도 (A VSSI-CRL Synthetic Control Chart)

  • 이재원;임태진
    • 한국경영과학회지
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    • 제30권4호
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    • pp.1-14
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    • 2005
  • We propose a VSSI-CRL(Variable Sampling Size and Samplina Interval-Conforming Run length) synthetic control chart in order to improve the statistical characteristics of both the VSSI chart and the CRL synthetic chart. The VSSI-CRL chart utilizes VSSI sampling scheme, but it produces a signal only when the CRI is less than a given limit. An algorithm for calculating the ARL(Average Run length) and ATS(Average Time to Signal) of the VSSI-CRL chart is developed by employing Markov chain method. We present some lemmas for describing the statistical characteristics of the VSSI-CRL chart under in-control state. A procedure for designing the VSSI-CRL chart is proposed based on the lemmas. Extensive comparative studios show that the VSSI-CRL chart is superior to the CRL synthetic chart or the VSSI chart in general, and is comparable to the EWMA chart in ATS performance.

시공간 탐지 정확성을 고려한 다변량 누적합 관리도의 비교 (Comparison of Multivariate CUSUM Charts Based on Identification Accuracy for Spatio-temporal Surveillance)

  • 이미림
    • 품질경영학회지
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    • 제43권4호
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    • pp.521-532
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    • 2015
  • Purpose: The purpose of this study is to compare two multivariate cumulative sum (MCUSUM) charts designed for spatio-temporal surveillance in terms of not only temporal detection performance but also spatial detection performance. Method: Experiments under various configurations are designed and performed to test two CUSUM charts, namely SMCUSUM and RMCUSUM. In addition to average run length(ARL), two measures of spatial identification accuracy are reported and compared. Results: The RMCUSUM chart provides higher level of spatial identification accuracy while two charts show comparable performance in terms of ARL. Conclusion: The RMCUSUM chart has more flexibility, robustness, and spatial identification accuracy when compared to those of the SMCUSUM chart. We recommend to use the RMCUSUM chart if control limit calibration is not an urgent task.

Control charts for monitoring correlation coefficients in variance-covariance matrix

  • Chang, Duk-Joon;Heo, Sun-Yeong
    • Journal of the Korean Data and Information Science Society
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    • 제22권4호
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    • pp.803-809
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    • 2011
  • Properties of multivariate Shewhart and CUSUM charts for monitoring variance-covariance matrix, specially focused on correlation coefficient components, are investigated. The performances of the proposed charts based on control statistic Lawley-Hotelling $V_i$ and likelihood ratio test (LRT) statistic $TV_i$ are evaluated in terms of average run length (ARL). For monitoring correlation coe cient components of dispersion matrix, we found that CUSUM chart based on $TV_i$ gives relatively better performances and is more preferable, and the charts based on $V_i$ perform badly and are not recommended.

감마분포 공정을 위한 변동계수 관리도의 통계적 설계 (The Statistical Design of CV Control Charts for the Gamma Distribution Processes)

  • 이동원;백재원;강창욱
    • 산업경영시스템학회지
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    • 제29권2호
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    • pp.97-103
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    • 2006
  • Recently, the control chart is developed for monitoring processes with normal short production runs by the coefficient of variation(CV) characteristic for a normal distribution. This control chart does not work well in non-normal short production runs. And most of industrial processes are known to follow the non-normal distribution. Therefore, the control chart is required to be developed for monitoring the processes with non-normal short production runs by the CV characteristics for a non-normal distribution. In this paper, we suggest the control chart for monitoring the processes with a gamma short runs by the CV characteristics for a gamma distribution. This control chart is denoted by the gamma CV control chart. Futhermore evaluated the performance of the gamma CV control chart by average run length(ARL).

Multivariate Shewhart control charts for monitoring the variance-covariance matrix

  • Jeong, Jeong-Im;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • 제23권3호
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    • pp.617-626
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    • 2012
  • Multivariate Shewhart control charts are considered for the simultaneous monitoring the variance-covariance matrix when the joint distribution of process variables is multivariate normal. The performances of the multivariate Shewhart control charts based on control statistic proposed by Hotelling (1947) are evaluated in term of average run length (ARL) for 2 or 4 correlated variables, 2 or 4 samples at each sampling point. The performance is investigated in three cases, that is, the variances, covariances, and variances and covariances are changed respectively.

Multivariate Process Control Chart for Controlling the False Discovery Rate

  • Park, Jang-Ho;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
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    • 제11권4호
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    • pp.385-389
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    • 2012
  • With the development of computer storage and the rapidly growing ability to process large amounts of data, the multivariate control charts have received an increasing attention. The existing univariate and multivariate control charts are a single hypothesis testing approach to process mean or variance by using a single statistic plot. This paper proposes a multiple hypothesis approach to developing a new multivariate control scheme. Plotted Hotelling's $T^2$ statistics are used for computing the corresponding p-values and the procedure for controlling the false discovery rate in multiple hypothesis testing is applied to the proposed control scheme. Some numerical simulations were carried out to compare the performance of the proposed control scheme with the ordinary multivariate Shewhart chart in terms of the average run length. The results show that the proposed control scheme outperforms the existing multivariate Shewhart chart for all mean shifts.

생산시스템이 불완전하여 재작업이 요구되는 상황에서의 최적 생산시간 결정에 관한 연구 (Determination of an Optimal Production Run Length in a Deteriorating Production Process with Rework)

  • 김창현
    • 대한산업공학회지
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    • 제40권2호
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    • pp.233-239
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    • 2014
  • This paper presents an extended EMQ model which determines an optimal production run length in an deteriorating production process. The production process is subject to a random deterioration from an in-control state to an out-of-control state and thus producing some proportion of defective items. Defective items produced are re-processed in the rework process to convert them into non-defectives. Through the mathematical modeling, an optimal solution minimizing the average cost per unit time as well as minimum average cost are derived. Numerical experiment is carried out to examine the behavior of the proposed model depending on model parameters.

지리정보 데이터 압축률 향상을 위한 Run-Length/Byte-Packing 압축 알고리즘 설계 및 구현 (Design and Implementation of Run-Length/Byte-Packing Compression Algorithm to Improve Compressibility of Geographic Information Data)

  • 윤석환;양승수;박석천
    • 한국정보통신학회논문지
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    • 제21권10호
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    • pp.1935-1942
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    • 2017
  • 최근 압축 알고리즘이 지리정보 데이터를 압축하기 위한 방법으로 가장 많이 사용되고 있다. 그러나 이와 같은 압축 알고리즘은 지리정보 데이터 압축에 실제 적용하기에는 지도 데이터의 연속성이 미흡하고, 단일 데이터로 압축할 수 없기 때문에 압축률이 저하된다는 문제점이 있다. 따라서 본 논문에서는 이러한 문제점을 개선하기 위해 압축 알고리즘들의 장점을 취합해 지리정보 데이터 압축을 가능하게 하고, 압축 및 복원 속도를 향상시킨 Run-Length/Byte-Packing 압축 알고리즘을 설계 및 구현하였다. 구현한 알고리즘을 평가한 결과 기존 압축 알고리즘에 비해 제안 알고리즘이 평균 약 5% 향상된 것을 확인하였으며, 압축률과 복원 속도가 향상되었다는 것을 확인하였다.