• Title/Summary/Keyword: Average run length

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AN INTEGRATED PROCESS CONTROL PROCEDURE WITH REPEATED ADJUSTMENTS AND EWMA MONITORING UNDER AN IMA(1,1) DISTURBANCE WITH A STEP SHIFT

  • Park, Chang-Soon
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.381-399
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    • 2004
  • Statistical process control (SPC) and engineering process control (EPC) are based on different strategies for process quality improvement. SPC re-duces process variability by detecting and eliminating special causes of process variation, while EPC reduces process variability by adjusting compensatory variables to keep the quality variable close to target. Recently there has been need for an integrated process control (IPC) procedure which combines the two strategies. This paper considers a scheme that simultaneously applies SPC and EPC techniques to reduce the variation of a process. The process model under consideration is an IMA(1,1) model with a step shift. The EPC part of the scheme adjusts the process, while the SPC part of the scheme detects the occurrence of a special cause. For adjusting the process repeated adjustment is applied according to the predicted deviation from target. For detecting special causes the exponentially weighted moving average control chart is applied to the observed deviations. It was assumed that the adjustment under the presence of a special cause may increase the process variability or change the system gain. Reasonable choices of parameters for the IPC procedure are considered in the context of the mean squared deviation as well as the average run length.

Copula modelling for multivariate statistical process control: a review

  • Busababodhin, Piyapatr;Amphanthong, Pimpan
    • Communications for Statistical Applications and Methods
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    • v.23 no.6
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    • pp.497-515
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    • 2016
  • Modern processes often monitor more than one quality characteristic that are referred to as multivariate statistical process control (MSPC) procedures. The MSPC is the most rapidly developing sector of statistical process control and increases interest in the simultaneous inspection of several related quality characteristics. Most multivariate detection procedures based on a multi-normality assumptions are independent, but there are many processes that assume non-normality and correlation. Many multivariate control charts have a lack of related joint distribution. Copulas are tool to construct multivariate modelling and formalizing the dependence structure between random variables and applied in several fields. From copula literature review, there are a few copula to apply in MSPC that have multivariate control charts, and represent a successful tool to identify an out-of-control process. This paper presents various types of copulas modelling for the multivariate control chart. The performance measures of the control chart are the average run length (ARL) and the average number of observations to signal (ANOS). Furthermore, a Monte Carlo simulation is shown when the observations were from an exponential distribution.

A Study on UBM Method Detecting Mean Shift in Autocorrelated Process Control

  • Jun, Sang-Pyo
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.12
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    • pp.187-194
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    • 2020
  • In today's process-oriented industries, such as semiconductor and petrochemical processes, autocorrelation exists between observed data. As a management method for the process where autocorrelation exists, a method of using the observations is to construct a batch so that the batch mean approaches to independence, or to apply the EWMA (Exponentially Weighted Moving Average) statistic of the observed value to the EWMA control chart. In this paper, we propose a method to determine the batch size of UBM (Unweighted Batch Mean), which is commonly used as a management method for observations, and a method to determine the optimal batch size based on ARL (Average Run Length) We propose a method to estimate the standard deviation of the process. We propose an improved control chart for processes in which autocorrelation exists.

The ARL of a Selectively Moving Average Control Chart (선택적 이동평균(S-MA) 관리도의 ARL)

  • Lim, Tae-Jin
    • Journal of Korean Society for Quality Management
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    • v.35 no.1
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    • pp.24-34
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    • 2007
  • This paper investigates the average run length (ARL) of a selectively moving average (S-MA) control chart. The S-U chart is designed to detect shifts in the process mean. The basic idea of the S-MA chart is to accumulate previous samples selectively in order to increase the sensitivity. The ARL of the S-MA chart was shown to be monotone decreasing with respect to the decision length in a previous research [3]. This paper derives the steady-state ARL in a closed-form and shows that the monotone property is resulted from head-start assumption. The steady-state ARL is shown to be a sum of head-start ARL and an additional term. The statistical design procedure for the S-MA chart is revised according to this result. Sensitivity study shorts that the steady-state ARL performance is still better than the CUSUM chart or the Exponentially Weighted Moving Average (EWMA) chart.

Texture analysis of Thyroid Nodules in Ultrasound Image for Computer Aided Diagnostic system (컴퓨터 보조진단을 위한 초음파 영상에서 갑상선 결절의 텍스쳐 분석)

  • Park, Byung eun;Jang, Won Seuk;Yoo, Sun Kook
    • Journal of Korea Multimedia Society
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    • v.20 no.1
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    • pp.43-50
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    • 2017
  • According to living environment, the number of deaths due to thyroid diseases increased. In this paper, we proposed an algorithm for recognizing a thyroid detection using texture analysis based on shape, gray level co-occurrence matrix and gray level run length matrix. First of all, we segmented the region of interest (ROI) using active contour model algorithm. Then, we applied a total of 18 features (5 first order descriptors, 10 Gray level co-occurrence matrix features(GLCM), 2 Gray level run length matrix features and shape feature) to each thyroid region of interest. The extracted features are used as statistical analysis. Our results show that first order statistics (Skewness, Entropy, Energy, Smoothness), GLCM (Correlation, Contrast, Energy, Entropy, Difference variance, Difference Entropy, Homogeneity, Maximum Probability, Sum average, Sum entropy), GLRLM features and shape feature helped to distinguish thyroid benign and malignant. This algorithm will be helpful to diagnose of thyroid nodule on ultrasound images.

A Heuristic Approach for Approximating the ARL of the CUSUM Chart

  • Kim, Byung-Chun;Park, Chang-Soon;Park, Young-Hee;Lee, Jae-Heon
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.89-102
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    • 1994
  • A new method for approximating the average run length (ARL) of cumulative sum (CUSUM) chart is proposed. This method uses the conditional expectation for the test statistic before the stopping time and its asymptotic conditional density function. The values obtained by this method are compared with some other methods in normal and exponential case.

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Exponentially Weighted Moving Average Control Charts for Dispersion Matrix

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.633-644
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    • 2004
  • Exponentially Weighted Moving Average(EWMA) control chart for variance-covariance matrix of several quality characteristics based on accumulate-combine approach has proposed. Numerical computations show that multivariate EWMA chart based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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A Simple $\textit{d}_2$ Factor ($d_2^s$) for Control Charts

  • Lee, Jea-Young;Lee, Jae-Woo
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.69-76
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    • 1999
  • A new statistic {{{{ {d }`_{2 } ^{s } }}}} is introduced for constructing co ntrol limits. It is easier and more convienient than d2 We will show the characteristic of {{{{ {d }`_{2 } ^{s } }}}} and evaluate {{{{ {d }`_{2 } ^{s } }}}} through average run length(ARL).

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The Effect of Estimated Control Limits

  • JaiWook Baik;TaiYon Won
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.645-657
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    • 1998
  • During the start-up of a process or in a job-shop environment conventional use of control charts may lead to erroneous results due to the limited number of subgroups used for the construction of control limits. This article considers the effect of using estimated control limits based on a limited number of subgroups. Especially we investigate the performance of $\overline{X}$ and R control charts when the data are independent, and X control chart when the data are serially correlated in terms of average run length(ARL) and standard deviation run length(SDRL) using simulation. It is found that the ARL and SDRL get larger as the number of subgroups used for the construction of the chart becomes smaller.

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