• 제목/요약/키워드: Cusum control chart

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A Selectively Cumulative Sum(S-CUSUM) Control Chart (선택적 누적합(S-CUSUM) 관리도)

  • Lim, Tae-Jin
    • Journal of Korean Society for Quality Management
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    • 제33권3호
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    • pp.126-134
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    • 2005
  • This paper proposes a selectively cumulative sum(S-CUSUM) control chart for detecting shifts in the process mean. The basic idea of the S-CUSUM chart is to accumulate previous samples selectively in order to increase the sensitivity. The S-CUSUM chart employs a threshold limit to determine whether to accumulate previous samples or not. Consecutive samples with control statistics out of the threshold limit are to be accumulated to calculate a standardized control statistic. If the control statistic falls within the threshold limit, only the next sample is to be used. During the whole sampling process, the S-CUSUM chart produces an 'out-of-control' signal either when any control statistic falls outside the control limit or when L -consecutive control statistics fall outside the threshold limit. The number L is a decision variable and is called a 'control length'. A Markov chain approach is employed to describe the S-CUSUM sampling process. Formulae for the steady state probabilities and the Average Run Length(ARL) during an in-control state are derived in closed forms. Some properties useful for designing statistical parameters are also derived and a statistical design procedure for the S-CUSUM chart is proposed. Comparative studies show that the proposed S-CUSUM chart is uniformly superior to the CUSUM chart or the Exponentially Weighted Moving Average(EWMA) chart with respect to the ARL performance.

A Study of Demerit-CUSUM Control Chart and Interpretation Method (Demerit-CUSUM 관리도와 해석방법에 관한 연구)

  • 나상민;강창욱;심성보
    • Journal of Korean Society for Quality Management
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    • 제31권1호
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    • pp.132-141
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    • 2003
  • As the technology has improved and demands of customers have varied, a lot of products are getting diverse and intricate. Consequently, the enterprise that produce products have to simultaneously consider the various variables for the very products. There are some scheme, such as Multivariate control chart and Demerit control chart, designed to simultaneously monitor the variables in the process. In this paper, we present an effective method for process control using the Demerit-CUSUM control chart in the process where nonconforming units or nonconformities are occured by various types. In addition, we show interpretation method for abnormal signal in order to quickly detect the assignable causes as Demerit-CUSUM control chart signals abnormality. we compare performance of Demerit control chart and Demerit-CUSUM control chart using example again used in the existing studies, and present result of performance accoriding to changing sample size and parameter.

A Selectively Cumulative Sum (S-CUSUM) Control Chart with Variable Sampling Intervals (VSI) (가변 샘플링 간격(VSI)을 갖는 선택적 누적합 (S-CUSUM) 관리도)

  • Im, Tae-Jin
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 한국경영과학회 2006년도 추계학술대회
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    • pp.560-570
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    • 2006
  • This paper proposes a selectively cumulative sum (S-CUSUM) control chart with variable sampling intervals (VSI) for detecting shifts in the process mean. The basic idea of the VSI S-CUSUM chart is to adjust sampling intervals and to accumulate previous samples selectively in order to increase the sensitivity. The VSI S-CUSUM chart employs a threshold limit to determine whether to increase sampling rate as well as to accumulate previous samples or not. If a standardized control statistic falls outside the threshold limit, the next sample is taken with higher sampling rate and is accumulated to calculate the next control statistic. If the control statistic falls within the threshold limit, the next sample is taken with lower sampling rate and only the sample is used to get the control statistic. The VSI S-CUSUM chart produces an 'out-of-control' signal either when any control statistic falls outside the control limit or when L-consecutive control statistics fall outside the threshold limit. The number L is a decision variable and is called a 'control length'. A Markov chain model is employed to describe the VSI S-CUSUM sampling process. Some useful formulae related to the steady state average time-to signal (ATS) for an in-control state and out-of-control state are derived in closed forms. A statistical design procedure for the VSI S-CUSUM chart is proposed. Comparative studies show that the proposed VSI S-CUSUM chart is uniformly superior to the VSI CUSUM chart or to the Exponentially Weighted Moving Average (EWMA) chart with respect to the ATS performance.

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Evaluation of Demerit-CUSUM Control Chart Performance Using Fast Initial Response (FIR을 이용한 Demerit-CUSUM 관리도의 수행도 평가)

  • Kang, Hae-Woon;Kang, Chang-Wook;Baik, Jae-Won;Nam, Sung-Ho
    • Journal of Korean Society of Industrial and Systems Engineering
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    • 제32권1호
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    • pp.94-101
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    • 2009
  • Complex Products may present more than one type of defects and these defects are not always of equal severity. These defects are classified according to their seriousness and effect on product quality and performance. Demerit systems are very effective systems to monitoring the different types of defects. So, classical demerit control chart used to monitor counts of several different types of defects simultaneously in complex products. S.M. Na et al.(2003) proposed the Demerit-CUSUM for the improvement of the demerit control chart performance and Nembhard, D. A. et al.(2001) and G.Y Cho et al.(2004) developed a Demerit control chart using the EWMA technique and evaluated the performance of the control chart. In this paper, we present an effective method for process control using the Demerit-CUSUM with fast initial response. Moreover, we evaluate exact performance of the Demerit-CUSUM control chart with fast initial response, Demerit-CUSUM and Demerit-EWMA according to changing sample size or parameters.

Statistical Design of CV-CUSUM Control Chart Using Fast Initial Response (FIR을 이용한 CV-CUSUM 관리도의 통계적 설계)

  • Lee, Jung-Hoon;Kang, Hae-Woon;Hong, Eui-Pyo;Kang, Chang-Wook
    • Journal of Korean Society for Quality Management
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    • 제38권3호
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    • pp.313-321
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    • 2010
  • The coefficient of variation represents the ratio of the standard deviation to the mean, and it is a useful statistic for comparing the degree of variation from one data series to another, even if the means are drastically different from each other. Recently, the CV control chart is developed for monitoring processes in such situations. However, the CV control chart has low performance in detecting small shift. Due to the development of equipment and technique, currently, small shift of process occurs more frequently than large shift. In this paper, we proposes the CV-CUSUM control chart using CUSUM scheme which is cumulative sum of the deviations between each data point and a target value to detect a small shift in the process. We also found that the FIR(fast initial response) CUSUM control chart is especially valuable at start-up or after a CV-CUSUM control chart has signaled out-of-control.

A New Performance Criterion for Cusum Control Chart (누적합 관리도에 대한 새로운 성능 평가 기준)

  • Lee, Yoon-Dong;Ahn, Byoung-Jin
    • Journal of Korean Society for Quality Management
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    • 제33권4호
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    • pp.96-102
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    • 2005
  • Cusum control chart is an efficient method to detect the change of process status. Many variants of cusum have considered, and the effects of design parameters have reviewed. To find the best cusum out of variants and to decide the best values of the design parameters, we need a criterion measuring the performance of the cusum control chart. People used and suggested several criterions which appear to be similar, but those have quite different properties. In this paper we review the properties of performance measure of cusum and its variants. Our goal is to provide fair and impartial criterion for comparison of cusums when the decision boundaries of the cusums are much different each other. We comparatively tested newly suggested measure and traditional measure with the examples of cumulative scored chart as a special case of cusum chart.

Design of Combined Shewhart-CUSUM Control Chart using Bootstrap Method (Bootstrap 방법을 이용한 결합 Shewhart-CUSUM 관리도의 설계)

  • 송서일;조영찬;박현규
    • Journal of Korean Society of Industrial and Systems Engineering
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    • 제25권4호
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    • pp.1-7
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    • 2002
  • Statistical process control is used widely as an effective tool to solve the quality problems in practice fields. All the control charts used in statistical process control are parametric methods, suppose that the process distributes normal and observations are independent. But these assumptions, practically, are often violated if the test of normality of the observations is rejected and/or the serial correlation is existed within observed data. Thus, in this study, to screening process, the Combined Shewhart - CUSUM quality control chart is described and evaluated that used bootstrap method. In this scheme the CUSUM chart will quickly detect small shifts form the goal while the addition of Shewhart limits increases the speed of detecting large shifts. Therefor, the CSC control chart is detected both small and large shifts in process, and the simulation results for its performance are exhibited. The bootstrap CSC control chart proposed in this paper is superior to the standard method for both normal and skewed distribution, and brings in terms of ARL to the same result.

Multiparameter CUSUM charts with variable sampling intervals

  • Im, Chang-Do;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • 제20권3호
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    • pp.593-599
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    • 2009
  • We consider the problem of using control charts to monitor more than one parameter with emphasis on simultaneously monitoring the mean and variance. The fixed sampling interval (FSI) control charts are modified to use variable sampling interval (VSI) control charts depending on what is being observed from the data. In general, approaches of monitoring the mean and variance simultaneously is to use separate charts for each parameter and a combined chart. In this paper, we use three basic strategies which are separate Shewhart charts for each parameter, a combined Shewhart chart and a combined CUSUM chart. We showed that a combined VSI CUSUM chart is comparatively more efficient than any other chart if the shifts in both mean and variance are small.

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Estimation of Change Point in Process State on CUSUM ($\bar{x}$, s) Control Chart

  • Takemoto, Yasuhiko;Arizono, Ikuo
    • Industrial Engineering and Management Systems
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    • 제8권3호
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    • pp.139-147
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    • 2009
  • Control charts are used to distinguish between chance and assignable causes in the variability of quality characteristics. When a control chart signals that an assignable cause is present, process engineers must initiate a search for the assignable cause of the process disturbance. Identifying the time of a process change could lead to simplifying the search for the assignable cause and less process down time, as well as help to reduce the probability of incorrectly identifying the assignable cause. The change point estimation by likelihood theory and the built-in change point estimation in a control chart have been discussed until now. In this article, we discuss two kinds of process change point estimation when the CUSUM ($\bar{x}$, s) control chart for monitoring process mean and variance simultaneously is operated. Throughout some numerical experiments about the performance of the change point estimation, the change point estimation techniques in the CUSUM ($\bar{x}$, s) control chart are considered.

The Z-CUSUM Control Chart for the Process with Recurring Cycles or Frequent Small Shifts (순환주기나 빈번한 작은 이동이 발생하는 공정관리틀 위한 Z-CUSUM 관리도)

  • 강해운;강창욱;백재원
    • Journal of Korean Society for Quality Management
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    • 제32권2호
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    • pp.132-153
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    • 2004
  • CUSUM control charts are widely used to monitor processes with small shifts. CUSUM control charts are, however, less effective in detecting for recurring cycles or frequent small shifts in the processes. With Shewhart control charts, we have applied the variety of run rules to check the stability of process in addition to the situations that some points fall outside the control limits. In this paper, we propose the Z -CUSUM control chart for monitoring the process with recurring cycles or frequent small shifts by use of the zone concept as like the Shewhart control charts.