• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.539-548
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• 2016

This paper is a study on the multivariate CUSUM control charts using three different control statistics for monitoring covariance matrix. We get control limits and ARLs of the proposed multivariate CUSUM control charts using three different control statistics by using computer simulations. The performances of these proposed multivariate CUSUM control charts have been investigated by comparing ARLs. The purpose of control charts is to detect assignable causes of variation so that these causes can be found and eliminated from process, variability will be reduced and the process will be improved. We show that the charts based on three different control statistics are very effective in detecting shifts, especially shifts in covariances when the variables are highly correlated. When variables are highly correlated, our overall recommendation is to use the multivariate CUSUM control charts using trace for detecting changes in covariance matrix.

• Journal of the Korean Operations Research and Management Science Society
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• v.20 no.3
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• pp.123-146
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• 1995

Several quality control schemes have been extensively compared using multivariate normal data sets simulated with various correlation structures. They include multiple univariate CUSUM charts, multivariate EWMA charts, multivariate CUSUM charts and Shewhart T$^{3}$ chart. This paper considers a new approach of the multivariate EWMA chart, in which the smoothing matrix has full elements instead of only diagonal elements. Performance of the schemes is measured by avaerage run length (ARL), coefficient of variation of run length (CVRL) and rank in order of signaling of off-target shifts in the process mean vector. The schemes are also compared by noncentrality parameter. The multiple univariate CUSUM charts are generally affected by the correlation structure. The multivariate EWMA charts provide better ARL performance. Especially, the new EWMA chart shows remarkable results in small shifts.

• 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.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1191-1201
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• 2009

The cumulative sum(CUSUM) control charts are typically used for detecting small level shifts in process control. To control an auto-correlated process, the model-based control methods can be employed, in which the residuals from fitting a time series model are applied to the CUSUM chart. However, the persistent level shifts in the original process may lead to varying mean shifts in residuals, which may deteriorate detection performance significantly. Therefore, in this paper, focussing on ARMA(1,1), we propose a new CUSUM type control method which can detect the dynamic mean shifts in residuals especially with oscillating pattern effectively and, through the simulation study, evaluate its performance by comparing with other various CUSUM type control methods introduced so far.

• Communications for Statistical Applications and Methods
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• v.21 no.1
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• pp.69-80
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• 2014

This paper considers the problem of monitoring the mean of a normally distributed process variable when the objective is to effectively detect both a sustained shift and a linear drift. The design and application of a generalized likelihood ratio (GLR) chart for simultaneously monitoring a sustained shift and a linear drift are evaluated. The GLR chart has the advantage that when we design this chart, we do not need to specify the size of the parameter change. The performance of the GLR chart is compared with that of other control charts, such as the standard cumulative sum (CUSUM) charts and the cumulative score (CUSCORE) charts. And we compare the proposed GLR chart with the GLR charts designed for monitoring only a sustained shift and for monitoring only a linear drift. Finally, we also compare the proposed GLR chart with the chart combinations. We show that the proposed GLR chart has better overall performance for a wide range of shift sizes and drift rates relative to other control charts, when a special cause produces a sustained shift and/or a linear drift in the process mean.

• 한국데이터정보과학회:학술대회논문집
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• 2004.04a
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• pp.7-14
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• 2004

In this paper, we present an effective method for process control using the Demerit-EWMA control chart in the process where nonconforming units or nonconformities are occurred by various types. We compare performance of Demerit control chart, Demerit-CUSUM control chart and Demerit-EWMA control chart based on the average run length.

• Journal of the Korean Data and Information Science Society
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• v.15 no.2
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• pp.431-439
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• 2004

In this paper, we present an effective method for process control using the Demerit-EWMA control chart in the process where nonconforming units or nonconformities are occurred by various types. We compare performance of Demerit control chart, Demerit-CUSUM control chart and Demerit-EWMA control chart based on the average run length(ARL).

• International Journal of Quality Innovation
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• v.2 no.1
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• pp.30-49
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• 2001

This paper considers a recent environment in the manufacturing process in which data in large amounts can be obtained on-line in real-time. Under this environment an on-line real-time Statistical Process Control (SPC) scheme equipped with detection of a process change, change-point estimation, and recognition of the change pattern is proposed. The proposed SPC scheme is composed of a Cusum chart, filtering methods and Akaike Information Criterion (AIC). We examine the performance of this scheme by Monte Carlo simulation and show its usefulness.

• Proceedings of the Safety Management and Science Conference
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• 2009.11a
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• pp.539-547
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• 2009

현대의 산업은 점차 분야가 다양해지고 기술이 첨단화되며, 고객의 요구사항이 복잡해지고 있다. 이에 따라 제조업에서는 초정밀, 고신뢰도가 요구되어지고 있는 실정이다. 제조업 분야의 핵심 기술인 SPC기법 중에서 누적합(CUSUM) 관리도는 공정의 작은 변화에 대해서 민감하다는 특징 때문에 첨단 산업인 반도체나 화학공정 등에서 활용도가 높은 관리도 기법이다. 하지만 복잡한 이론 체계로 인하여 사용편리성이 떨어진다는 단점이 있다. 본 논문에서는 누적합 관리도의 이론적 전개에 관한 체계적인 조사연구를 통해 누적합 관리도의 복잡한 이론 체계를 이해하는데 도움이 되고자 한다.

• Proceedings of the Safety Management and Science Conference
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• 2010.04a
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• pp.537-548
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• 2010

현대의 산업은 점차 분야가 다양해지고 기술이 첨단화되며, 고객의 요구사항이 복잡해지고 있다. 이에 따라 현대의 첨단산업에서 제조파트는 제조기술의 초정밀, 극소불량, 고신뢰도가 요구되어지고 있는 실정이다. 이런 제조파트의 핵심 기술인 SPC기법 중에서 누적합(CUSUM) 관리도는 공정의 작은 변화에 대해서 민감하다는 장점 때문에 첨단 산업인 반도체나 화학공정 등에서 활용도가 높은 관리도 기법이다. 하지만 복잡한 이론 체계로 인하여 사용편리성이 떨어진다는 단점이 있어서 널리 사용되지는 못 하고 있는 실정이다. 본 논문에서는 누적합 관리도의 이론적 전개에 관한 체계적인 동향 분석을 통해 누적합 관리도의 복잡한 이론 체계를 이해하는데 도움을 주고 더 나아가 앞으로의 제조 기술의 방향성을 제시하고자한다.