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

• Journal of Korean Society for Quality Management
• /
• v.31 no.3
• /
• pp.126-135
• /
• 2003

A basic assumption in standard applications of control charts is that the observations are statistically independent. However, this assumption is often violated from processes in many industries. The presence of autocorrelation has a serious impact on the performance of control charts, causing a dramatic increase in the frequency of false alarms. This paper considers a process in which the observations can be modeled as a first order autoregressive(AR(1)) process, and develops (equation omitted) charts with the variable sample size(VSS) scheme for monitoring the mean of this process.

• Proceedings of the Korean Statistical Society Conference
• /
• 2003.10a
• /
• pp.97-103
• /
• 2003

Shewhart-type control charts have historically been used for attribute data, though they have ARL biased property and even are unable to detect the improvement of a process with some process parameters. So far most efforts have been made to improve the performance of attribute control charts in terms of faster detection of special causes without increasing the rates of false alarm. In this paper, control limits are proposed that yield an ARL (nearly) unbiased chart for attributes. Optimal design is also proposed for attribute control charts under a natural sense of criterion.

• International Journal of Naval Architecture and Ocean Engineering
• /
• v.13 no.1
• /
• pp.858-876
• /
• 2021

Although widely used, the design of the bulbous bow for ships has been difficult due to the complex interference between the wave system generated by the bulb and the wave system of the ship hull. Until now, a bulbous bow has been often designed using Kracht charts, which were established based on model test data, but these charts apply only to ships with a block coefficient C_B = 0.56-0.82, Froude number Fn = 0.20-0.40, and the obtained bulb sizes are only close to optimal. This paper presents a new method for the optimal design of bulbous bow, starting from the design of an initial bulb using Kracht charts for ships with any block coefficient or Froude number, then resizing this initial bulb to define the optimal bulb sizes based on a multi-objective function of the required power reduction, and a combined solution of Computation Fluid Dynamics (CFD) analysis and surrogate models. This study was applied to a fishing vessel FAO 75, which has been model tested and used to design steel fishing vessels in Vietnam recently. The obtained quantitative results showed the same trend as the theory and practice, with a reduction of the ship's required power by about 14%.

• Proceedings of the Korean Geotechical Society Conference
• /
• 2009.03a
• /
• pp.1009-1019
• /
• 2009

Soil nailing method is widely used in reinforcing slopes and excavating earth. The analysis of nail-reinforced slopes, in order to determine the economical length ratio and nail angle, complicated analytical need to be applied by means of computer programs. Therefor this suggested Soil stability Chart for nailed slopes which may be very useful for pre-design, rapidly design, and final check. Three slope types, three nail length and three nail angles are selected for the stability analysis by using limit equilibrium method of Bishop and French Method. From the above results, this study propose the slope reinforced design charts for dry season and rainy season. This proposed reinforced design charts can check dry season as well as rainy season, also these charts can provide reinforcing requirement, soil nail's economical length ratio and nail angle as well.

• Journal of Korean Society for Quality Management
• /
• v.22 no.2
• /
• pp.20-32
• /
• 1994

This paper is concerned with the design of four control charts for real-time monitoring of the continuous flow processes. Control charts for both uncorrelated data and correlated data are designed using the Kalman filtering techinque. The relative performance between the designed control charts and traditional control charts is evaluated in terms of the Average Run Length(ARL). Results show that the Adaptive EWMA control charts designed for uncorrelated data has better performance when process mean is shifted, while the residual control charts for correlated data has better performance when process is in control.

• Journal of Korean Institute of Industrial Engineers
• /
• v.25 no.4
• /
• pp.448-458
• /
• 1999

This paper proposes sequential control charts with an upper bound on sample size. Existing sequential control charts have no restriction on the number of observations at a sampling point. For situations where sampling and testing an item is time-consuming or expensive, sequential control charts may not be directly applied. When the number of observations in a sampling point reaches the upper bound and there is no out-of-control signal, the proposed cumulative sequential control chart defers the decision to the next sampling point of which starting value is the value of the current statistic. Two Markov chains, inner and outer chains, are used to derive the formulas for evaluating the performance of the proposed chart. It is compared with $\bar{X}$ and cumulative sum control charts with fixed and variable sample sizes. The fast initial response (FIR) feature is studied. Guidelines for the design of the proposed charts are also given.

• Geomechanics and Engineering
• /
• v.10 no.3
• /
• pp.257-267
• /
• 2016

Charts are used extensively in slope practical application to meet the need of quick assessment of rock slope design. However, Charts for estimating the shear strength of the rock mass of a slope are considerably limited. In this paper, based on the Hoek-Brown (HB) criterion which is widely used in rock slope engineering, we present charts which can be used to estimate the Mohr-Coulomb (MC) parameters angle of friction ${\phi}$ and cohesion c for given slopes. In order to present the proposed charts, we firstly present the derivation of the theoretical relationships between the MC parameters and ${\sigma}_{ci}/({\gamma}H)$ which is termed the strength ratio (SR). It is found that the values of $c/{\sigma}_{ci}$ and ${\phi}$ of a slope depend only on the magnitude of SR, regardless of the magnitude of the individual parameters ${\sigma}_{ci}$(uniaxial compressive strength), ${\gamma}$(unit weight) and H (slope height). Based on the relationships between the MC parameters and SR, charts are plotted to show the relations between the MC parameters and HB parameters. Using the proposed charts can make a rapid estimation of shear strength of rock masses directly from the HB parameters, slope geometry and rock mass properties for a given slope.

• Journal of the Korean Society for Precision Engineering
• /
• v.15 no.3
• /
• pp.50-60
• /
• 1998

This paper is concerned with the design of two residual control charts for real-time monitoring of the continuous flow processes. Two different control charts are designed under the situation that observations are correlated each other. Kalman-Filter based model estimation is employed when the process model is known. A black-box approach, based on Back-Propagation Neural Network, is also applied for the design of control chart when there is no prior information of process model. Performance of the designed control charts and traditional control charts is evaluated. Average run length(ARL) is adopted as a criterion for comparison. Experimental results show that the designed control chart using the Neural Network's modeling has shorter ARL than that of the other control charts when process mean is shifted. This means that the designed control chart detects the out-of-control state of the process faster than the others. The designed control chart using the Kalman-Filter based model estimation also has better performance than traditional control chart when process is out-of-control state.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.35 no.3
• /
• pp.52-61
• /
• 2012

The design method for cumulative sum (CUSUM) control charts, which can be robust to autoregressive moving average (ARMA) modeling errors, has not been frequently proposed so far. This is because the CUSUM statistic involves a maximum function, which is intractable in mathematical derivations, and thus any modification on the statistic can not be favorably made. We propose residual-based robust CUSUM control charts for monitoring autocorrelated processes. In order to incorporate the effects of ARMA modeling errors into the design method, we modify parameters (reference value and decision interval) of CUSUM control charts using the approximate expected variance of residuals generated in model uncertainty, rather than directly modify the form of the CUSUM statistic. The expected variance of residuals is derived using a second-order Taylor approximation and the general form is represented using the order of ARMA models with the sample size for ARMA modeling. Based on the Monte carlo simulation, we demonstrate that the proposed method can be effectively used for statistical process control (SPC) charts, which are robust to ARMA modeling errors.