• 제목/요약/키워드: EWMA Control

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

  • Jun, Sang-Pyo
    • 한국컴퓨터정보학회논문지
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    • 제25권12호
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    • pp.187-194
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    • 2020
  • 오늘날 반도체나 석유 화학 공정과 같이 프로세스 중심의 산업에서는 관측된 자료들 사이에 자기 상관이 존재한다. 자기상관이 존재하는 공정에 대한 관리 방법으로는 관측치를 이용하여 뱃치 평균이 독립에 가까워지도록 뱃치를 구성하여 관리하거나, 관측치의 EWMA (지수 가중치 이동 평균) 통계량을 EWMA 관리도에 적용하는 방법등이 주로 사용되고 있다. 본 논문에서는 관찰치에 대한 관리 방법으로 일반적으로 사용되는 UBM 의 뱃치 크기를 결정하는 방법을 소개하고, ARL(평균 실행 길이)을 기반으로 최적 뱃치 크기를 정하는 방법과 그러한 뱃치 구성에서 공정의 표준 편차를 추정하는 방법을 제안 한다. 자기상관이 존재하는 공정에 대한 개선된 관리도를 제안하고자 한다.

EWMA 피드백 공정 조정에서 이상원인의 영향 (Impact of Special Causes on EWMA Feedback Process Adjustment)

  • 이재준;전상표;이종선
    • 품질경영학회지
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    • 제31권2호
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    • pp.183-193
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    • 2003
  • A special cause producing temporary deviation in the underlying process can influence on process adjustment in responsive feedback control system. In this paper, the impact of special causes on the EWMA(Exponentially Weighted Moving Average) forecasts and the process adjustment that is based on the EWMA forecasts are derived. For some special causes with patterned type of contamination, the influence of the causes on the output process are explicitly investigated. A data set, contaminated by a special cause of level shift, is analyzed to evaluate the impact numerically.

ATM network에서 리키버킷과 EWMA를 이용한 트래픽 제어 (A Leaky Bucket & EWMA Type Traffic Control in ATM Networks)

  • 윤석현
    • 한국컴퓨터정보학회:학술대회논문집
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    • 한국컴퓨터정보학회 2011년도 제44차 하계학술발표논문집 19권2호
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    • pp.327-330
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    • 2011
  • 본 논문에서는 ATM network에서 트래픽 제어를 위하여 리키버켓과 EWMA로 구성된 셀 간격 제어기를 연구한다. 제안하는 알고리즘은 토큰 풀을 가진 리키버켓과 시간 윈도우를 가진 EWMA, 간격제어 버퍼로 구성된다. BONeS 시뮬레이터에서 ON/OFF 트래픽 소스 모델을 이용하여 제안한 UPC 알고리즘의 성능을 평가한 결과, 패킷화된 음성 트래픽과 고속 트래픽 소스 모두 셀 간격이 평균 비트율에 수렴하여 제어되는 것을 관찰할 수 있었다.

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계수치 데이터를 위한 EWMA 관리도 (Exponentially Weighted Moving Average Control Charts for Counted Data)

  • 안동근;장중순
    • 품질경영학회지
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    • 제22권4호
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    • pp.13-27
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    • 1994
  • This study is concerned with design of EWMA control charts for counted data. Control charts for the fraction defective and the number of defects are designed. Performance analysis is accomplished for validity of the designed EWMA control charts. Average run length(ARL) is adopted as a criterion for comparison. Simulation results show that the designed EWMA control charts have shorter ARL than pn, p and c control charts when the fraction nonconforming or the average defect number are shifted. This means that the designed control charts can detect the out of -control state of the process more fastly than the traditional control charts.

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A Synthetic Exponentially Weighted Moving-average Chart for High-yield Processes

  • Kusukawa, Etsuko;Kotani, Takayuki;Ohta, Hiroshi
    • Industrial Engineering and Management Systems
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    • 제7권2호
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    • pp.101-112
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    • 2008
  • As charts to monitor the process fraction defectives, P, in the high-yield processes, Mishima et al. (2002) discussed a synthetic chart, the Synthetic CS chart, which integrates the CS (Confirmation Sample)$_{CCC(\text{Cumulative Count of Conforming})-r}$ chart and the CCC-r chart. The Synthetic CS chart is designed to monitor quality characteristics in real-time. Recently, Kotani et al. (2005) presented the EWMA (Exponentially Weighted Moving-Average)$_{CCC-r}$ chart, which considers combining the quality characteristics monitored in the past with one monitored in real-time. In this paper, we present an alternative chart that is more superior to the $EWMA_{CCC-r}$ chart. It is an integration of the $EWMA_{CCC-r}$ chart and the CCC-r chart. In using the proposed chart, the quality characteristic is initially judged as either the in-control state or the out-of-control state, using the lower and upper control limits of the $EWMA_{CCC-r}$ chart. If the process is not judged as the in-control state by the $EWMA_{CCC-r}$ chart, the process is successively judged, using the $EWMA_{CCC-r}$ chart. We compare the ANOS (Average Number of Observations to Signal) of the proposed chart with those of the $EWMA_{CCC-r}$ chart and the Synthetic CS chart. From the numerical experiments, with the small size of inspection items, the proposed chart is the most sensitive to detect especially the small shifts in P among other charts.

Multivariate EWMA Charts for Simultaneously Monitoring both Means and Variances

  • Cho, Gyo Young;Chang, Duk Joon
    • Communications for Statistical Applications and Methods
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    • 제4권3호
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    • pp.715-723
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    • 1997
  • Multivariate control statistics to simultaneously monitor both means and variances for several quality variables under multivariate normal process are proposed. Performances of the proposed multivariate charts are evaluated in terms of average run length(ARL). Multivariate Shewhart chart is also proposed to compare the performances of multivariate exponentially weighted moving average(EWMA) charts. A numerical comparison shows that multivariate EWMA charts are more efficient than multivariate Shewhart chart for small and moderate shifts and multivariate EWMA scheme based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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Bivariate EWMA Control Charts for Autocorrelated Processes

  • 조교영;안영선
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.105-112
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    • 2002
  • In this paper we establish bivariate exponentially weighted moving average (EWMA) control charts for autocorrelated processes using residual vectors. We first derive the residual vectors, their expectation, variance-covariance matrix, then evaluate the control chart based on the average run length (ARL).

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하나의 관리도로 공정 평균과 분산의 변화를 탐지하는 절차 (Procedures for Monitoring the Process Mean and Variance with One Control Chart)

  • 정상현;이재현
    • 응용통계연구
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    • 제21권3호
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    • pp.509-521
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    • 2008
  • 평균과 분산이 동시에 변화할 수 있는 공정을 관리할 경우, 평균의 변화를 탐지하는 관리도와 분산의 변화를 탐지하는 관리도를 병행하여 사용하는 것이 일반적이다. 여러 연구자들이 하나의 관리도를 사용하여 공정 평균과 분산의 변화를 동시에 탐지할 수 있는 절차를 제안했는데, 이 논문에서는 이와 같은 관리도들을 소개하고 그 효율을 비교하였다. 그 결과 GLR 관리도 Omnibus EWMA 관리도 그리고 Interval 관리도는 충분히 좋은 효율을 가짐을 알 수 있었다.

상관관계의 존재하에서 붓스트랩 기법을 이용한 $\bar{x}$ 와 EWMA관리도의 수행도 평가 (Performance Evaluation of $\bar{x}$ and EWMA Control Charts using Bootstrap Technique in the Presence of Correlation)

  • 손한덕;송서일
    • 한국산업경영시스템학회:학술대회논문집
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    • 한국산업경영시스템학회 2002년도 춘계학술대회
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    • pp.365-370
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    • 2002
  • In this study, according to MARMA(1,0) model which was suggested by Seppala, in case of existing autocorrelation in X control chart and EWMA control chart, the standard method and the non-parametric bootstrap method were compared and analysed using the bootstrap method which use the resampling prediction residual.

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Markovian EWMA Control Chart for Several Correlated Quality Characteristics

  • Chang, Duk-Joon;Kwon, Yong-Man;Hong, Yeon-Woong
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.1045-1053
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    • 2003
  • Markovian EWMA control chart for simultaneously monitoring mean vector of the several correlated quality characteristics is investigated. Properties of multivariate Shewhart chart and EWMA chart are evaluated for matched FSI (fixed sampling interval) and VSI(variable sampling interval) scheme. We obtained VSI EWMA chart is more efficient than Shewhart chart for small or moderate shifts. And, we obtained stablized numerical results with Markov chain method when the number of transient state is greater than 100.

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