• 제목/요약/키워드: EWMA Control

검색결과 129건 처리시간 0.022초

Evaluating Properties of Variable Sampling Interval EWMA Control Charts for Mean Vector

  • Kwon, Yong-Man;Chang, Duk-Joon
    • Journal of the Korean Data and Information Science Society
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    • 제16권3호
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    • pp.639-650
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    • 2005
  • Theoretical and numerical comparison have shown that variable sampling interval (VSI) charts are substantially more efficient than fixed sampling interval(FSI) charts in term of ATS(average time to signal). But the frequency of switching between different sampling intervals is a complicating factor in VSI procedures. VSI EWMA charts for monitoring mean vector of related qualify characteristics are investigated. To compare the efficiencies of the proposed charts, the performances are evaluated for matched FSI and VSI charts in terms of average time to signal(ATS) and average number of samples to signal(ANSS). For the switching behavior of the proposed VSI charts, average number of switches(ANSW) are also investigated.

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미세 공정산포 관리를 위한 Zp-s관리도 설계 (Design of Zp-s Control Chart for Monitoring Small Shift of Process Variance)

  • 김종걸;김창수;엄상준;윤혜선
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2013년 추계학술대회
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    • pp.199-207
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    • 2013
  • 산업의 빠른 발전 속도에 따라 연구 개발도 함께 발전해야 한다. 따라서 현재 제조공정에 대한 품질 특성치의 분석방법으로 공정 모수의 작은 변화도 쉽게 탐지를 할 수 있는 EWMA 관리도와 Shewhart 관리도보다 공정 변화에 민감하게 탐지 가능한 CUSUM 관리도에 관한 연구가 많이 이루어지고 있다. 하지만 식스시그마 공정관리에 맞춘 평균, 불량률, 미세 분산을 동시에 감지할 수 있는 동시 관리 체계 연구는 많이 미흡하다. 본 연구에서는 기존의 CUSUM, EWMA 관리도 기법보다 빠른 이상 감지를 위해서 평균, 불량률, 분산 3가지가 동시에 관리되어질 수 있도록 Zp-s 관리도를 소개한다. Zp-s 관리도는 ARL을 통해 기존 관리도보다 민감함을 확인할 수 있다.

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Control Chart for Correlation Coefficients of Correlated Quality Variables

  • Kim, Jae-Joo;Chang, Duk-Joon
    • 품질경영학회지
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    • 제26권2호
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    • pp.51-60
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    • 1998
  • Exponetially weighted moving average(EWMA) control chart to simultaneously monitor correlation coefficients of several correlated quality variables under multivariate normal process are proposed. Performances of the proposed control charts are measured in terms of average run length(ARL) by simulation. Numerical results show that smaller values of smoothing constant are more efficient in terms of ARL.

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지수가중이동평균 관리도의 백분위수 기반 설계 (Percentile-based design of exponentially weighted moving average charts)

  • 구지윤;이재헌
    • 응용통계연구
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    • 제37권2호
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    • pp.177-189
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    • 2024
  • 관리도에서 런길이는 관리 통계량이 관리한계를 벗어날 때까지 관측한 표본의 수로 정의한다. 일반적으로 런길이의 분포는 비대칭이 심하고 변동성이 크기 때문에 평균 런길이만 사용하여 관리도를 설계하고 성능을 평가하는 것은 적절하지 않을 수도 있다. 평균 런길이 기반 설계에 대한 대안으로 이 논문에서는 백분위수를 기반으로 한 관리도의 설계를 소개하고, 이를 지수가중이동평균 관리도의 설계에 적용하는 절차를 제안하고 있다. 이 절차는 백분위수 모수들이 주어진 경우, 모의실험을 통하여 적합된 함수를 사용하여 관리한계의 계수를 설정하는 것이다. 또한 모의실험을 수행하여 제안된 설계 절차를 평균 런길이 기반 설계와 비교하고 평가하였다. 모의실험 결과, 제안된 절차는 이상상태에서 탐지 능력은 거의 유지하면서 관리상태에서의 성능을 향상시킨다는 사실을 확인할 수 있었다.

Variable sampling interval control charts for variance-covariance matrix

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • 제20권4호
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    • pp.741-747
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    • 2009
  • Properties of multivariate Shewhart and EWMA (Exponentially Weighted Moving Average) control charts for monitoring variance-covariance matrix of quality variables are investigated. Performances of the proposed charts are evaluated for matched fixed sampling interval (FSI) and variable sampling interval (VSI) charts in terms of average time to signal (ATS) and average number of samples to signal (ANSS). Average number of swiches (ANSW) of the proposed VSI charts are also investigated.

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이계자동회귀 각란모형을 고려한 EPC와 SPC의 통합시스템 (An Integrated Model of SPC and EPC with Second-order Autoregressed Disturbance)

  • 김종걸;정해운
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2001년도 정기학술대회
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    • pp.321-334
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    • 2001
  • EPC seeks to minimize variability by transferring the output variable to a related process input(controllable) variable, while SPC seeks to reduce variability by detecting and eliminating assignable causes of variation. In the case of product control, a very reasonable objective is to try to minimize the variance of the output deviations from the target or set point. We compare three control systems; EPC, combined system with EWMA and EPC, and SPC. This paper shows through simulation that the performance of the integrated model of EPC and SPC is more preferable than that of EPC.

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Markov Chain Method for Monitoring Several Correlated Quality Characteristics with Variable Sampling Intervals

  • Chang, Duk-Joon
    • 품질경영학회지
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    • 제25권3호
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    • pp.39-50
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    • 1997
  • Markov chain method to evaluate the properties of control charts with variable sampling intervals(VSI0 for simultaneously monitoring several correlated quality characteristics under multivariate normal process are investigated. For comparing the efficiencies and properties of multivariate control charts, we consider multivariate Shewhart, CUSUM and EWMA charts in terms of average time to signal(ATS) and average number of samples to signal(ANSS). We obtained stabilized numerical results with Markov chain method when the number of transient state is greater than 100.

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Control Charts for Means and Variances under Multivariate Normal Process

  • Chang, Duk-Joon;Kwon, Yong-Man
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.223-232
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    • 1999
  • Multivariate quality control charts with combine-accumulate approach and accumulate-combine apprach for monitoring both means and variances under multivariate normal process are investigated. Numerical performances of the charts show that multivariate EWMA chart with accumulate-combine approach can be recommended for all kinds of shift in means and variances.

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가변 샘플링간격 EPC/SPC 결합시스템의 개발 (Development of Integrated Variable Sampling Interval Engineering Process Control & Statistical Process Control System)

  • 이성재;서순근
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회/대한산업공학회 2005년도 춘계공동학술대회 발표논문
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    • pp.723-729
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    • 2005
  • Traditional statistical process control(SPC) applied to discrete part industry in the form of control charts can look for and eliminate assignable causes by process monitoring. On the other hand, engineering process control(EPC) applied to the process industry in the form of feedback control can maintain the process output on the target by continual adjustment of input variable. This study presents controlling and monitoring rules adopted variable sampling interval(VSI) to change sampling intervals in a predetermined fashion on the predicted process levels for integrated EPC and SPC systems. Twelve rules classified by EPC schemes(MMSE, constrained PI, bounded or deadband adjustment policy) and type of sampling interval combined with EWMA chart of SPC are proposed under IMA(1,1) disturbance model and zero-order (responsive) dynamic system. The properties of twelve control rules under three patterns of process change(sudden shift, drift and random shift) are evaluated and discussed through simulation and control rules for integrated VSI EPC and SPC systems are recommended.

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칼만필터를 적용한 통계적 공정관리 시스템의 개발 (Development of the Statistical Process Control System Using the Kalman Filter)

  • 김양호;허정준;김광섭
    • 품질경영학회지
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    • 제22권2호
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    • pp.20-32
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    • 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.

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