• 제목/요약/키워드: EWMA Control

검색결과 129건 처리시간 0.02초

EWMA 기법을 적용한 CV 관리도의 개발 (Development of CV Control Chart Using EWMA Technique)

  • 홍의표;강창욱;백재원;강해운
    • 산업경영시스템학회지
    • /
    • 제31권4호
    • /
    • pp.114-120
    • /
    • 2008
  • The control chart is widely used statistical process control(SPC) tool that searches for assignable cause of variation and detects any change of process. Generally, ${\bar{X}}-R$ control chart and ${\bar{X}}-S$ are most frequently used. When the production run is short and process parameter changes frequently, it is difficult to monitor the process using traditional control charts. In such a case, the coefficient of variation (CV) is very useful for monitoring the process variability. The CV control chart is an effective tool to control the mean and variability of process simultaneously. The CV control chart, however, is not sensitive at small shift in the magnitude of CV. In this paper, we propose an CV-EWMA (exponentially weighted moving average) control chart which is effective in detecting a small shift of CV. Since the CV-EWMA control chart scheme can be viewed as a weighted average of all past and current CV values, it is very sensitive to small change of mean and variability of the process. We suggest the values of design parameters and show the results of the performance study of CV-EWMA control chart by the use of average run length (ARL). When we compared the performance of CV-EWMA control chart with that of the CV control chart, we found that the CV-EWMA control chart gives longer in-control ARL and much shorter out-of-control ARL.

VSI EWIMA 관리도의 경제적 설계 (An Economic Design of the EWMA Control Charts with Variable Sampling Interval)

  • 송서일;정혜진
    • 품질경영학회지
    • /
    • 제30권4호
    • /
    • pp.1-14
    • /
    • 2002
  • Traditional SPC techniques are looking out variation of process by fixed sampling interval and fixed sample size about every hour, the process of in-control or out-of-control couldn't be detected actually when the sample points are plotted near control limits, and it takes no notice of expense concerned with such sample points. In this paper, to overcome that, consider VSI(variable sampling interval) EWMA control charts which VSI method is applied. The VSI control charts use a short sampling internal if previous sample points are plotted near control limits, then the process has high probability of out-of-control. But it uses a long sampling interval if they are plotted near centerline of the control chart, since process has high possibility of in-control. And then a comparison and analysis between FSI(fixed sampling interval) and VSI EWMA in the statistical aspect and economic aspect is studied. Finally, we show that VSI EWMA control chart is more efficient than FSI EWMA control chart in the both aspects.

칼만 게인 궤환 평균을 이용한 적응 EWMA 관리도 설계 (A Study on the Design of Adaptive EWMA Control Chart using Kalman Gain Recursive Average)

  • 윤상원;윤석환;신용백
    • 품질경영학회지
    • /
    • 제24권1호
    • /
    • pp.73-86
    • /
    • 1996
  • Adaptive EWMA(Exponentially Weighted Moving Average)-x control chart using the Kalman gain recursive average is designed. The designed control chart is effective to on-line process monitoring as continuous flow processes. Performance evaluation between the designed control chart and traditional one is implemented. For this, ARL(Average Run Length) is adopted as a criterion. Results show that the designed adaptive EWMA-x control chart has shorter ARL than EWMA-x control chart when process mean is shifted. This model can be extended to process prevention control. The methodology proposed in this research is turned out to show the high performance than that of the given methodologies.

  • PDF

로버스트 지수가중 이동평균(EWMA) 관리도 (A Robust EWMA Control Chart)

  • 남호수;이병근;주철민
    • Journal of the Korean Data and Information Science Society
    • /
    • 제10권1호
    • /
    • pp.233-241
    • /
    • 1999
  • 본 논문에서는 공정평균을 관리하기 위한 관리도로서 지수가중 이동평균(EWMA)관리도를 고려하였다. 기존의 표본평균에 기초한 관리도의 비로버스트성 (non-robustness)에 근거하여 공정평균의 로버스트 추정량인 M-추정량에 기초한 지수가중 이동평균 관리도를 제안하였다. 제안된 관리도의 성능을 기존의 관리도와 비교해 보기 위하여 다양한 상황에서 모의실험을 행하였으며, 실험결과 제안된 관리도의 우수성이 입증되었다.

  • PDF

A Study on the Multivariate Exponentially Weighted Moving Average Control Charts for Monitoring the Variance-Covariance Matrix

  • Cho, Gyo-Young;Sung, Sam-Kyung
    • 품질경영학회지
    • /
    • 제22권1호
    • /
    • pp.54-65
    • /
    • 1994
  • Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. Two basic approaches, "combine-accumulate" approach and "accumulate-combine" approach, for using past sample information in the developement of multivariate EWMA control charts are considered. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average run length (ARL) performances. The numerical results show that multivariate EWMA control charts based on the accumulate-combine approach are more efficient than corresponding multivariate EWMA control charts based on the combine-accumulate approach.

  • PDF

Multivariate EWMA control charts for monitoring the variance-covariance matrix

  • Jeong, Jeong-Im;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
    • /
    • 제23권4호
    • /
    • pp.807-814
    • /
    • 2012
  • We know that the exponentially weighted moving average (EWMA) control charts are sensitive to detecting relatively small shifts. Multivariate EWMA control charts are considered for monitoring of variance-covariance matrix when the distribution of process variables is multivariate normal. The performances of the proposed EWMA control charts are evaluated in term of average run length (ARL). The performance is investigated in three types of shifts in the variance-covariance matrix, that is, the variances, covariances, and variances and covariances are changed respectively. Numerical results show that all multivariate EWMA control charts considered in this paper are effective in detecting several kinds of shifts in the variance-covariance matrix.

Optimal Design of a EWMA Chart to Monitor the Normal Process Mean

  • Lee, Jae-Heon
    • 응용통계연구
    • /
    • 제25권3호
    • /
    • pp.465-470
    • /
    • 2012
  • EWMA(exponentially weighted moving average) charts and CUSUM(cumulative sum) charts are very effective to detect small shifts in the process mean. These charts have some control-chart parameters that allow the charts and be tuned and be more sensitive to certain shifts. The EWMA chart requires users to specify the value of a smoothing parameter, which can also be designed for the size of the mean shift. However, the size of the mean shift that occurs in applications is usually unknown and EWMA charts can perform poorly when the actual size of the mean shift is significantly different from the assumed size. In this paper, we propose the design procedure to find the optimal smoothing parameter of the EWMA chart when the size of the mean shift is unknown.

VSI EWMA 관리도의 경제적 통계적 설계 (An Economic Statistical Design of the EWMA Control Charts with Variable Sampling Interval)

  • 송서일;박현규;정혜진
    • 품질경영학회지
    • /
    • 제32권1호
    • /
    • pp.92-101
    • /
    • 2004
  • Tris paper present an economic statistical design which have statistically constraints for the optimal design of an EWMA control charts with variable sampling interval. Cost function use that proposed by Lorenzen and Vance, and the optimal design parameters include the sample size, control limit width, sampling interval, EWMA weight value. Comparisons between VSI EWMA control charts optimal economic design and optimal economic statistical designs show the following fact. Although have demerits which are more costly than economic design, have merits which to detect shifts more efficiently and to improve statistical performance.

가변모수를 갖는 EWMA 관리도 (EWMA Control Charts with Variable Parameter)

  • 이재헌;한정희
    • 품질경영학회지
    • /
    • 제33권4호
    • /
    • pp.117-122
    • /
    • 2005
  • Variable sampling rate(VSR) scheme varies the sampling rate for the current sample depending on the previous value of the control statistic. In this paper, we propose EWMA control charts with variable parameter(VP) scheme, which allows both the sample rate(the sample size or the sampling interval) and the weight to vary. We investigate the effectiveness of the VP scheme relative to the fixed parameter(FP) scheme and the VSR scheme in EWMA control charts. It is shown that using the VP scheme gives some improvements to the ability in detecting small and moderate shifts in the process normal mean.

상관계수의 변동을 탐지하기 위한 EWMA 관리도 (EWMA Control Chart for Monitoring a Process Correlation Coefficient)

  • 한정혜;조중재
    • 품질경영학회지
    • /
    • 제26권1호
    • /
    • pp.108-125
    • /
    • 1998
  • The EWMA(Exponentially Weighted Moving Average) has recently received a great deal of attention in the quality control literature as a process monitoring tool on the shop floor of manufacturing industires, since it is easy to plot, to interpret, and its control limits are easy to obtain. Most a, pp.ications of the EWMA for process monitoring have concentrated on the problem of detecting shifts of a process mean and a process standard deviation with ARL(Average Run Length) properties. But there may be the necessity of controlling linearity on product quality such as the correlation coefficient to the process operator. Control managers may want to protect the increase of a process correlation coefficient value, such as 0, between two variables of interest. However, there are few studies concerned on this part. Therefore, we propose EWMA models for a process correlation coefficient using two transformed statistics, T-statistic and (Fisher's) Z-statistic. We also present some results of simulation by SAS/IML and compare two models.

  • PDF