• Title/Summary/Keyword: EWMA Control

Search Result 129, Processing Time 0.036 seconds

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

  • Jun, Sang-Pyo
    • Journal of the Korea Society of Computer and Information
    • /
    • v.25 no.12
    • /
    • pp.187-194
    • /
    • 2020
  • In today's process-oriented industries, such as semiconductor and petrochemical processes, autocorrelation exists between observed data. As a management method for the process where autocorrelation exists, a method of using the observations is to construct a batch so that the batch mean approaches to independence, or to apply the EWMA (Exponentially Weighted Moving Average) statistic of the observed value to the EWMA control chart. In this paper, we propose a method to determine the batch size of UBM (Unweighted Batch Mean), which is commonly used as a management method for observations, and a method to determine the optimal batch size based on ARL (Average Run Length) We propose a method to estimate the standard deviation of the process. We propose an improved control chart for processes in which autocorrelation exists.

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

  • 이재준;전상표;이종선
    • Journal of Korean Society for Quality Management
    • /
    • v.31 no.2
    • /
    • pp.183-193
    • /
    • 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.

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

  • Yoon, Seok-Hyun
    • Proceedings of the Korean Society of Computer Information Conference
    • /
    • 2011.06a
    • /
    • pp.327-330
    • /
    • 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.

  • PDF

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

  • An, Dong-Geun;Jang, Joong-Soon
    • Journal of Korean Society for Quality Management
    • /
    • v.22 no.4
    • /
    • pp.13-27
    • /
    • 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.

  • PDF

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

  • Kusukawa, Etsuko;Kotani, Takayuki;Ohta, Hiroshi
    • Industrial Engineering and Management Systems
    • /
    • v.7 no.2
    • /
    • pp.101-112
    • /
    • 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
    • /
    • v.4 no.3
    • /
    • pp.715-723
    • /
    • 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.

  • PDF

Bivariate EWMA Control Charts for Autocorrelated Processes

  • Cho, Gyo-Young;Ahn, Young-Sun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.1
    • /
    • pp.105-112
    • /
    • 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).

  • PDF

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

  • Jung, Sang-Hyun;Lee, Jae-Heon
    • The Korean Journal of Applied Statistics
    • /
    • v.21 no.3
    • /
    • pp.509-521
    • /
    • 2008
  • Two control charts are usually required to monitor both the process mean and variance. In this paper, we introduce control procedures for jointly monitoring the process mean and variance with one control chart, and investigate efficiency of the introduced charts by comparing with the combined two EWMA charts. Our numerical results show that the GLR chart, the Omnibus EWMA chart, and the Interval chart have good ARL properties for simultaneous changes in the process mean and variance.

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

  • Shon Han-Deak;Song Suh-Ill
    • Proceedings of the Society of Korea Industrial and System Engineering Conference
    • /
    • 2002.05a
    • /
    • pp.365-370
    • /
    • 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.

  • PDF

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
    • /
    • v.14 no.4
    • /
    • pp.1045-1053
    • /
    • 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.

  • PDF