• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.23 no.57
• /
• pp.123-129
• /
• 2000

The Bootstrap method proposed by Efron is non-parametric method which doesn't depend on the estimation of prior distribution refer to population. A typical statistical process control chart which is generally used is developed under the assumption that observations follow mutually independent and identically distributed within a sample and between samples. However, autocorrelation greatly affect the developed control chart under the assumption that observations are mutually independent. Many researchers showed that the result which was analyzed by using a typical control chart for the observations which has the correlation violated to the independence assumption can not be true. Therefore, we compared the standard method with bootstrap method and then evaluated them for x control chart and EWMA control chart by using bootstrap method which was proposed by Efron in the AR(1) model when the observations have correlation.

• Journal of the Korean Data and Information Science Society
• /
• v.15 no.2
• /
• pp.285-295
• /
• 2004

Statistical process control(SPC) and engineering process control(EPC) are two complementary strategies for quality improvement. An integrated process control(IPC) can use EPC to reduce the effect of predictable quality variations and SPC to monitor the process for detection of special causes. In this paper we assume an IMA(1,1) model as a disturbance process and an occurrence of a level shift in the process, and we consider the economic performance for applying an EWMA chart to monitor MMSE-controlled processes. The numerical results suggest that the IPC scheme in an IMA(1,1) disturbance model does not give additional advantages in the economic aspect.

• Journal of the Korea Safety Management & Science
• /
• v.2 no.4
• /
• pp.19-32
• /
• 2000

Assignable causes producing temporary deviation from the underlying system can influence on process adjustment and process monitoring in dynamic feedback control system. In this paper, the impact of assignable causes on EWMA forecasts and process adjustment which is based on the EWMA forecasts are derived for optimum control methods.

• Journal of the Korean Data and Information Science Society
• /
• v.11 no.2
• /
• pp.217-223
• /
• 2000

In this paper, we develop optimal decision interval exponentially weighted moving average(EWMA) scheme for the process mean and the reciprocal measure of dispersion of the inverse Gaussian distribution.

• Journal of Korean Society for Quality Management
• /
• v.32 no.4
• /
• pp.169-183
• /
• 2004

The synthetic control chart (SCC) proposed by Wu and Spedding (2000) is to detect shifts in the process mean. The performance was re-evaluated by Davis and Woodall (2002), and the steady-state average run length (ARL) performance was shown to be inferior to cumulative sum (CUSUM) or exponentially weighted moving average (EWMA) chart This paper proposes a simple adaptive scheme to improve the performance of the synthetic control chart. That is, once a non-conforming (NC) sample occurs, we investigate the next L-consecutive samples with larger sample sizes and shorter sampling intervals. We employ a Markov chain model to derive the ARL and the average time to s19na1 (ATS). We also propose a statistical design procedure for determining decision variables. Comprehensive comparative study shows that the proposed control chart is uniformly superior to the original SCC or double sampling (DS) Χ chart and comparable to the EWMA chart in ATS performance.

• Journal of Integrative Natural Science
• /
• v.5 no.3
• /
• pp.151-156
• /
• 2012

Because of the equivalence between control chart procedures and hypothesis testing, we propose to use likelihood ratio test (LRT) statistic $Z_i^2$ as the multivariate control statistic for simultaneous monitoring means of the multivariate normal process. Properties and comparisons of the proposed control charts are explored and conducted for matched fixed sampling interval (FSI) and variable sampling interval (VSI) with two sampling interval charts. The result of numerical comparisons shows that EWMA chart with two sampling interval procedure is more efficient than the corresponding FSI chart for small or moderate changes. When large shift of the process has occurred, we also found that Shewhart chart is more efficient than EWMA chart.

• Journal of KIISE:Computer Systems and Theory
• /
• v.26 no.11
• /
• pp.1382-1390
• /
• 1999

본 논문에서는 ATM 망에서 대표적 사용 파라미터 제어(UPC) 알고리즘인 리키버켓 알고리즘과 윈도우 알고리즘의 하나인 EWMA 알고리즘을 결합한 복합형 UPC 알고리즘을 제안하고 그 성능을 평가 분석하였다.제안된 알고리즘은 최대전송율을 제어하는 리키버켓과 평균전송율을 제어하는 EWMA를 병렬로 결합하여, 최대전송율과 평균전송율을 동시에 고려하였다. ON/OFF 트래픽 소스 모델을 적용, BONeS를 이용하여 모의실험한 결과 제안 알고리즘이 기존의 리키버켓 알고리즘에 비해 셀 손실율과 버퍼 크기면에서 우수한 성능을 나타냈다.Abstract In this paper, a hybrid UPC algorithm is proposed, which combines the representative Leaky Bucket UPC algorithm with the EWMA window algorithm in the ATM network and then its performance is evaluated. The hybrid UPC algorithm is made up of Leaky Bucket and EWMA, which control the peak bit rate and the mean bit rate, respectively. According to the result of the simulation using BONeS with the On/Off traffic source model, it is revealed that the proposed UPC algorithm has superior performance to the existing Leaky Bucket UPC algorithm with regard to both the cell loss rate and the buffer size.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.16 no.28
• /
• pp.93-101
• /
• 1993

In this paper, two adaptive exponentially weighted moving avenge control chart schemes which available for real-time are proposed. The weighting coefficient is estimated using a recursive kalman filter algorithm. Simulated average run lengths indicate the proposed schemes are sensitive to process shifts And their performance is comparable to CUSUM control chart and customary EWMA control chart.

• Journal of the Korea Safety Management & Science
• /
• v.7 no.5
• /
• pp.213-231
• /
• 2005

Assignable causes producing temporary deviation from the underlying system can influence on process adjustment and process monitoring in dynamic feedback control system. In this paper, the influence of assignable causes on EWMA forecasts and compensatory variables are derived for a dynamic feedback control system. An example is presented to confirm the impact numerically through the analysis of a data.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.3
• /
• pp.973-982
• /
• 2006

Performances of variable sampling interval(VSI) multivariate control charts with accumulate-combine approach for monitoring mean vector of p related quality variables were investigated. Shewhart control chart is also proposed to compare the performances of CUSUM and EWMA charts. Numerical comparisons show that performances of CUSUM and EWMA charts are more efficient than Shewhart chart for small or moderate shifts, and VSI chart is more efficient than fixed sampling interval(FSI) chart. We also found that performances of the CUSUM or EWMA chart with accumulate-combine approach are substantially efficient than those of Shewhart chart.