• Title/Summary/Keyword: EWMA Control

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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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    • v.16 no.3
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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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Design of Zp-s Control Chart for Monitoring Small Shift of Process Variance (미세 공정산포 관리를 위한 Zp-s관리도 설계)

  • Kim, Jong-Geol;Kim, Chang-Su;Eom, Sang-Jun;Yun, Hye-Seon
    • Proceedings of the Safety Management and Science Conference
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    • 2013.11a
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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
    • Journal of Korean Society for Quality Management
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    • v.26 no.2
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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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Percentile-based design of exponentially weighted moving average charts (지수가중이동평균 관리도의 백분위수 기반 설계)

  • Jiyun Ku;Jaeheon Lee
    • The Korean Journal of Applied Statistics
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    • v.37 no.2
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    • pp.177-189
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    • 2024
  • The run length is defined as the number of samples or subgroups taken before the control chart statistic exceeds the control limits. Because the distribution of run length is typically asymmetric and has a large variability, it may not be appropriate to use ARL (average run length) alone to design control charts and evaluate performance. In this paper, we introduce the concept of percentile (PL)-based design of control charts, and propose the procedure for PL-based design of EWMA (exponentially weighted moving average) charts. For the PL-based design of EWMA, we present a fitted function for the control chart coefficient, given specific percentile parameters. Additionally, we perform simulations to compare the proposed design with the ARL-based design. The simulation results show that the proposed design yields improvements in monitoring in-control processes while maintaining the ability to detect out-of-control performance.

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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    • v.20 no.4
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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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An Integrated Model of SPC and EPC with Second-order Autoregressed Disturbance (이계자동회귀 각란모형을 고려한 EPC와 SPC의 통합시스템)

  • 김종걸;정해운
    • Proceedings of the Korean Reliability Society Conference
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    • 2001.06a
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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
    • Journal of Korean Society for Quality Management
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    • v.25 no.3
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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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    • v.10 no.1
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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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Development of Integrated Variable Sampling Interval Engineering Process Control & Statistical Process Control System (가변 샘플링간격 EPC/SPC 결합시스템의 개발)

  • Lee, Seong-Jae;Seo, Sun-Geun
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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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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Development of the Statistical Process Control System Using the Kalman Filter (칼만필터를 적용한 통계적 공정관리 시스템의 개발)

  • Kim, Yang-Ho;Hur, Jung-Joon;Kim, Gwang-Sub
    • Journal of Korean Society for Quality Management
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    • v.22 no.2
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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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