• Title/Summary/Keyword: EWMA chart

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Adaptive Exponentially Weighted Moving Average Control Chart Using a Kalman Filter (칼만필터를 적용한 Adaptive EWMA관리도)

  • 김양호;정윤성;김광섭
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.16 no.28
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    • pp.93-101
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    • 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.

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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
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    • 2002.05a
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    • pp.365-370
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    • 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.

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Bivariate EWMA Control Charts for Autocorrelated Processes

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

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Comparison of EWMA and CUSUM Charts with Variable Sampling Intervals for Monitoring Variance-Covariance Matrix

  • Chang, Duk-Joon
    • Journal of Integrative Natural Science
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    • v.13 no.4
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    • pp.152-157
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    • 2020
  • To monitor all elements simultaneously of variance-covariance matrix Σ of several correlated quality characteristics under multivariate normal process Np($\underline{\mu}$, Σ), multivariate exponentially weighted moving average (EWMA) chart and cumulative sum (CUSUM) chart are considered and compared. Numerical performances of the considered variable sampling interval (VSI) charts are evaluated using average run length (ARL), average time to signal (ATS), average number of switches (ANSW) to signal, and the probability of switch Pr(switch) between two sampling interval d1 and d2 where d1 < d2. For small or moderate changes of Σ, the performances of multivariate EWMA chart is approximately equivalent to that of multivariate CUSUM chart.

A study on Application of EWMA Control Chart for Manufacturing Processes (제조공정 관리를 위한 EWMA 관리도의 적용에 관한 연구)

  • Kim, Jong-Gurl;Kim, Dong-Nyuk
    • Proceedings of the Safety Management and Science Conference
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    • 2012.11a
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    • pp.445-451
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    • 2012
  • 제조공정에서 사용되어지는 SPC(Statistical Process Control)관리 기법은 가피원인을 탐지하여 변동을 감소시키는 통계적 공정관리 시스템이다. SPC의 대표적인 관리기법으로는 Shewhart관리도, Cusum관리도, EWMA관리도가 있으며 이러한 관리 기법들은 공정을 보다 안정적으로 관리 할 수 있도록 유지 및 예측하는데 사용 되어 진다. 본 논문에서는 일반적으로 사용되어 지는 Shewhart관리도와 공정 예측에 유리한 EWMA 관리도에 대해 연구해보고 공정변화에 민감하게 반응하는 EWMA 관리도의 적용 사례를 제시하고자 한다.

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Multivariate Control Charts for Several Related Quality Characteristics

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.2
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    • pp.467-476
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    • 2005
  • Multivariate control charts for monitoring mean vector of several related quality variables with combine-accumulate approach and accumulate-combine apprach were investigated. Shewhart chart is also proposed to compare the performances of CUSUM and EWMA charts. Numerical comparisons show that CUSUM and EWMA charts are more efficient than Shewhart chart for small or moderate shifts, and multivariate charts based on accumulate- combine approach is more efficient than corresponding multivariate charts based on combine-accumulate approach.

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EWMA control chart for Katz family of distributions (카즈분포족에 대한 지수가중이동평균관리도)

  • Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.681-688
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    • 2010
  • In statistical process control, the primary method used to monitor the number of nonconformities is the c-chart. The conventional c-chart is based on the assumption that the occurrence of nonconformities in samples is well modeled by a Poisson distribution. When the Poisson assumption is not met, the X-chart is often used as an alternative charting scheme in practice. And EWMA control chart is used when it is desirable to detect out-of-control situations very quickly because of sensitive to a small or gradual drift in the process.

A Comparative Analysis on the Efficiency of Monitoring between EWMA and Shewhart Chart in Instrumental Process with Autocorrelation (자기상관이 있는 장치 공정에서 EWMA와 Shewhart 관리도와의 모니터링 효율성 비교 분석)

  • Cho, Jin-Hyung;Oh, Hyun-Seung;Lee, Sae-Jae;Jung, Su-Il;Lim, Taek;Baek, Seong-Seon;Kim, Byung-Keug
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.4
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    • pp.118-125
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    • 2012
  • When monitoring an instrumental process, one often collects a host of data such as characteristic signals sent by a sensor in short time intervals. Characteristic data of short time intervals tend to be autocorrelated. In the instrumental processes often the practice of adjusting the setting value simply based on the previous one, so-called 'adjacent point operation', becomes more critical, since in the short run the deviations are harder to detect and in the long run they have amplified consequences. Stochastic modelling using ARIMA or AR models are not readily usable here. Due to the difficulty of dealing with autocorrelated data conventional practice is resorting to choosing the time interval where autocorrelation is weak enough then to using I-MR control chart to judge the process stability. In the autocorrelated instrumental processes it appears that using the Shewhart chart and the time interval data where autocorrelation is relatively not existent turns out to be a rather convenient and very useful practice to determine the process stability. However in the autocorrelated instrumental processes we intend to show that one would presumably do better using the EWMA control chart rather than just using the Shewhart chart along with some arbitrarily intervalled data, since the former is more sensitive to shifts given appropriate weights.

Economic Performance of an EWMA Chart for Monitoring MMSE-Controlled Processes

  • Lee, Jae-Heon;Yang, Wan-Youn
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.285-295
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    • 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.

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Research Results and Trends Analysis for EWMA Control Chart of Manufacturing Processes (제조공정에서 EWMA 관리도의 적용에 관한 연구동향 분석)

  • Kim, Jong-Gurl;Um, Sang-Jun;Choi, Sung-Won;Kim, Dong-Nyuk
    • Proceedings of the Safety Management and Science Conference
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    • 2013.04a
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    • pp.581-591
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    • 2013
  • 제조공정에서 사용되어 지는 SPC(Statistical Process Control)관리 기법은 가피원인을 탐지하여 변동을 감소시키는 통계적 공정관리 시스템이다. SPC의 대표적인 관리 기법으로는 Shewhart관리도, Cusum관리도, EWMA관리도가 있으며 이러한 관리 기법들은 공정을 보다 안정적으로 관리 할 수 있도록 유지 및 예측하는데 사용 되어 진다. 하지만 제조 공정의 유형에 따라 샘플링 방법, 관리한계선 등을 다양하게 설정하여 보다 효율적인 관리를 모색하고 있다. 공정 형태에 따라 다양한 관리 방법과 분석 결과가 나타난다. 일반적으로 Xbar-R 관리도와 같은 Shewhart 관리도를 사용하지만 Batch 단위의 공정, 연속 공정의 라인에서 사용되기에는 부분적인 한계를 보이고 있다. 본 논문에서는 일반적인 관리도와 공정 변화에 민감하게 반응 할 수 있는 누적합 관리도와 지수가중치이동평균 관리도를 비교해 보고 작은 변동에 대한 탐지 능력이 우수한 지수가중치이동평균 관리도에 대한 연구동향과 사례를 분석하여 제조 공정에 적합한 관리 방법을 모색하고자 한다.

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