• Title/Summary/Keyword: Exponentially Weighted Moving Average(EWMA) Control

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Exponentially Weighted Moving Average Control Charts for Dispersion Matrix

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.633-644
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    • 2004
  • Exponentially Weighted Moving Average(EWMA) control chart for variance-covariance matrix of several quality characteristics based on accumulate-combine approach has proposed. Numerical computations show that multivariate EWMA chart based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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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
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    • v.23 no.4
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    • pp.807-814
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    • 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.

EWMA control charts for monitoring three parameter regions (3개의 모수영역을 모니터링하는 EWMA 관리도)

  • Yukyung, Kim;Jaeheon, Lee
    • The Korean Journal of Applied Statistics
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    • v.35 no.6
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    • pp.725-737
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    • 2022
  • In the standard assumption of statistical process monitoring (SPM) under consideration, the in-control region of the control parameter of quality characteristic consists of a single point. However, if small deviations from the ideal situation may not be of practical importance, the parametric space can consist of three regions: In-control, indifference, and out-of-control. In this paper, we propose two exponentially weighted moving average (EWMA) charting procedures applicable to the situation with three parameter regions, and compare the efficiency of the proposed procedures with the Shewhart chart and the cumulative sum (CUSUM) chart.

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

  • Cho, Gyo-Young;Sung, Sam-Kyung
    • Journal of Korean Society for Quality Management
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    • v.22 no.1
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    • pp.54-65
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    • 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.

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

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

Monitoring social networks based on transformation into categorical data

  • Lee, Joo Weon;Lee, Jaeheon
    • Communications for Statistical Applications and Methods
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    • v.29 no.4
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    • pp.487-498
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    • 2022
  • Social network analysis (SNA) techniques have recently been developed to monitor and detect abnormal behaviors in social networks. As a useful tool for process monitoring, control charts are also useful for network monitoring. In this paper, the degree and closeness centrality measures, in which each has global and local perspectives, respectively, are applied to an exponentially weighted moving average (EWMA) chart and a multinomial cumulative sum (CUSUM) chart for monitoring undirected weighted networks. In general, EWMA charts monitor only one variable in a single chart, whereas multinomial CUSUM charts can monitor a categorical variable, in which several variables are transformed through classification rules, in a single chart. To monitor both degree centrality and closeness centrality simultaneously, we categorize them based on the average of each measure and then apply to the multinomial CUSUM chart. In this case, the global and local attributes of the network can be monitored simultaneously with a single chart. We also evaluate the performance of the proposed procedure through a simulation study.

Multivariate EWMA Control Charts for the Variance-Covariance Matrix with Variable Sampling Intervals (가변추출간격상(假變抽出間格上)에서 분산(分散)-공분산(共分散) 행례(行例)에 대한 다변량(多變量) 기하이동평균(幾何移動平均) 처리원(處理圓))

  • Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.31-44
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    • 1993
  • Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. A variable sampling interval (VSI) feature is considered in these charts. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average time to signal (ATS) performances. The numerical results show that multivariate VSI EWMA control charts are more efficient than corrsponding multivariate fixed sampling interval (FSI) EWMA control charts.

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The Study for Comparative Analysis of Software Failure Time Using EWMA Control Chart (지수 가중 이동 평균 관리도를 이용한 소프트웨어 고장 시간 비교분석에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.8 no.3
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    • pp.33-39
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    • 2008
  • Software failure time presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing. For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss exponentially weighted moving average chart, in measuring failure time. In control, exponentially weighted moving average chart's uses are efficiency case of analysis with knowing information, Using real software failure time, we are proposed to use exponentially weighted moving average chart and comparative analysis of software failure time.

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