• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.233-241
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• 1999

Control chart is a very extensively used tool in testing whether a process is in a state of statistical control or not. In this paper, we propose a robust EWMA(exponentially weighted moving averages) control chart for variables, which is based on the Huber's M-estimator. The Huber's M-estimator is a well-known robust estimator in sense of distributional robustness. In the proposed chart, the estimation of the process deviation is modified to have a s table level and high power. To compare the performances of the proposed control chart with other charts, some Monte Carlo simulations we performed. The simulation results show that the robust EWMA control chart has good performance.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.715-723
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• 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.

• 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).

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2013.05a
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• pp.643-644
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• 2013

• Journal of Korean Society for Quality Management
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• v.31 no.2
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• pp.183-193
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• 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.

• Journal of Korean Society for Quality Management
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• v.24 no.1
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• pp.73-86
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• 1996

Adaptive EWMA(Exponentially Weighted Moving Average)-x control chart using the Kalman gain recursive average is designed. The designed control chart is effective to on-line process monitoring as continuous flow processes. Performance evaluation between the designed control chart and traditional one is implemented. For this, ARL(Average Run Length) is adopted as a criterion. Results show that the designed adaptive EWMA-x control chart has shorter ARL than EWMA-x control chart when process mean is shifted. This model can be extended to process prevention control. The methodology proposed in this research is turned out to show the high performance than that of the given methodologies.

• 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.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.15 no.26
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• pp.119-124
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• 1992

본 논문은 장치산업에서 적용되는 다변량 EWMA 공정제어와 통계적 공정감시 통합시스템을 제안한다. 본 논문에서 제안한 통합시스템은 자동공정제어(APC)의 예측, 조정기능과 통계적 정정감시(SPM)의 이상점 발견 및 제거등의 각각의 장점을 이용하였다. 기존의 다변량 EWMA연구는 데이타간의 독립성을 가정하였으나 본 논문은 데이타간의 종속적인 형태인 IMA(1,1)모델을 대상으로 하였다.

• Journal of Korean Society for Quality Management
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• v.22 no.4
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• pp.13-27
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• 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.

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.465-470
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• 2012

EWMA(exponentially weighted moving average) charts and CUSUM(cumulative sum) charts are very effective to detect small shifts in the process mean. These charts have some control-chart parameters that allow the charts and be tuned and be more sensitive to certain shifts. The EWMA chart requires users to specify the value of a smoothing parameter, which can also be designed for the size of the mean shift. However, the size of the mean shift that occurs in applications is usually unknown and EWMA charts can perform poorly when the actual size of the mean shift is significantly different from the assumed size. In this paper, we propose the design procedure to find the optimal smoothing parameter of the EWMA chart when the size of the mean shift is unknown.