• Journal of Korean Society for Quality Management
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• v.35 no.1
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• pp.24-34
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• 2007

This paper investigates the average run length (ARL) of a selectively moving average (S-MA) control chart. The S-U chart is designed to detect shifts in the process mean. The basic idea of the S-MA chart is to accumulate previous samples selectively in order to increase the sensitivity. The ARL of the S-MA chart was shown to be monotone decreasing with respect to the decision length in a previous research [3]. This paper derives the steady-state ARL in a closed-form and shows that the monotone property is resulted from head-start assumption. The steady-state ARL is shown to be a sum of head-start ARL and an additional term. The statistical design procedure for the S-MA chart is revised according to this result. Sensitivity study shorts that the steady-state ARL performance is still better than the CUSUM chart or the Exponentially Weighted Moving Average (EWMA) chart.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.22 no.52
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• pp.337-345
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• 1999

The long-tailed, positively skewed exponential distribution can be made into an almost symmetric distribution by taking the exponent of the data. In these situations, to use the traditional shewhart control limits on an individuals chart would be impractical and inconvenient. The transformed data, approximately bell-shaped, can be plotted conveniently on the individuals chart and exponentially weighted moving average chart. In this paper, using modifying statistics with transformed exponential of the data, we give a method for constructing control charts. Selecting method of exponent for individual chart is evaluated. And consider that smaller weight being assigned to the older data as time process and properties and taking method of exponent($\theta$), weighting factor($\alpha$) are suggested. Our recommendation, on the basis result of simulation, is practical method for EWMA chart.

• Journal of the Korea Society for Simulation
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• v.16 no.4
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• pp.43-55
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• 2007

Moving average(MA) and exponentially weighted moving average(EWMA) are the two most popular control methods in manufacturing. Both methods are optimized under the assumption that the exact control equation is known. This paper focuses on the problems rising from estimation errors. Based on the accuracy of the estimated parameter and the range of the weight parameter $\lambda$, the limitations are identified and the performance of methods are evaluated. Optimal adjustment for process shift with misestimated control model and its application control methods to actual process is researched. The efficiency of proposed method is evaluated through simulation.

• Journal of the Korea Safety Management & Science
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• v.12 no.3
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• pp.257-262
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• 2010

The study investigates the various Acceptance Control Charts (ACCs) based on the factors that include process independence, data weighting scheme, subgrouping, and use of control charts. USL - LSL > $6{\sigma}$ that used in the good condition processes in the ACCs are designed by considering user's perspective, producer's perspective and both perspectives. ACCs developed from the research is efficiently applied by using the simple control limit unified with APL (Acceptable Process Level), RLP (Rejectable Process Level), Type I Error $\alpha$, and Type II Error $\beta$. Sampling interval of subgroup examines i.i.d. (Identically and Independent Distributed) or auto-correlated processes. Three types of weight schemes according to the reliability of data include Shewhart, Moving Average(MA) and Exponentially Weighted Moving Average (EWMA) which are considered when designing ACCs. Two types of control charts by the purpose of improvement are also presented. Overall, $\alpha$, $\beta$ and APL for nonconforming proportion and RPL of claim proportion can be designed by practioners who emphasize productivity and claim defense cost.

• Journal of Korean Society for Quality Management
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• v.28 no.2
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• pp.70-88
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• 2000

Short runs where it is neither possible nor practical to obtain sufficient subgroups to estimate accurately the control limit are common in modem business environments. In this study, the standardized control chart, Hillier's exact method, Q chart, EWMA(Exponentially Weighted Moving Average) chart for Q statistics and EWMA chart for mean and absolute deviation among many SPC(Statistical Process Control) techniques for short runs have been reviewed and advantages and disadvantages of these techniques are discussed. The simulation experiments to compare performances of these variable charts for process mean and variations are conducted for combination of subgroup size, scale and timing of shifts of process mean an/or standard deviation. Based upon simulation results, some guidelines for practitioners to choose short run SPC techniques are recommended.

• Journal of Korean Institute of Industrial Engineers
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• v.33 no.4
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• pp.457-468
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• 2007

This paper proposes an adaptive moving average (A-MA) control chart with variable sampling intervals (VSI) for detecting shifts in the process mean. The basic idea of the VSI A-MA chart is to adjust sampling intervals as well as to accumulate previous samples selectively in order to increase the sensitivity. The VSI A-MA chart employs a threshold limit to determine whether or not to increase sampling rate as well as to accumulate previous samples. If a standardized control statistic falls outside the threshold limit, the next sample is taken with higher sampling rate and is accumulated to calculate the next control statistic. If the control statistic falls within the threshold limit, the next sample is taken with lower sampling rate and only the sample is used to get the control statistic. The VSI A-MA chart produces an 'out-of-control' signal either when any control statistic falls outside the control limit or when L-consecutive control statistics fall outside the threshold limit. The control length L is introduced to prevent small mean shifts from being undetected for a long period. A Markov chain model is employed to investigate the VSI A-MA sampling process. Formulae related to the steady state average time-to signal (ATS) for an in-control state and out-of-control state are derived in closed forms. A statistical design procedure for the VSI A-MA chart is proposed. Comparative studies show that the proposed VSI A-MA chart is uniformly superior to the adaptive Cumulative sum (CUSUM) chart and to the Exponentially Weighted Moving Average (EWMA) chart, and is comparable to the variable sampling size (VSS) VSI EWMA chart with respect to the ATS performance.

• Journal of Communications and Networks
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• v.7 no.3
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• pp.385-393
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• 2005

In this paper, we propose a simple algorithm to adaptively adjust the value of dupthresh, the duplicate acknowledgement threshold that triggers the transmission control protocol (TCP) fast retransmission algorithm, to improve the TCP performance in a network environment with persistent packet reordering. Our algorithm uses an exponentially weighted moving average (EWMA) and the mean deviation of the lengths of the reordering events reported by a TCP receiver with the duplicate selective acknowledgement (DSACK) extension to estimate the value of dupthresh. We also apply an adaptive upper bound on dupthresh to avoid the retransmission timeout events. In addition, our algorithm includes a mechanism to exponentially reduce dupthresh when the retransmission timer expires. With these mechanisms, our algorithm is capable of converging to and staying at a near-optimal interval of dupthresh. The simulation results show that our algorithm improves the protocol performance significantly with minimal overheads, achieving a greater throughput and fewer false fast retransmissions.

• Journal of the Korean Statistical Society
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• v.33 no.4
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• pp.381-399
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• 2004

Statistical process control (SPC) and engineering process control (EPC) are based on different strategies for process quality improvement. SPC re-duces process variability by detecting and eliminating special causes of process variation, while EPC reduces process variability by adjusting compensatory variables to keep the quality variable close to target. Recently there has been need for an integrated process control (IPC) procedure which combines the two strategies. This paper considers a scheme that simultaneously applies SPC and EPC techniques to reduce the variation of a process. The process model under consideration is an IMA(1,1) model with a step shift. The EPC part of the scheme adjusts the process, while the SPC part of the scheme detects the occurrence of a special cause. For adjusting the process repeated adjustment is applied according to the predicted deviation from target. For detecting special causes the exponentially weighted moving average control chart is applied to the observed deviations. It was assumed that the adjustment under the presence of a special cause may increase the process variability or change the system gain. Reasonable choices of parameters for the IPC procedure are considered in the context of the mean squared deviation as well as the average run length.

• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.179-184
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• 2004

Statistical process control (SPC) and engineering process control (EPC) are based on different strategies for process quality improvement. SPC reduces process variability by detecting and eliminating special causes of process variation, while EPC reduces process variability by adjusting compensatory variables to keep the quality variable close to target. Recently there has been need for an integrated process control (IPC) procedure which combines the two strategies. This article considers a scheme that simultaneously applies SPC and EPC techniques to reduce the variation of a process. The process disturbance model under consideration is an IMA(1,1) model with a location shift. The EPC part of the scheme adjusts the process, while the SPC part of the scheme detects the occurrence of a special cause. For adjusting the process repeated adjustment is applied by compensating the predicted deviation from target. For detecting special causes the two kinds of exponentially weighted moving average (EWMA) control chart are applied to the observed deviations: One for detecting location shift and the other for detecting increment of variability. It was assumed that the adjustment of the process under the presence of a special cause may change any of the process parameters as well as the system gain. The effectiveness of the IPC scheme is evaluated in the context of the average cost per unit time (ACU) during the operation of the scheme. One major objective of this article is to investigate the effects of the process parameters to the ACU. Another major objective is to give a practical guide for the efficient selection of the parameters of the two EWMA control charts.

• Journal of the Korea Safety Management & Science
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• v.12 no.4
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• pp.255-263
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• 2010

The research developes short-run standardized control charts(SSCC) and short-run acceptance control charts(SACC) under the various demand patterns. The demand patterns considered in this paper are three types such as high-variety and repetitive low-volume pattern, extremely-high-variety and nonrepetitive low-volume pattern, and high-variety and extremely-low-volume pattern. The short-run standardized control charts developed by extending the long-run ${\bar{x}}$-R, ${\bar{x}}$-s and I-MR charts have strengths for practioners to understand and use easily. Moreover, the short-range acceptance control charts developed in the study can be efficiently used through combining the functions of the inspection and control chart. The weighting schemes such as Shewhart, moving average (MA) and exponentially weighted moving average (EWMA) can be considered by the reliability of data sets. The two types according to the use of control chart are presented in the short-range standardized charts and acceptance control charts. Finally, process capability index(PCI) and process performance index(PPI) classified by the demand patterns are presented.