• Industrial Engineering and Management Systems
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• 제11권4호
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• pp.385-389
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• 2012

With the development of computer storage and the rapidly growing ability to process large amounts of data, the multivariate control charts have received an increasing attention. The existing univariate and multivariate control charts are a single hypothesis testing approach to process mean or variance by using a single statistic plot. This paper proposes a multiple hypothesis approach to developing a new multivariate control scheme. Plotted Hotelling's $T^2$ statistics are used for computing the corresponding p-values and the procedure for controlling the false discovery rate in multiple hypothesis testing is applied to the proposed control scheme. Some numerical simulations were carried out to compare the performance of the proposed control scheme with the ordinary multivariate Shewhart chart in terms of the average run length. The results show that the proposed control scheme outperforms the existing multivariate Shewhart chart for all mean shifts.

• 통합자연과학논문집
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• 제9권3호
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• pp.215-222
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• 2016

When the linear correlation of the quality variables are considerably high, multivariate control charts may be a more effective way than univariate charts which operate quality variables and process parameters individually. Performances and efficiencies of the multivariate control charts under multivariate normal process has been considered. Some numerical results are presented under small scale of the shifts in the process to see the improvement of the efficiency of EWMA chart and CUSUM chart, which use past quality information, comparing to Shewart chart, which do not use quality information. We can know that the decision of the optimum value of the smoothing constant in EWMA structure or the reference value in CUSUM structure are very important whether we adopt combine-accumulate technique or accumulate-combine technique under the given condition of process.

• 통합자연과학논문집
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• 제7권3호
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• pp.200-207
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• 2014

Average number of samples to signal (ANSS) and average time to signal (ATS) are the most widely used criterion for comparing the efficiencies of the quality control charts. In this study the method of evaluating ANSS and ATS values of the multivariate exponentially weighted moving average (EWMA) control charts with Markov chain approach was presented when the production process is in control state or out of control state. Through numerical results, it is found that when the number of transient state r is less than 50, the calculated ANSS and ATS values are unstable; and ATS(r) tends to be stabilized when r is greater than 100; in addition, when the properties of multivariate EWMA control chart is evaluated using Markov chain method, the number of transient state r requires bigger values when the smoothing constatnt ${\lambda}$ becomes smaller.

• 대한산업공학회지
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• 제27권3호
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• pp.289-296
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• 2001

This paper proposes multivariate control chart for autocorrelated data which are common in chemical and process industries and lead to increase in the number of false alarms when conventional control charts are applied. The effect of autocorrelated data is modeled as a vector autoregressive process, and canonical analysis is used to reduce the dimensionality of the data set and find the canonical variables that explain as much of the data variation as possible. Charting statistics are constructed based on the residual vectors from the canonical variables which are uncorrelated over time, and therefore the control charts for these statistics can attenuate the autocorrelation in the process data. The charting procedures are illustrated with a numerical example and Monte Carlo simulation is conducted to investigate the performances of the proposed control charts.

• Communications for Statistical Applications and Methods
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• 제6권2호
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• pp.413-422
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• 1999

Multivariate EWMA control charts to simultaneously monitor correlation coefficients of correlated quality characteristics under multivariate normal process are proposed. Performances of the proposed charts are measured in terms of average run length(ARL). Numerical results show that smalle values for smoothing constant with accumulate-combine approach are preferred for detecting smalle shifts.

• 품질경영학회지
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• 제43권4호
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• pp.521-532
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• 2015

Purpose: The purpose of this study is to compare two multivariate cumulative sum (MCUSUM) charts designed for spatio-temporal surveillance in terms of not only temporal detection performance but also spatial detection performance. Method: Experiments under various configurations are designed and performed to test two CUSUM charts, namely SMCUSUM and RMCUSUM. In addition to average run length(ARL), two measures of spatial identification accuracy are reported and compared. Results: The RMCUSUM chart provides higher level of spatial identification accuracy while two charts show comparable performance in terms of ARL. Conclusion: The RMCUSUM chart has more flexibility, robustness, and spatial identification accuracy when compared to those of the SMCUSUM chart. We recommend to use the RMCUSUM chart if control limit calibration is not an urgent task.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.497-515
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• 2016

Modern processes often monitor more than one quality characteristic that are referred to as multivariate statistical process control (MSPC) procedures. The MSPC is the most rapidly developing sector of statistical process control and increases interest in the simultaneous inspection of several related quality characteristics. Most multivariate detection procedures based on a multi-normality assumptions are independent, but there are many processes that assume non-normality and correlation. Many multivariate control charts have a lack of related joint distribution. Copulas are tool to construct multivariate modelling and formalizing the dependence structure between random variables and applied in several fields. From copula literature review, there are a few copula to apply in MSPC that have multivariate control charts, and represent a successful tool to identify an out-of-control process. This paper presents various types of copulas modelling for the multivariate control chart. The performance measures of the control chart are the average run length (ARL) and the average number of observations to signal (ANOS). Furthermore, a Monte Carlo simulation is shown when the observations were from an exponential distribution.

• 한국컴퓨터정보학회논문지
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• 제12권4호
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• pp.201-207
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• 2007

제조업에서는 2개 이상의 상관이 있는 품질특성치를 동시에 감시하거나 관리를 하기 위한 필요성이 많이 제기되고 있다. 하지만 복수의 품질특성치를 각각 독립적으로 감시하면 판단의 오류가 발생될 수 있다. 복수의 품질특성치를 동시에 감시하고자 할 때 $X^2$ 또는 $T^2$와 같은 다변량 관리도가 사용되어질 수 있다. 본 논문에서는 다수의 품질특성치를 갖는 용해공정에서 조기에 이상 징후를 파악하기 위하여 다변량 관리도를 이용한 조기경보 시스템을 구현하였다. 용해공정에서 상관성이 있는 다수의 품질특성치를 동시에 관리하기 위해 개발된 이 모듈은 용해공정의 통계적 공정관리 활동에 효율성 및 효과성을 향상시켜 주었다.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
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• pp.11-14
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• 1996

Performance of the group cumulative sum(CUSUM) control scheme using multiple univariate CUSUM charts is more sensitive to the change of quality control(QC) characteristics than the control chart scheme based on the Hotelling statistics. We examine three group charts for multivariate normal data sets simulated with various correlation structures and shift directions in the mean vector. These group schemes apply the orginal measurement vectors, the scaled residual vectors from the regression of each variable on all others and the principal component vectors respectively to calculating the CUSUM statistics. They are also compared to the multivariate QC charts based on the Hotelling statistic by estimating average run lengths, coefficients of variation of run length and ranks in signaling order. On the basis of simulation results, we suggest a control chart scheme appropriate for specific quality control environment.

• Management Science and Financial Engineering
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• 제5권1호
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• pp.51-71
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• 1999

Performance of the group cumulative sum (CUSUM) control scheme using multiple univariate CUSUM charts is more sensitive to the change of quality control (QC) characteristics than the control chart schemes based on the Hotelling statistic We vexamine three group charts for multivariate normal data sets simulated with various correlation structures and shift directions in the mean vector. These group schemes apply the original measurement vectors, the scaled residual vectors from the re-gression of each variable on all others and the principal component vectors respectively to calculat-ing the CUSUM statistics. They are also compared to the multivariate QC charts based on the Ho-telling statistic by estimating average run lengths, coefficients of variation of run length and ranks in signaling order. On the basis of simulation results, we suggest a control chart scheme appropriate for specific quality control environment.