• Journal of the Korean Data and Information Science Society
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• 제12권1호
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• pp.127-133
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• 2001

In this article we establish multivariate cumulative sum (CUSUM) control charts based on residual vector with correlated observations. We first find the residual vector and its expectation and variance-covariance matrix and then evaluate the average run length (ARL) of the control charts.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.265-273
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• 2005

In this paper, we proposed multivariate EWMA control charts for both combine-accumulate and accumulate-combine approaches to monitor dispersion matrix of multiple quality variables. Numerical performance of the proposed charts are evaluated in terms of average run length(ARL). The performances show that small smoothing constants with accumulate-combine approach is preferred for detecting small shifts of the production process.

• Communications for Statistical Applications and Methods
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• 제5권3호
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• pp.645-657
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• 1998

During the start-up of a process or in a job-shop environment conventional use of control charts may lead to erroneous results due to the limited number of subgroups used for the construction of control limits. This article considers the effect of using estimated control limits based on a limited number of subgroups. Especially we investigate the performance of $\overline{X}$ and R control charts when the data are independent, and X control chart when the data are serially correlated in terms of average run length(ARL) and standard deviation run length(SDRL) using simulation. It is found that the ARL and SDRL get larger as the number of subgroups used for the construction of the chart becomes smaller.

• Management Science and Financial Engineering
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• 제6권1호
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• pp.1-19
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• 2000

This papeer proposes a general approach of the multivariate expontially weighted moving average(MEWMA) chart, in which the smoothing matrix has full elements instead of only diagonal elements. The average run length (ARL) properties of this scheme are examined for a diverse set of quality control environments and the information to design the chhart is provied. Performance of the scheme is measured by estmating ARL and compared to those of two group cumulative sum (CUSUM) chats. The comparison resullts show that the MEWMA chart can improve its ARL performance in detecting a small shifts out-of-control in the start-up stage, the general MEWMA chart of a full smoothing matrix appears to offer an exceptional protection aginst departures from control in the process mean.

• Communications for Statistical Applications and Methods
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• 제6권1호
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• pp.69-76
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• 1999

A new statistic {{{{ {d }`_{2 } ^{s } }}}} is introduced for constructing co ntrol limits. It is easier and more convienient than d2 We will show the characteristic of {{{{ {d }`_{2 } ^{s } }}}} and evaluate {{{{ {d }`_{2 } ^{s } }}}} through average run length(ARL).

• 대한산업공학회지
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• 제34권3호
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• pp.308-317
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• 2008

This research investigates economic characteristics of 2 of 2 runs rules under the Shewhart $\bar{X}$ control chart scheme. A Markov chain approach is employed in order to calculate the in-control average run length (ARL) and the average length of analysis cycle. States of the process are defined according to the process conditions at sampling time and transition probabilities are derived from the state definitions. A steady state cost function is constructed based on the Lorezen and Vance(1986) model. Numerical examples show that 2 of 2 runs rules are economically superior to the Shewhart $\bar{X}$ chart in many cases.

• 품질경영학회지
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• 제27권4호
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• pp.143-152
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• 1999

In Shewhart control chart, the average run length(ARL) is calculated using the mean of a conventional geometric distribution(CGD) assuming a sequence of identical and independent Bernoulli trials. In this, the success probability of CGB is the probability that any point exceeds the control limits. When the process is in-control state, there is no problem in the above assumption since the probability that any point exceeds the control limits does not change if the in-control state continues. However, if the out-of-control state begins and continues during the process, the probability of exceeding the control limits may take two forms. First, once the out-of-control state begins with exceeding probability p, it continues with the same exceeding probability p. Second, after the out-of-control state begins, the exceeding probabilities may very according to some pattern. In the first case, ARL is the mean of CGD with success probability p as usual. But in the second case, the assumption of a sequence of identical and independent Bernoulli trials is invalid and we can not use the mean of CGD as ARL. This paper concentrate on that point. By adopting one generalized binomial distribution(GBD) model that allows correlated Bernoulli trials, generalized geometric distribution(GGD) is defined and its mean is derived to find an alternative ARL when the process is in out-of-control state and the exceeding probabilities take the second form mentioned in the above. Small-scale simulation is performed to show how an alternative ARL works.

• Industrial Engineering and Management Systems
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• 제4권2호
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• pp.158-164
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• 2005

Kusukawa and Ohta presented the $CS_{CQ-r}$ chart to monitor the process defect $rate{\lambda}$ in high-yield processes that is derived from the count of defects. The $CS_{CQ-r}$ chart is more sensitive to $monitor{\lambda}$ than the CQ (Cumulative Quantity) chart proposed by Chan et al.. As a more superior chart in high-yield processes, we propose a Synthetic chart that is the integration of the CQ_-r chart and the $CS_{CQ-r}$chart. The quality characteristic of both charts is the number of units y required to observe r $({\geq}2)$ defects. It is assumed that this quantity is an Erlang random variable from the property that the quality characteristic of the CQ chart follows the exponential distribution. In use of the proposed Synthetic chart, the process is initially judged as either in-control or out-of-control by using the $CS_{CQ-r}$chart. If the process was not judged as in-control by the $CS_{CQ-r}$chart, the process is successively judged by using the $CQ_{-r}$chart to confirm the judgment of the $CS_{CQ-r}$chart. Through comparisons of ARL (Average Run Length), the proposed Synthetic chart is more superior to monitor the process defect rate in high-yield processes to the stand-alone $CS_{CQ-r}$ chart.

• 한국정밀공학회지
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• 제15권3호
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• pp.50-60
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• 1998

This paper is concerned with the design of two residual control charts for real-time monitoring of the continuous flow processes. Two different control charts are designed under the situation that observations are correlated each other. Kalman-Filter based model estimation is employed when the process model is known. A black-box approach, based on Back-Propagation Neural Network, is also applied for the design of control chart when there is no prior information of process model. Performance of the designed control charts and traditional control charts is evaluated. Average run length(ARL) is adopted as a criterion for comparison. Experimental results show that the designed control chart using the Neural Network's modeling has shorter ARL than that of the other control charts when process mean is shifted. This means that the designed control chart detects the out-of-control state of the process faster than the others. The designed control chart using the Kalman-Filter based model estimation also has better performance than traditional control chart when process is out-of-control state.

• 품질경영학회지
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• 제24권1호
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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.