• Journal of Korean Society of Industrial and Systems Engineering
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• v.33 no.3
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• pp.146-153
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• 2010

When the production run is short and process parameters change frequently, it is difficult to monitor the process using traditional control charts. In such a case, the coefficient of variation (CV) is very useful for monitoring the process variability. The CV control chart is an effective tool to control the mean and variability of process simultaneously. The CV control chart, however, is not sensitive at small shifts in the magnitude of CV. The CV-EWMA(exponentially weighted moving average) control chart which was developed recently is effective in detecting a small shifts of CV. Since the CV-EWMA control chart scheme can be viewed as a weighted average of all past and current CV values, it is very sensitive to small change of mean and variability of the process. In this paper, we propose an FIR(Fast initial response) CV-EWMA control chart to improve the sensitivity of a CV-EWMA scheme at process start-up or out-of-control process. Moreover, we suggest the values of design parameters and show the results of the performance study of FIR CV-EWMA control chart by the use of average run length(ARL). Also, we compared the performance of FIR CV-EWMA control chart with that of the CV-EWMA control chart and we found that the CV-EWMA control chart gives longer in-control ARL and much shorter out-of-control ARL.

• The Korean Journal of Applied Statistics
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• v.35 no.2
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• pp.203-215
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• 2022

In this paper, we consider the control charts applicable to monitoring the change of the population mean for sequentially observed individual data. The most representative control charts are Shewhart's individual control chart, the exponential weighted moving average (EWMA) control chart, and their combined control chart. We compare their performance based on a simulation study, and also, through real data analysis, we present how to apply control charts in practical application and investigate the problems of each control chart.

• Journal of the Korean Operations Research and Management Science Society
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• v.30 no.4
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• pp.1-14
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• 2005

We propose a VSSI-CRL(Variable Sampling Size and Samplina Interval-Conforming Run length) synthetic control chart in order to improve the statistical characteristics of both the VSSI chart and the CRL synthetic chart. The VSSI-CRL chart utilizes VSSI sampling scheme, but it produces a signal only when the CRI is less than a given limit. An algorithm for calculating the ARL(Average Run length) and ATS(Average Time to Signal) of the VSSI-CRL chart is developed by employing Markov chain method. We present some lemmas for describing the statistical characteristics of the VSSI-CRL chart under in-control state. A procedure for designing the VSSI-CRL chart is proposed based on the lemmas. Extensive comparative studios show that the VSSI-CRL chart is superior to the CRL synthetic chart or the VSSI chart in general, and is comparable to the EWMA chart in ATS performance.

• 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 the Korea Safety Management & Science
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• v.14 no.3
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• pp.167-174
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• 2012

In the manufacturing process the most widely used $\bar{X}$ chart has been applied to control the process mean. Also, Accelerated Life Test(ALT) is commonly used for efficient assurance of product life in development phases, which can be applied in production reliability acceptance test. When life data has lognormal distribution, through censored ALT design so that censored ALT data has asymptotic normal distribution, $ALT\bar{X}$ control chart integrating $\bar{X}$ chart and ALT procedure could be applied to control the mean of process in the manufacturing process. In the situation that process variation is controlled, $Z_p$ control chart is an effective method for the very small fraction nonconforming of quality characteristic. A simultaneous control scheme with $ALT\bar{X}$ control chart and $Z_p$ control chart is designed for the very small fraction nonconforming of product lifetime.

• Journal of Korean Society for Quality Management
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• v.32 no.4
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• pp.169-183
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• 2004

The synthetic control chart (SCC) proposed by Wu and Spedding (2000) is to detect shifts in the process mean. The performance was re-evaluated by Davis and Woodall (2002), and the steady-state average run length (ARL) performance was shown to be inferior to cumulative sum (CUSUM) or exponentially weighted moving average (EWMA) chart This paper proposes a simple adaptive scheme to improve the performance of the synthetic control chart. That is, once a non-conforming (NC) sample occurs, we investigate the next L-consecutive samples with larger sample sizes and shorter sampling intervals. We employ a Markov chain model to derive the ARL and the average time to s19na1 (ATS). We also propose a statistical design procedure for determining decision variables. Comprehensive comparative study shows that the proposed control chart is uniformly superior to the original SCC or double sampling (DS) Χ chart and comparable to the EWMA chart in ATS performance.

• Proceedings of the Safety Management and Science Conference
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• 2008.04a
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• pp.443-450
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• 2008

This paper is to present design principle and operation strategy of acceptance control chart by the use of OC-Based sampling inspection for continuous data. The unified control limits for acceptance control chart when considering both APL(Acceptable Process Level) and RPL(Rejectable Process Level) are proposed. The control limits can be also extended to the acceptance control chart with unknown process standard deviation.

• International Journal of Quality Innovation
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• v.7 no.3
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• pp.107-115
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• 2006

Control charts are important tools of statistical quality control. In 1956, Duncan first proposed the economic design of $\bar{x}-control$ charts to control normal process means and insure that the economic design control chart actually has a lower cost, compared with a Shewhart control chart. An moving average (MA) control chart is more effective than a Shewhart control chart in detecting small process shifts and is considered by some to be simpler to implement than the CUSUM. An economic design of MA control chart has also been proposed in 2005. The weaknesses to only the economic design are poor statistics because it dose not consider type I or type II errors and average time to signal when selecting design parameters for control chart. This paper provides a construction of an economic-statistical model to determine the optimal parameters of an MA control chart to improve economic design. A numerical example is employed to demonstrate the model's working and its sensitivity analysis is also provided.

• Journal of Korean Institute of Industrial Engineers
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• v.38 no.4
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• pp.237-243
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• 2012

This paper proposes quantitative investment strategies for KOSPI200 index futures using VKOSPI and control chart. Stochastic control chart is employed to decide when to take a position as well as what position out of long and short should be taken by monitoring whether VKOSPI or difference of VKOSPI touches the control limit lines. The strategies include 4 approaches, which are traditional control chart and 2-Area control chart coupled with VKOSPI and its difference, respectively. Computational experiments using real KOSPI200 futures index for recent 3 years are conducted to show the excellence of the proposed investment strategies under control chart framework.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.24 no.67
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• pp.27-36
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• 2001

A standard assumption when using a control chart to monitor a process is that the observations from the process output are statistically independent. However, for many processes the observations are autocorrelated and this autocorrelation can have a significant effect on the performance of the control chart. In this paper, we consider combined control chart of monitoring the mean of a process in which the observations can be modeled as a first-order autoregressive process. The Shewhart control chart of residuals-EWMA control chart of the observations is considered and the method of combination is recommended. The performance of the proposed control chart is compared with the performance of other control charts using a simulation.