• Title/Summary/Keyword: exponentially weighted moving average

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Recursive Least Squares Run-to-Run Control with Time-Varying Metrology Delays

  • Fan, Shu-Kai;Chang, Yuan-Jung
    • Industrial Engineering and Management Systems
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    • v.9 no.3
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    • pp.262-274
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    • 2010
  • This article investigates how to adaptively predict the time-varying metrology delay that could realistically occur in the semiconductor manufacturing practice. Metrology delays pose a great challenge for the existing run-to-run (R2R) controllers, driving the process output significantly away from target if not adequately predicted. First, the expected asymptotic double exponentially weighted moving average (DEWMA) control output, by using the EWMA and recursive least squares (RLS) prediction methods, is derived. It has been found that the relationships between the expected control output and target in both estimation methods are parallel, and six cases are addressed. Within the context of time-varying metrology delay, this paper presents a modified recursive least squares-linear trend (RLS-LT) controller, in combination with runs test. Simulated single input-single output (SISO) R2R processes subject to various time-varying metrology delay scenarios are used as a testbed to evaluate the proposed algorithms. The simulation results indicate that the modified RLS-LT controller can yield the process output more accurately on target with smaller mean squared error (MSE) than the original RLSLT controller that only deals with constant metrology delays.

Multivariate EWMA Control Charts for the Variance-Covariance Matrix with Variable Sampling Intervals (가변추출간격상(假變抽出間格上)에서 분산(分散)-공분산(共分散) 행례(行例)에 대한 다변량(多變量) 기하이동평균(幾何移動平均) 처리원(處理圓))

  • Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.31-44
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    • 1993
  • Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. A variable sampling interval (VSI) feature is considered in these charts. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average time to signal (ATS) performances. The numerical results show that multivariate VSI EWMA control charts are more efficient than corrsponding multivariate fixed sampling interval (FSI) EWMA control charts.

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Bivariate EWMA Control Charts for Autocorrelated Processes

  • Cho, Gyo-Young;Ahn, Young-Sun
    • 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).

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Multivariate EWMA Charts for Simultaneously Monitoring both Means and Variances

  • Cho, Gyo Young;Chang, Duk Joon
    • 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.

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A Robust EWMA Control Chart (로버스트 지수가중 이동평균(EWMA) 관리도)

  • Nam, Ho-Soo;Lee, Byung-Gun;Joo, Cheol-Min
    • 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.

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Impact of Special Causes on EWMA Feedback Process Adjustment (EWMA 피드백 공정 조정에서 이상원인의 영향)

  • 이재준;전상표;이종선
    • 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.

Stability Analysis of Networked Control Systems with Packet Dropouts (패킷 손실을 고려한 네트워크 제어 시스템의 안정성 분석)

  • Kim, Jae-Man;Park, Jin-Bae;Choi, Yoon-Ho
    • Proceedings of the KIEE Conference
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    • 2009.07a
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    • pp.1731_1732
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    • 2009
  • This paper presents a stability analysis of networked control systems with packet dropouts. The packet dropouts are modeled as a linear function of the stochastic variable satisfying Bernoulli random binary distribution and weighted moving average (WMA). The observer based controller scheme is designed to exponentially mean square stabilize the NCS. Simulation results is provided to show the applicability of the proposed method.

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Multivariate Exponentially Weighted Moving Average(EWMA) Process Control and Statistical Process Monitoring in the Process Industry (장치산업에서 다변량 EWMA 공정제어와 통계적 공정감시)

  • 김복만;최성운
    • 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.

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Short-term Electric Load Prediction Considering Temperature Effect (단파효과를 고려한 단기전력 부하예측)

  • 박영문;박준호
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.35 no.5
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    • pp.193-198
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    • 1986
  • In this paper, 1-168 hours ahead load prediction algorithm is developed for power system economic weekly operation. Total load is composed of three components, which are base load, week load and weather-sensitive load. Base load and week load are predicted by moving average and exponential smoothing method, respectively. The days of moving average and smoothing constant are optimally determined. Weather-sensitive load is modeled by linear form. The paramiters of weather load model are estimated by exponentially weighted recursive least square method. The load prediction of special day is very tedious, difficult and remains many problems which should be improved. Test results are given for the day of different types using the actual load data of KEPCO.

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A Combined Process Control Procedure by Monitoring and Repeated Adjustment

  • Park, Changsoon
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.773-788
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    • 2000
  • Statistical process control (SPC) and engineering process control (EPC) are based on different strategies for processes 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 needs for a process control proceduce which combines the tow strategies. This paper considers a combined scheme which simultaneously applies SPC and EPC techniques to reduce the variation of a process. The process model under consideration is an integrated moving average(IMA) process with a step shift. The EPC part of the scheme adjusts the process back to target at every fixed monitoring intervals, which is referred to a repeated adjustment scheme. The SPC part of the scheme uses an exponentially weighted moving average(EWMA) of observed deviation from target to detect special causes. A Markov chain model is developed to relate the scheme's expected cost per unit time to the design parameters of he combined control scheme. The expected cost per unit time is composed of off-target cost, adjustment cost, monitoring cost, and false alarm cost.

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