• Title/Summary/Keyword: multivariate control chart

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Markovian EWMA Control Chart for Several Correlated Quality Characteristics

  • Chang, Duk-Joon;Kwon, Yong-Man;Hong, Yeon-Woong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.1045-1053
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    • 2003
  • Markovian EWMA control chart for simultaneously monitoring mean vector of the several correlated quality characteristics is investigated. Properties of multivariate Shewhart chart and EWMA chart are evaluated for matched FSI (fixed sampling interval) and VSI(variable sampling interval) scheme. We obtained VSI EWMA chart is more efficient than Shewhart chart for small or moderate shifts. And, we obtained stablized numerical results with Markov chain method when the number of transient state is greater than 100.

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Implementation of Integrated Control Chart Using Zone, Multivariate $T^2$ and ARIMA (Zone, 다변량 $T^2$, ARIMA를 이용한 통합관리도의 적용방안)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2010.04a
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    • pp.259-265
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    • 2010
  • The research discusses the implementation of control charts tools of MINITAB which are classified according to the type of data and the existence of subgrouping, weight and multivariate covariance. The paper presents the three integrated models by the use of zone, multivariate $T^2$-GV(Generalized Variance) and ARIMA(Autoregressive Integrated Moving Average).

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Control Charts for Means and Variances under Multivariate Normal Process

  • Chang, Duk-Joon;Kwon, Yong-Man
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.223-232
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    • 1999
  • Multivariate quality control charts with combine-accumulate approach and accumulate-combine apprach for monitoring both means and variances under multivariate normal process are investigated. Numerical performances of the charts show that multivariate EWMA chart with accumulate-combine approach can be recommended for all kinds of shift in means and variances.

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Multivariate EWMA Control Charts for Monitoring Dispersion Matrix

  • Chang Duk-Joon;Lee Jae Man
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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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.

CUSUM Chart to Monitor Dispersion Matrix for Multivariate Normal Process

  • Chang, Duk-Joon;Kwon, Yong-Man;Hong, Yeon-Woong
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.05a
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    • pp.89-95
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    • 2003
  • Cumulative sum(CUSUM) control charts for monitoring dispersion matrix under multivariate normal process are proposed. Performances of the proposed CUSUM charts are measured in terms of average run length(ARL) by simulation. Numerical results show that small reference values of the proposed CUSUM chart is more efficient for small shifts in the production process.

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A Case Study on the Establishment of Upper Control Limit to Detect Vessel's Main Engine Failures using Multivariate Control Chart (다변량 관리도를 활용한 선박 메인 엔진의 이상 관리 상한선 결정에 관한 연구)

  • Bae, Young-Mok;Kim, Min-Jun;Kim, Kwang-Jae;Jun, Chi-Hyuck;Byeon, Sang-Su;Park, Kae-Myoung
    • Journal of the Society of Naval Architects of Korea
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    • v.55 no.6
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    • pp.505-513
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    • 2018
  • Main engine failures in ship operations can lead to a major damage in terms of the vessel itself and the financial cost. In this respect, monitoring of a vessel's main engine condition is crucial in ensuring the vessel's performance and reducing the maintenance cost. The collection of a huge amount of vessel operational data in the maritime industry has never been easier with the advent of advanced data collection technologies. Real-time monitoring of the condition of a vessel's main engine has a potential to create significant value in maritime industry. This study presents a case study on the establishment of upper control limit to detect vessel's main engine failures using multivariate control chart. The case study uses sample data of an ocean-going vessel operated by a major marine services company in Korea, collected in the period of 2016.05-2016.07. This study first reviews various main engine-related variables that are considered to affect the condition of the main engine, and then attempts to detect abnormalities and their patterns via multivariate control charts. This study is expected to help to enhance the vessel's availability and provide a basis for a condition-based maintenance that can support proactive management of vessel's main engine in the future.

Parameter estimation in a readjustment procedure in the multivariate integrated process control (다변량 통합공정관리의 재수정 절차에서 모수추정)

  • Cho, Gyo-Young;Park, Jong Suk
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1275-1283
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    • 2013
  • This paper considers the multivariate integrated process control procedure for detecting special causes in a multivariate IMA(1, 1) process. When the multivariate control chart signals, the special cause will be detected and eliminated from the process. However, when the elimination of the special cause costs high or is not practically possible, an alternative action is to readjust the process with approximately modified adjustment scheme. In this paper, we estimate parameters in the readjustment procedure after having a true signal in the multivariate integrated process control.

Multivariate $T^2$ Variable Interval Control Chart with Sampling at Fixed Times (고정표본채취시점을 갖는 가변표본채취간격 다변량 $T^2$관리도)

  • Chang Young Soon;Bai Do Sun
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2002.05a
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    • pp.767-771
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    • 2002
  • This paper proposes a multivariate $T^2$ variable interval control chart with sampling at fixed times, where samples are taken at specified equally spared fixed time points, and additional samples are allowed between these fixed times when indicated by the preceding $T^2$ statistics. At fixed sampling tunes, the $T^2$ statistics are composed of all quality characteristics, and a part of qualify characteristics are selected to obtain $T^2$ statistics at additional sampling times. A Markov chain approach is used to evaluate the performance of the proposed chart.

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Multivariate EWMA control charts for monitoring the variance-covariance matrix

  • Jeong, Jeong-Im;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.807-814
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    • 2012
  • We know that the exponentially weighted moving average (EWMA) control charts are sensitive to detecting relatively small shifts. Multivariate EWMA control charts are considered for monitoring of variance-covariance matrix when the distribution of process variables is multivariate normal. The performances of the proposed EWMA control charts are evaluated in term of average run length (ARL). The performance is investigated in three types of shifts in the variance-covariance matrix, that is, the variances, covariances, and variances and covariances are changed respectively. Numerical results show that all multivariate EWMA control charts considered in this paper are effective in detecting several kinds of shifts in the variance-covariance matrix.

Identification of the out-of-control variable based on Hotelling's T2 statistic (호텔링 T2의 이상신호 원인 식별)

  • Lee, Sungim
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.811-823
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    • 2018
  • Multivariate control chart based on Hotelling's $T^2$ statistic is a powerful tool in statistical process control for identifying an out-of-control process. It is used to monitor multiple process characteristics simultaneously. Detection of the out-of-control signal with the $T^2$ chart indicates mean vector shifts. However, these multivariate signals make it difficult to interpret the cause of the out-of-control signal. In this paper, we review methods of signal interpretation based on the Mason, Young, and Tracy (MYT) decomposition of the $T^2$ statistic. We also provide an example on how to implement it using R software and demonstrate simulation studies for comparing the performance of these methods.