共查询到20条相似文献,搜索用时 93 毫秒
1.
Self-adapting control charts 总被引:2,自引:1,他引:2
When the distributional form of the observations differs from normality, standard control charts are often prone to serious errors. Such model errors can be avoided by using (modified) nonparametric control charts. Unfortunately, these control charts suffer from large stochastic errors caused by estimation. In between these two types are the so-called parametric control charts. All three of them, as well as a combined chart, which chooses one of the three control charts according to the appropriate model assumption on the underlying distribution are discussed in this paper. The data indicate which of the three control charts to select. Readymade formulas for the several control charts are presented accompanied by an application on real data. Apart from bias removal, criteria based on exceedance probability and semi-variance are investigated. 相似文献
2.
Estimation in Shewhart control charts: effects and corrections 总被引:3,自引:0,他引:3
The influence of the estimation of parameters in Shewhart control charts is investigated. It is shown by simulation and asymptotics that (very) large sample sizes are needed to accurately determine control charts if estimators are plugged in. Correction terms are developed to get accurate control limits for common sample sizes in the in-control situation. Simulation and theory show that the new corrections work very well. The performance of the corrected control charts in the out-of-control situation is studied as well. It turns out that the correction terms do not disturb the behavior of the control charts in the out-of-control situation. On the contrary, for moderate sample sizes the corrected control charts remain powerful and therefore, the recommendation to take at least 300 observations can be reduced to 40 observations when corrected control charts are applied.Acknowledgements. The authors would like to thank Sri Nurdiati for doing the Monte Carlo studies. 相似文献
3.
Although statistical process control (SPC) techniques have been focused mostly on detecting step (constant) mean shift, drift
which is a time-varying change frequently occurs in industrial applications. In this research, for monitoring drift change,
the following five control schemes are compared: the exponentially weighted moving average (EWMA) chart and the cumulative
sum (CUSUM) charts which are recommended detecting drift change in the literature; the generalized EWMA (GEWMA) chart proposed
by Han and Tsung (2004) and two generalized likelihood ratio based schemes, GLR-S and GLR-L charts which are respectively
under the assumption of step and linear trend shifts. Both the asymptotic estimation and the numerical simulation of the average
run length (ARL) are presented. We show that when the in-control (IC) ARL is large (goes to infinity), the GLR-L chart has
the best overall performance among the considered charts in detecting linear trend shift. From the viewpoint of practical
IC ARL, based on the simulation results, we show that besides the GLR-L chart, the GEWMA chart offers a good balanced protection
against drifts of different size. Some computational issues are also addressed. 相似文献
4.
Control charts are used to detect problems in control such as outliers, shifts in levels or excess variability in subgroup means that may have a special cause. This paper addresses itself to deriving control chart limits based on past data and based on initial samples in a current control situation. We present a general setting for control charts. Furthermore, an overview is given of tests for special causes. The tests are standardized so that the asymptotic type I error does not exceed a fixed level. The distributions of the run lengths of the tests and combinations of tests are also evaluated. We propose to use a low percen-tile of the run length distribution, instead of the average run length, to study the performance of the tests. These indicate that, in particular when tests are combined, the run length percentiles may be too small for practical purposes. It is shown that (nearly) exact control chart limits for observations from a normal distribution exist. The traditional limits differ considerably from the proposed ones and correspond to even smaller run length percentiles. 相似文献
5.
While quality control on multivariate and serially correlated processes has attracted research attentions, a number of very
detailed problems need to be overcome in order to construct practical control charts. We suggest guidelines for construction
of control charts based on vector autoregressive (VAR) residuals. We discuss why VAR model is reasonable for real processes
in nature, the use of VAR models to approximate multivariate serially correlated processes, residual estimation, selecting
the number of variables, and selecting appropriate orders, among other issues. In addition, we illustrate an example employing
VAR techniques to approximate a multivariate process previously examined and construct a control chart to monitor residuals.
Last, we illustrate the potential development and use of the VAR residual chart to assist quality control and improvement. 相似文献
6.
Parameter estimation causes a considerable stochastic error in standard Shewhart charts. This problem can be solved using suitable correction factors. However, if the normality assumption itself fails, in addition a non-vanishing model error occurs. By then, a nonparametric alternative, such as the recently proposed MIN chart, might be a better idea throughout. However, for those reluctant to give up on the Shewhart chart, a third possibility is offered here. One sticks with this traditional chart as long as the data suggest that the resulting model error is acceptable. Only if this is not the case, the MIN chart kicks in and as such serves as a nonparametric safeguard. 相似文献
7.
Henk-Jan Ramaker Eric N. M. van Sprang Johan A. Westerhuis Stephen P. Gurden Age K. Smilde Frank H. van der Meulen 《Statistica Neerlandica》2006,60(3):339-360
This paper describes the concepts of statistical batch process monitoring and the associated problems. It starts with an introduction to process monitoring in general which is then extended to batch process monitoring. The performance of control charts for batch process monitoring is discussed by means of two performance indices: the overall type I error and the action signal time. Problems associated with the existing approach are discussed and highlighted. Improvements are suggested and checked with the performance indices. To evaluate the effect of the proposed improvements as well as to assess the performance of the existing approach, an industrial batch production process is used. 相似文献
8.
When designing control charts, it is usually assumed that the measurement in the subgroups are normally distributed. The assumption
of normality implies that the control limits for a chart for sample averages will be symmetrical about the centerline of the
chart. However, the assumption of an underlying normal distribution of the data may not hold in some processes. If the measurements
are asymmetrically distributed then the decision maker may choose different actions. One thing that can be done is to consider
the degree of skewness. If the nature of the underlying distribution is skewed, then the traditional Shewhart individuals
chart may not be valid. This paper presents a technique for constructing appropriate asymmetric control limits when the distribution
of data cannot be assumed to be a normal distribution. Meanwhile, it proposes a skewness correction method for the generated
Burr, lognormal and exponential distributions. Some numerical calculations are generated for n = 2, 3, 4 by using MATLAB. 相似文献
9.
Summary The present study incorporates an important practical entity in the study of economic
-charts. The process model assumes, in addition to other things, that the in-control level has a prior probability distribution, instead of being fixed. The loss-cost function is derived as a main result. A numerical study is further made to investigate properties of the economic optimum control charts. It is found that complete knowledge about the shape of the prior distribution is not vital to the optimum solution provided that its mean and variance can be accurately determined. Optimum values of all the three control variables are substantially larger than those for the old process model with a fixed in-control level. 相似文献
10.
W. John Braun 《Metrika》1999,50(2):121-129
Attributes control charts, such as c and p charts, are popular methods for detecting out of control signals when it is practical only to obtain qualitative information
about a process; in such cases, variables control charts, such as the , s and R charts, cannot be used. The run length distributions have previously been studied for variables charts when the control limits
have been estimated. Little has been done in the case of attributes charts. In this paper, the run length distributions for
the c chart and p chart are derived for the case when the control limits are estimated. It is shown that, as for variables charts, the effect
of estimation on quantities such as the average run length (ARL) can be quite dramatic, but when the underlying process is
in control, the ARL is potentially misleading as a basis for comparison.
Received: September 1998 相似文献
11.
PD Dr. Elart von Collani 《Metrika》1989,36(1):215-232
In v. Collani (1981, 1986, 1987a and 1987b) simple procedures are developed to determine the approximately optimal economic
design of control charts for measurements. Applying these procedures to the case of control charts for attributes, nomograms
are obtained from which the approximately optimal design ofc-charts, i.e. charts for defects, is readily available. Furthermore it is shown that this method also provides good approximately
optimalnp-charts, i.e. charts for defectives.
Research supported by the DFG (Deutsche Forschungsgemeinschaft). 相似文献
12.
Ordinary fan charts consist of symmetric marginal forecast intervals, and do not take into consideration the concrete loss function of the user of the forecast. The note shows how to build fan charts that have exact joint coverage even under asymmetric loss, and maintain at the same time the intuition conveyed by ordinary fan charts. The proposed method is computationally simple, and easily implemented with any loss function. The differences between the information conveyed by fan charts with or without asymmetries, and with or without exact joint coverage, are illustrated with a Bayesian forecast exercise of US GDP growth rates. 相似文献
13.
Majid Nili Ahmadabadi Yaghub Farjami Mohammad Bameni Moghadam 《Quality and Quantity》2012,46(4):1097-1111
The use of control charts in statistical quality control, which are statistical measures of quality limits, is based on several
assumptions. For instance, the process output distribution is assumed to follow a specified probability distribution (normal
for continuous measurements and binomial or Poisson for attribute data) and the process supposed to be for large production
runs. These assumptions are not always fulfilled in practice. This paper focuses on the problem when the process monitored
has an output which has unknown distribution, or/and when the production run is short. The five-parameter generalized lambda
distributions (GLD) which are subject to estimating data distributions, as a very flexible family of statistical distributions
is presented and proposed as the base of control parameters estimation. The proposed chart is of the Shewhart type and simple
equations are proposed for calculating the lower and upper control limits (LCL and UCL) for unknown distribution type of data.
When the underlying distribution cannot be modeled sufficiently accurately, the presented control chart comes into the picture.
We develop a computationally efficient method for accurate calculations of the control limits. As the vital measure of performance
of SPC methods, we compute ARL’s and compare them to show the explicit excellence of the proposed method. 相似文献
14.
In this paper several cumulative sum (CUSUM) charts for the mean of a multivariate time series are introduced. We extend the control schemes for independent multivariate observations of crosier [ Technometrics (1988) Vol. 30, pp. 187–194], pignatiello and runger [ Journal of Quality Technology (1990) Vol. 22, pp. 173–186], and ngai and zhang [ Statistica Sinica (2001) Vol. 11, pp. 747–766] to multivariate time series by taking into account the probability structure of the underlying stochastic process. We consider modified charts and residual schemes as well. It is analyzed under which conditions these charts are directionally invariant. In an extensive Monte Carlo study these charts are compared with the CUSUM scheme of theodossiu [ Journal of the American Statistical Association (1993) Vol. 88, pp. 441–448], the multivariate exponentially weighted moving-average (EWMA) chart of kramer and schmid [ Sequential Analysis (1997) Vol. 16, pp. 131–154], and the control procedures of bodnar and schmid [ Frontiers of Statistical Process Control (2006) Physica, Heidelberg]. As a measure of the performance, the maximum expected delay is used. 相似文献
15.
Monitoring the mean and the variance of a stationary process 总被引:3,自引:0,他引:3
We deal with the problem of how deviations in the mean or the variance of a time series can be detected. Several simultaneous control charts are introduced which are based on EWMA (exponentially weighted moving average) statistics for the mean and the empirical variance. The combined X − S2 EWMA chart is extended to time series. Further simultaneous charts are considered. The comparision of these schemes shows that the residual attempt must be favored if a variance change is present. 相似文献
16.
Classical control charts are very sensitive to deviations from normality. In this respect, nonparametric charts form an attractive
alternative. However, these often require considerably more Phase I observations than are available in practice. This latter
problem can be solved by introducing grouping during Phase II. Then each group minimum is compared to a suitable upper limit
(in the two-sided case also each group maximum to a lower limit). In the present paper it is demonstrated that such MIN charts allow further improvement by adopting a sequential approach. Once a new observation fails to exceed the upper limit,
its group is aborted and a new one starts right away. The resulting CUMIN chart is easy to understand and implement. Moreover, this chart is truly nonparametric and has good detection properties.
For example, like the CUSUM chart, it is markedly better than a Shewhart X-chart, unless the shift is really large. 相似文献
17.
Yan-Kwang Chen 《Quality and Quantity》2009,43(1):109-122
T
2 charts are used to monitor a process when more than one quality variable associated with process is being observed. Recent
studies have shown that the T
2 chart with variable sampling size and sampling interval (VSSI) detects a small shift in the process mean vector faster than
the traditional T
2 chart. The paper considers an economic design of the VSSI T
2 chart, in which the expected hourly loss is constructed and regarded as an objective function for optimally determining the
design parameters (i.e. the maximum/minimum sample size, the longest/shortest sampling interval, and the warning/action limits)
in sampling-and-charting. Furthermore, the effects of process parameters and cost parameters upon the expected hourly loss
and design parameters are examined. 相似文献
18.
建设项目后评价工作程序设计 总被引:4,自引:1,他引:4
按照动态控制原理,从实操的角度出发,设计建设项目后评价工作程序框图。针对程序框图中“确定后评价目标及内容”、“制定后评价计划”、“收集实际数据”等后评价工作内容,进行重点讨论。 相似文献
19.
The Shewhart and the Bonferroni-adjustment R and S chart are usually applied to monitor the range and the standard deviation
of a quality characteristic. These charts are used to recognize the process variability of a quality characteristic. The control
limits of these charts are constructed on the assumption that the population follows approximately the normal distribution
with the standard deviation parameter known or unknown. In this article, we establish two new charts based approximately on
the normal distribution. The constant values needed to construct the new control limits are dependent on the sample group
size (k) and the sample subgroup size (n). Additionally, the unknown standard deviation for the proposed approaches is estimated by a uniformly minimum variance unbiased
estimator (UMVUE). This estimator has variance less than that of the estimator used in the Shewhart and Bonferroni approach.
The proposed approaches in the case of the unknown standard deviation, give out-of-control average run length slightly less
than the Shewhart approach and considerably less than the Bonferroni-adjustment approach. 相似文献
20.
S. J. Wierda 《Statistica Neerlandica》1994,48(2):147-168
The performance of a product often depends on several quality characteristics. These characteristics may have interactions. In answering the question “Is the process in control?”, multivariate statistical process control methods take these interactions into account. In this paper, we review several of these multivariate methods and point out where to fill up gaps in the theory. The review includes multivariate control charts, multivariate CUSUM charts, a multivariate MMA chart, and multivariate process capability indices. The most important open question from a practical point of view is how to detect the variables that caused an out-of-control signal. Theoretically, the statistical properties of the methods should be investigated more profoundly. 相似文献