A spatial variable selection method for monitoring product surface

Two-dimensional (2-D) data maps are generated in certain advanced manufacturing processes. Such maps contain rich information about process variation and product quality status. As a proven effective quality control technique, statistical process control (SPC) has been widely used in different processes for shift detection and assignable cause identification. However, charting algorithms for 2-D data maps are still vacant. This paper proposes a variable selection-based SPC method for monitoring 2-D wafer surface. The fused LASSO algorithm is firstly employed to identify potentially shifted sites on the surface; a charting statistic is then developed to detect statistically significant shifts. As the variable selection algorithm can nicely preserve shift patterns in spatial clusters, the newly proposed chart is proved to be both effective in detecting shifts and capable of providing diagnostic information for process improvement. Extensive Monte Carlo simulations and a real example have been used to demonstrate the effectiveness and usage of the proposed method.     

Modelling and joint monitoring of input and output of systems with arbitrary order autoregressive disturbance

Considerable studies have been done on modelling and joint monitoring of input and output of systems with autoregressive moving average (ARMA) disturbance. Most of these studies focus on systems with ARMA (1, 1) disturbance. However, many kinds of systems are not conform to ARMA(1, 1) disturbance. Motivated by the fact that an autoregressive (AR) model with high order can be implemented to approximate the stationary ARMA model at any precision, a new generic model and a joint monitoring scheme of systems with arbitrary order AR(p) disturbance are developed. A minimum mean squared error (MMSE) controller with arbitrary order AR disturbance is designed to reduce the system variability. The mathematical expectation and average run length of MMSE-controlled outputs are derived. A new joint chart for monitoring the input and output simultaneously is explored. Two out-of-control rules for the joint monitoring chart are developed. The monitoring performances of the input chart, the output chart and the joint monitoring chart are also discussed. The results of simulation experiments and case studies validate the effectiveness of the developed model and joint monitoring chart.     

Dynamic admission control for two customer classes with stochastic demands and strict due dates

We study a dynamic capacity allocation problem with admission control decisions of a company that caters for two demand classes with random arrivals, capacity requirements and strict due dates. We formulate the problem as a Markov decision process (MDP) in order to find the optimal admission control policy that maximises the expected profit of the company. Such a formulation suffers a state-space explosion. Moreover, it involves an additional dimension arising from the multiple possible order sizes that customers can request which further increases the complexity of the problem. To reduce the cardinality of possible policies, and, thus, the computational requirements, we propose a threshold-based policy. We formulate an MDP to generate such a policy. To deal with the curse of dimensionality, we develop threshold-based approximate algorithms based on the state-reduction heuristics with aggregation proposed previously. Our results reveal that for the majority of instances considered the optimal policy has a threshold structure. We then demonstrate the superiority of the proposed threshold-based approximate algorithms over two benchmark policies in terms of the generated profits and the robustness of the solutions to changes in operational conditions. Finally, we show that our proposed policies are also robust to changes in actual demand from its estimation.     

A simulation study on the US rehabilitation service process for patients with modest-to-severe traumatic brain injury

Traumatic brain injury (TBI) is a devastating injury with severe consequences. In this paper, we conduct a simulation study on the commonly implemented care delivery process for TBI rehabilitation in the US, which covers three care categories: inpatient acute, outpatient sub-acute and general residential care. Our investigation is focused on assessing how coverage duration of publicly funded rehabilitation impacts two key system outcomes: sub-acute rehabilitation readmission and total rehabilitation spending. We develop prediction models on the above two outcomes for patients of different conditions. We introduce the notions of forceful transition and medical necessity adjustment, and embed the notions in a state-transition simulation model. Our simulation results suggest that to minimise the care spending, the duration of publicly insured outpatient sub-acute rehab be set smaller than what is currently implemented but not to the point where coverage should be completely removed. Our sensitivity analysis justifies the robustness of our results under variations on model parameters.     

Dependability and performance stochastic modelling of a two-unit repairable production system with preventive maintenance

In this paper, a two-unit multistate repairable production system is considered in which preventive maintenance (PM) is implemented in order to improve its dependability and performance. A general model is provided for the production system using a semi-Markov process, for examining system’s limiting behaviour. Apart from combining redundancy with PM, we introduce scenarios like imperfect and failed maintenance which are usually met in real life production systems. For the proposed model, we calculate the availability, the mean time to failure and the total operational cost and we formulate optimisation problems settled with respect to the system’s inspection times. The main aim of our work is to determine the optimal inspection times and consequently the optimal PM policies to be adopted in order to optimise system’s dependability and performance.     

Markov chain Monte Carlo in Bayesian models for testing gamma and lognormal S-type process qualities

The process capability index C_pu is widely used to measure S-type process quality. Many researchers have presented adaptive techniques for assessing the true C_pu assuming normality. However, the quality characteristic is often abnormal, and the derived techniques based on the normality assumption could mislead the manager into making uninformed decisions. Therefore, this study provides an alternative method for assessing C_pu of non-normal processes. The Markov chain Monte Carlo, an emerging popular statistical tool, is integrated into Bayesian models to seek the empirical posterior distributions of specific gamma and lognormal parameters. Afterwards, the lower credible interval bound of C_pu can be derived for testing the non-normal process quality. Simulations show that the proposed method is adaptive and has good performance in terms of coverage probability.     

A Change-Point Approach for Phase-I Analysis in Multivariate Profile Monitoring and Diagnosis

Process monitoring and fault diagnosis using profile data remains an important and challenging problem in statistical process control (SPC). Although the analysis of profile data has been extensively studied in the SPC literature, the challenges associated with monitoring and diagnosis of multichannel (multiple) nonlinear profiles are yet to be addressed. Motivated by an application in multioperation forging processes, we propose a new modeling, monitoring, and diagnosis framework for phase-I analysis of multichannel profiles. The proposed framework is developed under the assumption that different profile channels have similar structure so that we can gain strength by borrowing information from all channels. The multidimensional functional principal component analysis is incorporated into change-point models to construct monitoring statistics. Simulation results show that the proposed approach has good performance in identifying change-points in various situations compared with some existing methods. The codes for implementing the proposed procedure are available in the supplementary material.     

Optimization of correlated multi-response quality engineering by the upside-down normal loss function

Most of the published literature on robust design is basically concerned with a single response. However, the reality is that common industrial problems usually involve several quality characteristics, which are often correlated. Traditional approaches to multidimensional quality do not offer much information on how much better or worse a process is when finding optimal settings. Köksoy and Fan [Engineering Optimization 44 (8): 935–945] pointed out that the upside-down normal loss function provides a more reasonable risk assessment to the losses of being off-target in product engineering research. However, they only consider the single-response case. This article generalizes their idea to more than one response under possible correlations and co-movement effects of responses on the process loss. The response surface methodology has been adapted, estimating the expected multivariate upside-down normal loss function of a multidimensional system to find the optimal control factor settings of a given problem. The procedure and its merits are illustrated through an example.     

An Evaluation of the Crosier's CUSUM Control Chart with Estimated Parameters

We evaluate the performance of the Crosier's cumulative sum (C‐CUSUM) control chart when the probability distribution parameters of the underlying quality characteristic are estimated from Phase I data. Because the average run length (ARL) under estimated parameters is a random variable, we study the estimation effect on the chart performance in terms of the expected value of the average run length (AARL) and the standard deviation of the average run length (SDARL). Previous evaluations of this control chart were conducted while assuming known process parameters. Using the Markov chain and simulation approaches, we evaluate the in‐control performance of the chart and provide some quantiles for its in‐control ARL distribution under estimated parameters. We also compare the performance of the C‐CUSUM chart to that of the ordinary CUSUM (O‐CUSUM) chart when the process parameters are unknown. Our results show that large number of Phase I samples are required to achieve a quite reasonable performance. Additionally, the performance of the C‐CUSUM chart is found to be superior to that of the O‐CUSUM chart. Finally, we recommend the use of a recently proposed bootstrap procedure in designing the C‐CUSUM chart to guarantee, at a certain probability, that the in‐control ARL will be of at least the desired value using the available amount of Phase I data. Copyright © 2015 John Wiley & Sons, Ltd.