Multivariate variability monitoring using EWMA control charts based on squared deviation of observations from target

Recent research works have shown that control statistics based on squared deviation of observations from target have the ability to monitor variability in both univariate and multivariate processes. In the current research, the properties of the control statistic S _t that has been proposed by Huwang et al. (J. Quality Technology 2007; 39 :258–278) are first reviewed and three new S _t‐based multivariate schemes are then presented. Extensive simulation experiments are performed to compare the performances of the proposed schemes with those of the multivariate exponentially weighted mean squared deviation (MEWMS) and the L₁‐norm distance of the MEWMS deviation from its expected value (MEWMSL₁) charts. The results show that one of the proposed schemes outperforms the others in detecting shifts in correlation coefficients and another has the best general performance among the compared charts in detecting shifts in which at least one of the variances changes. Copyright © 2011 John Wiley & Sons, Ltd.     

Novel Bayesian CUSUM and EWMA control charts via various loss functions for monitoring processes

In this work, both the cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts have been reconfigured to monitor processes using a Bayesian approach. Our construction of these charts are informed by posterior and posterior predictive distributions found using three loss functions: the squared error, precautionary, and linex. We use these control charts on count data, performing a simulation study to assess chart performance. Our simulations consist of sensitivity analysis of the out-of-control shift size and choice of hyper-parameters of the given distributions. Practical use of theses charts are evaluated on real data.     

Attribute control charts for monitoring the covariance matrix of bivariate processes

In this article, we consider the use of 3 attribute charts—the np_xy, the np_w and the Max D charts—to control the covariance matrix of bivariate processes. In comparison with the generalized variance |S| chart, the 3 attribute charts signal faster, with smaller samples, all kind of disturbances, except when the 2 variables are highly correlated. To compete with the VMAX chart, the Max D chart needs larger samples, but no more than twice bigger. An example illustrates the monitoring of the covariance matrix using the Max D and np_w.     

Multivariate EWMA control charts using individual observations for process mean and variance monitoring and diagnosis

Most multivariate control charts in the literature are designed to detect either mean or variation shifts rather than both. A simultaneous use of the Hotelling T ² and |S| control charts has been proposed but the Hotelling T ² reacts to mean shifts, dispersion changes, and changes of correlations among responses. The combination of two multivariate control charts into one chart sometimes loses the ability to provide detailed diagnostic information when a process is out-of-control. In this research a new multivariate control chart procedure based on exponentially weighted moving average (EWMA) statistics is proposed to monitor process mean and variance simultaneously to identify proper sources of variations. Two multivariate EWMA control charts using individual observations are proposed to achieve a quick detection of mean or variance shifts or both. Simulation studies show that the proposed charts are capable of identifying appropriate types of shifts in terms of correct detection percentages. A manufacturing example is used to demonstrate how the proposed charts can be properly set-up based on average run length values via simulations. In addition, correct detection rates of the proposed charts are explored.     

New EWMA control charts for monitoring the Weibull shape parameter

In this article, we first propose a new exponentially weighted moving average (EWMA ) chart for monitoring the shape parameter of the Weibull distribution. The proposed chart is developed based on the EWMA of the normal random variable, which is transformed from the easy-to-understand chi-squared random variable. In contrast, the existing EWMA charts for monitoring the shape parameter use the sample range or the unbiased estimator of the shape parameter. Unfortunately, the EWMA chart generated from sample ranges is inefficient in detecting changes due to its lack of sufficiency, whereas the one produced using unbiased estimators of the shape parameter has a highly complicated distribution that is difficult to manipulate. Simulation studies are conducted to compare the effectiveness of the proposed EWMA chart and the two existing EWMA charts. Also, a maximum likelihood estimation method is employed to estimate the change point in the process for the proposed EWMA chart once an out-of-control (OC) signal has been triggered. Further, to reduce the time for detecting the OC signal, an EWMA chart with variable sampling intervals (VSIs) for monitoring the shape parameter is developed based on the proposed EWMA chart. This EWMA chart with VSIs is studied, and its performance is evaluated. Finally, an example to demonstrate the applicability and implementation of the proposed charts is provided.     

New EWMA control charts for monitoring process dispersion using auxiliary information

The exponentially weighted moving average (EWMA) control chart is a well‐known statistical process monitoring tool because of its exceptional pace in catching infrequent variations in the process parameter(s). In this paper, we propose new EWMA charts using the auxiliary information for efficiently monitoring the process dispersion, named the auxiliary‐information–based (AIB) EWMA (AIB‐EWMA) charts. These AIB‐EWMA charts are based on the regression estimators that require information on the quality characteristic under study as well as on any related auxiliary characteristic. Extensive Monte Carlo simulation are used to compute and study the run length profiles of the AIB‐EWMA charts. The proposed charts are comprehensively compared with a recent powerful EWMA chart—which has been shown to be better than the existing EWMA charts—and an existing AIB‐Shewhart chart. It turns out that the proposed charts perform uniformly better than the existing charts. An illustrative example is also given to explain the implementation and working of the AIB‐EWMA charts.     

A simulation comparison of some distance-based EWMA control charts for monitoring the covariance matrix with individual observations

It is common in modern manufacturing to simultaneously monitor more than one process quality characteristic. In such a multivariate scenario, the monitoring of the covariance matrix, along with the mean vector, plays an important role in assessing whether a process stays in control or not. However, monitoring the covariance matrix is technically more difficult, especially when there is only one observation available in each subgroup, disabling the usual sample covariance matrix as an effective estimator. To monitor the covariance matrix with individual observations in Phase II stage, several exponentially weighted moving average (EWMA) control charts have been constructed based on the distance between the estimated process covariance matrix and its target value. In this paper, two new control charts are devised using the sum of the square roots of the absolute deviations and its combination with the sum of squared deviations. These distance-based control charts are compared via the simulation experiments on different simulated out-of-control covariance matrices with respect to the number of quality characteristics being monitored, the shift pattern, and the shift magnitude. The simulation results identify the control charts that perform relatively robust and show that these various control charts may have their respective merits on different out-of-control scenarios.     

Enhanced EWMA charts for monitoring the process coefficient of variation

The coefficient of variation (CV) is an important quality characteristic when the process variance is a function of the process mean for a production process. In this paper, we develop an auxiliary information–based (AIB) estimator for estimating the squared CV, along with its approximated mean and variance. This estimator is then used to devise new one-sided EWMA charts for monitoring the increases or decreases in the squared CV of a normal process, named the AIB-EWMA CV charts. In addition, the sensitivities of these control charts are also enhanced with the fast initial response feature. The Monte Carlo simulation method is used to compute the run length characteristics of the proposed CV charts. Based on detailed run length comparisons, it is found that the proposed AIB-EWMA CV charts are uniformly and substantially better than the existing EWMA CV charts when detecting different kinds of upward/downward shifts in the squared CV. The proposed charts are also applied to a real dataset to support the proposed theory.     

Cumulative quantity control charts for monitoring production processes

Two commonly used statistical quality control charts, the c-chart and u-chart, are unsatisfactory for monitoring high-yield processes with low defect rates. To overcome this difficulty, a new type of control chart called the cumulative quantity control chart (CQC-chart) is introduced in this paper. The CQC-chart can be used no matter whether the process defect rate is low or not, and when the process defect rate is low or moderate the CQC-chart does not have the shortcoming of the c- and u-charts of showing up false alarm signals too frequently. The CQC-chart does not require rational subgrouping of samples (which is necessary for the c- and u-charts), and is appropriate for monitoring automated manufacturing processes.     

Bayesian EWMA control charts based on Exponential and transformed Exponential distributions

In this paper, we proposed the Bayesian exponentially weighted moving average (EWMA) control charts for mean under the nonnormal life time distributions. We used the time between events data which follow the Exponential distribution and proposed the Bayesian EWMA control charts for Exponential distribution and transformed Exponential distributions into Inverse Rayleigh and Weibull distributions. In order to develop the control charts, we used a uniform prior under five different symmetric and asymmetric loss functions (LFs), namely, squared error loss function (SELF), precautionary loss function (PLF), general entropy loss function (GELF), entropy loss function (ELF), and weighted balance loss function (WBLF). The average run length (ARL) and the standard deviation of run length (SDRL) are used to check the performance of the proposed Bayesian EWMA control charts for Exponential and transformed Exponential distributions. An extensive simulation study is conducted to evaluate the proposed Bayesian EWMA control chart for nonnormal distributions. It is observed from the results that the proposed control chart with the Weibull distribution produces the best results among the considered distributions under different LFs. A real data example is presented for implementation purposes.     

Deviance residual-based control charts for monitoring the beta-distributed processes

Beta-distributed process outputs are common in manufacturing industry because they range from 0 to 1 based on inputs like yield. Under the normality assumption, Shewarts control charts and Hotelling's control charts based on the deviance residual have been applied to monitor the process mean of the beta-distributed process outputs. The normality assumption can be violated according to the shape of the beta distribution. Therefore, without the normality assumption, we propose antirank control charts, exponentially weighted moving average (EWMA) control charts and cumulative sum (CUSUM) control charts. The proposed control charts outperform the existing control charts in the experimental results. The previous research has been focused on monitoring the process mean only. For the first time, in order to monitor the process variance of the beta-distributed process outputs, we propose the multivariate exponentially weighted mean squared deviation (MEWMS) chart, the first norm distance of the MEWMS deviation from its expected value (MEWMSL₁) chart, the chart based on MEWMS deviation with the approximated distribution of trace (MEWMS_AT), the multivariate trace sum squared deviation (MTSSD) chart and the multivariate matrix sum squared deviation (MMSSD) chart based on the deviance residual. The proposed control charts are compared and recommended in terms of the experimental results. This research can be a guideline for practitioners who monitor the deviance residual.     

Generalized linear model based monitoring methods for high-yield processes

Emerge in technology brought well-organized manufacturing systems to produce high-quality items. Therefore, monitoring and control of products have become a challenging task for quality inspectors. From these highly efficient processes, produced items are mostly zero-defect and modeled based on zero-inflated distributions. The zero-inflated Poisson (ZIP) and zero-inflated Negative Binomial (ZINB) distributions are the most common distributions, used to model the high-yield and rare health-related processes. Therefore, data-based control charts under ZIP and ZINB distributions (i.e., Y-ZIP and Y-ZINB) are proposed for the monitoring of high-quality processes. Usually, with the defect counts, few covariates are also measured in the process, and the generalized linear model based on the ZIP and ZINB distributions are used to estimate their parameters. In this study, we have designed monitoring structures (i.e., PR-ZIP and PR-ZINB) based on the ZIP and ZINB regression models which will provide the monitoring of defect counts by accounting the single covariate. Further, proposed model-based charts are compared with the existing data-based charts. The simulation study is designed to access the performance of monitoring methods in terms of run length properties and a case study on the number of flight delays between Atlanta and Orlando during 2012–2014 is also provided to highlight the importance of the stated research.     

Comparisons of Shewhart-type rank based control charts for monitoring location parameters of univariate processes

The nonparametric (distribution-free) control charts are robust alternatives to the conventional parametric control charts when the form of underlying process distribution is unknown or complicated. In this paper, we consider two new nonparametric control charts based on the Hogg–Fisher–Randle (HFR) statistic and the Savage rank statistic. These are popular statistics for testing location shifts, especially in right-skewed densities. Nevertheless, the control charts based on these statistics are not studied in quality control literature. In the current context, we study phase-II Shewhart-type charts based on the HFR and Savage statistics. We compare these charts with the Wilcoxon rank-sum chart in terms of false alarm rate, out-of-control average run-length and other run length properties. Implementation procedures and some illustrations of these charts are also provided. Numerical results based on Monte Carlo analysis show that the new charts are superior to the Wilcoxon rank-sum chart for a class of non-normal distributions in detecting location shift. New charts also provide better control over false alarm when reference sample size is small.     

A note on GLR charts for monitoring count processes

Various generalized likelihood ratio (GLR) charts have been proposed to monitor count processes such as binomial, Bernoulli, Poisson, and multinomial processes. The advantages of GLR charts are that designing the chart is relatively easy, estimates of the process change‐point and shift size are available for post‐signal diagnosis, and they are effective in detecting a wide range of shifts in the process parameter. However, for some special cases of the observations, such as observing all defective items or all non‐defective items, the GLR chart statistic for monitoring a count process has been said to be undefined. We show that the GLR chart statistic is always well defined.     

The variable sampling rate X̄ control charts for monitoring autocorrelated processes

Recent studies demonstrated that the adaptive X? control charts are more efficient than fixed parmeters (FP) X? control chart from statistical and economic criteria. The usual assumption for designing a control chart is that the observations from the process are independent. However, for many processes, such as chemical processes, consecutive measurements are often highly correlated, especially when the interval between samples is small. In the present paper, the observations are modeled as an AR(1) process plus a random error, and the properties of the variable sampling rate (VSR) X? charts are evaluated and studied under this model. Based on the study, the VSR X? chart is faster than the FP, variable sampling interval and variable sample size X? control charts in detecting mean shifts. However, when the level of autocorrelation is high or the process mean shift is large, the advantage of the VSR X? chart is reduced. Copyright © 2008 John Wiley & Sons, Ltd.     

A new risk-adjusted EWMA control chart based on survival time for monitoring surgical outcome quality

Monitoring surgical outcome quality by risk-adjusted control charts has attracted wide attention. The hidden medical errors may cause increasing of adverse events such as infection, rehospitalization, and even death. Quickly and timely detecting abnormal changes of surgical performance helps reduce the probability of adverse events and improve health care quality. Most existing monitoring schemes focus on the binary surgical outcomes. However, continuous survival times of patients should be considered for more accurate monitoring. In this paper, a new exponentially weighted moving average (EWMA) control chart is proposed for monitoring continuous surgical outcomes. To describe surgical performance, a patient's actual survival time and predicted mortality are combined in an illustrative and interpretable way. Performance of the proposed chart is evaluated with different chart parameters under different shifts by a simulation study. We compare our chart with the risk-adjusted survival time cumulative sum chart, and the simulation results demonstrate that the proposed monitoring scheme has better efficiency. The implementation of the proposed chart is illustrated by a real example. Besides an analysis of the entire dataset, the surgical performance of each surgeon is monitored, because each of them has patients with different risk levels.     

On mixed memory control charts based on auxiliary information for efficient process monitoring

Control charts are popular monitoring tools in statistical process control toolkit. These are used to identify assignable causes in the process parameters (location and/or dispersion). These assignable causes result in a shift in the process parameter(s). The shift can be categorized into three sizes (small, moderate, and large). Memory control charts such as the exponentially weighted moving average (EWMA) and cumulative sum (CUSUM) charts are effective for identifying small-to-moderate shift(s) in the process. Likewise, mixed memory control charts are useful for efficient process monitoring. In this study, we have proposed two new mixed memory control charts based on auxiliary information named MxMEC and MxMCE control charts to improve the efficiency of these mixed charts. The MxMEC chart is a merger of the auxiliary information based MxEWMA chart and the classical CUSUM chart. Likewise, the MxMCE chart integrates the auxiliary information based MxCUSUM with the classical EWMA chart. The proposed MxMEC and MxMCE charts are evaluated through famous performance measures including average run length, extra quadratic loss, relative average run length, and performance comparison index. The performance of the study proposals is compared with the existing counterparts such as the classical CUSUM and EWMA, MxCUSUM, MxEWMA, MEC, MCE, and runs rules-based CUSUM charts. The comparisons revealed the superiority of the proposed charts against other competing charts particularly for small-to-moderate shifts in the process location. Finally, a real-life data is used to show the implementation procedure of the proposed charts in practical situations.     

Dynamic generalized fast initial response for EWMA control schemes for monitoring processes with startup and post-startup problems

The exponentially weighted moving average (EWMA) control schemes have been proven to be very effective at monitoring random shifts or disturbances in a given process. However, EWMA is somewhat insensitive to the shifts at the process startup. Consequently, fast initial response feature (FIR) or headstart has often been used to increase the sensitivity of EWMA at the process startup. Although FIR feature significantly increases the sensitivity of the EWMA at the startup, its effects diminished after few observations thereby making FIR-based schemes less sensitive compared to the classical EWMA at the process post-startup. In this paper, we proposed the dynamic generalized fast initial response for the EWMA control schemes for monitoring processes with startup and post-startup problems. The proposed scheme is highly sensitive at the startup and has a sensitivity equal to that of the classical EWMA at the process post-startup. The average run length based performance comparisons of the proposed chart and its counterparts are presented. Real-life examples are offered to demonstrate the applications of the proposed scheme.