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1.
    
A traditional approach to monitor both the location and the scale parameters of a quality characteristic is to use two separate control charts. These schemes have some difficulties in concurrent tracking and interpretation. To overcome these difficulties, some researchers have proposed schemes consisting of only one chart. However, none of these schemes is designed to work with individual observations. In this research, an exponentially weighted moving average (EWMA)‐based control chart that plots only one statistic at a time is proposed to simultaneously monitor the mean and variability with individual observations. The performance of the proposed scheme is compared with one of the two other existing combination charts by simulation. The results show that in general the proposed chart has a significantly better performance than the other combination charts. Copyright © 2010 John Wiley & Sons, Ltd.  相似文献   

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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.  相似文献   

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We propose a new multivariate CUSUM control chart, which is based on self adaption of its reference value according to the information from current process readings, to quickly detect the multivariate process mean shifts. By specifying the minimum magnitude of the process mean shift in terms of its non‐centrality parameter, our proposed control chart can achieve an overall performance for detecting a particular range of shifts. This adaptive feature of our method is based on two EWMA operators to estimate the current process mean level and make the detection at each step be approximately optimal. Moreover, we compare our chart with the conventional multivariate CUSUM chart. The advantages of our control chart detection for range shifts over the existing charts are greatly improved. The Markovian chain method, through which the average run length can be computed, is also presented. Copyright © 2010 John Wiley & Sons, Ltd.  相似文献   

5.
    
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.  相似文献   

6.
Several articles in the recent literature propose linear models of product quality for both single station and multistation manufacturing processes. We show how these models may be used in conjunction with statistical methods to design a procedure for multivariate Statistical Process Control (SPC) that outperforms direct application of multivariate SPC. We show how to design the procedure and evaluate its performance in shift detection for models with and without singularities. The use of the procedure is illustrated using two examples from automobile body assembly.  相似文献   

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Processes that arise naturally, for example, from manufacturing or the environment, often exhibit complicated autocorrelation structures. When monitoring such a process for changes in variance, accounting for that structure is critical. While charts for monitoring the variance of processes of independent observations and some specific autocorrelated processes have been proposed in the past, the chart presented in this article can handle a general stationary process. The performance of the proposed chart was examined through simulations for the first‐order autoregressive and first‐order autoregressive‐moving average processes and demonstrated with examples. Copyright © 2014 John Wiley & Sons, Ltd.  相似文献   

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The progressive mean (PM) statistic is based on a simple idea of accumulating information of each subgroup by calculating the average progressively. Its weighting structure is based on a subgroup number that changes arithmetically, which makes the PM chart unique and efficient compared with the existing classical memory control charts. In a recent article (see reference 1), it was claimed that the PM chart is a special case of the exponentially weighted moving average (EMWA) chart. In this article, it is shown that even though the PM statistic can be written in the form of an EWMA statistic, the variance of the PM statistic is different from that of the EWMA statistic. Consequently, the limits of the PM chart are different from that of the EWMA chart. Therefore, it is found that the PM chart is not a special case of the EWMA chart; hence, the claim in reference 1 is incorrect. Furthermore, it is pointed out in this paper that no adaptive property in the weighting parameter of the PM statistic exists, further contradicting the claim in reference 1.  相似文献   

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In this paper, the robustness of the multivariate exponentially weighted moving average (MEWMA) control chart to non‐normal data is examined. Two non‐normal distributions of interest are the multivariate distribution and the multivariate gamma distribution. Recommendations for constructing MEWMA control charts when the normality assumption may be violated are provided. Copyright © 2002 John Wiley & Sons, Ltd.  相似文献   

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The multivariate exponentially weighted moving average (MEWMA) control chart has received significant attention from researchers and practitioners because of its desirable properties. There are several different approaches to the design of MEWMA control charts: statistical design; economic–statistical design; and robust design. In this paper a review and comparison of these design strategies is provided.Copyright © 2004 John Wiley & Sons, Ltd.  相似文献   

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Dynamic networks require effective methods of monitoring and surveillance in order to respond promptly to unusual disturbances. In many applications, it is of interest to identify anomalous behavior within a dynamic interacting system. Such anomalous interactions are reflected by structural changes in the network representation of the system. In this paper, a dynamic random graph model is proposed that takes into account the past activities of the individuals in the social network and also represents temporal dependency of the network. The model parameters are appearance and disappearance probabilities of an edge which are estimated using a maximum likelihood approach. A generalization of a single path‐dependent likelihood ratio test is employed to detect changes in the parameters of the proposed model. Through monitoring the estimated parameters, one can effectively detect structural changes in a temporal‐dependent network. The proposed model is employed to describe the behavior of a real network, and its parameters are monitored via dependent likelihood ratio test and multivariate exponentially weighted moving average control chart. Results indicate that the proposed dynamic random graph model is a reliable mean to modeling and detecting changes in temporally dependent networks.  相似文献   

13.
朱永忠  丁辉 《工业工程》2023,1(1):130-135, 181

传统Shewhart-p控制图只对单一属性的不合格品率进行监控,在过程发生偏移时有一定的滞后性。为提高不合格品率控制图的精度,提出一种多元指数加权移动平均不合格品率 (multivariate exponentially weighted moving average p, MEWMA-p)控制图。该控制图将多个属性的不合格品率应用于多元指数加权移动平均控制图,可同时对多个属性进行监控,并且对于小范围的偏移更加敏感。对比分析同等偏移程度下指数加权移动平均不合格品率 (exponentially weighted moving average p, EWMA-p) 控制图与MEWMA-p控制图的平均运行长度 (average run length, ARL) 结果,并通过模拟仿真说明该方法的有效性。

  相似文献   

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朱永忠  丁辉 《工业工程》2023,26(1):130-135+181
传统Shewhart-p控制图只对单一属性的不合格品率进行监控,在过程发生偏移时有一定的滞后性。为提高不合格品率控制图的精度,提出一种多元指数加权移动平均不合格品率(multivariate exponentially weighted moving average p, MEWMA-p)控制图。该控制图将多个属性的不合格品率应用于多元指数加权移动平均控制图,可同时对多个属性进行监控,并且对于小范围的偏移更加敏感。对比分析同等偏移程度下指数加权移动平均不合格品率(exponentially weighted moving average p, EWMA-p)控制图与MEWMA-p控制图的平均运行长度(average run length,ARL)结果,并通过模拟仿真说明该方法的有效性。  相似文献   

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Exponentially weighted moving average (EWMA) control charts can be designed to detect shifts in the underlying process parameters quickly while enjoying robustness to non‐normality. Past studies have shown that performance of various EWMA control charts can be adversely affected when parameters are estimated or observations do not follow a normal distribution. To the best of our knowledge, simultaneous effect of parameter estimation and non‐normality has not been studied so far. In this paper, a Markov chain approach is used to model and evaluate performance of EWMA control charts when parameter estimation is subject to non‐normality using skewed and heavy‐tailed symmetric distributions. Using standard deviation of the run length (SDRL), average run length (ARL), and percentiles of run lengths for various phase I sample sizes, we show that larger phase I sample sizes do not necessarily lead to a better performance for non‐normal observations. Copyright © 2015 John Wiley & Sons, Ltd.  相似文献   

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Residual‐based control charts for autocorrelated processes are known to be sensitive to time series modeling errors, which can seriously inflate the false alarm rate. This paper presents a design approach for a residual‐based exponentially weighted moving average (EWMA) chart that mitigates this problem by modifying the control limits based on the level of model uncertainty. Using a Bayesian analysis, we derive the approximate expected variance of the EWMA statistic, where the expectation is with respect to the posterior distribution of the unknown model parameters. The result is a relatively clean expression for the expected variance as a function of the estimated parameters and their covariance matrix. We use control limits proportional to the square root of the expected variance. We compare our approach to two other approaches for designing robust residual‐based EWMA charts and argue that our approach generally results in a more appropriate widening of the control limits. Copyright © 2010 John Wiley & Sons, Ltd.  相似文献   

18.
    
Cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts are commonly used for monitoring the process mean. In this paper, a new hybrid EWMA (HEWMA) control chart is proposed by mixing two EWMA control charts. An interesting feature of the proposed control chart is that the traditional Shewhart and EWMA control charts are its special cases. Average run lengths are used to evaluate the performances of each of the control charts. It is worth mentioning that the proposed HEWMA control chart detects smaller shifts substantially quicker than the classical CUSUM, classical EWMA and mixed EWMA–CUSUM control charts. Copyright © 2012 John Wiley & Sons, Ltd.  相似文献   

19.
    
A new hybrid exponentially weighted moving average (HEWMA) control chart has been proposed in the literature for efficiently monitoring the process mean. In that paper, the computed variance of the HEWMA statistic was, unfortunately, not correct! In this discussion, the correct variance of the HEWMA statistic is given, and the run length characteristics of the HEWMA control chart are studied and explored. It is noticed that not only the superiority of the HEWMA control chart remains over the existing (considered before) charts but also the new results based on the corrected control limits are more profound and reflective. Copyright © 2016 John Wiley & Sons, Ltd.  相似文献   

20.
    
This paper investigates detecting significant increases in communication patterns and levels between small groups of individuals within a moderate‐size targeted group. Potential applications range from trying to establish emerging thought leaders within an organisation to the detection of the planning stages of a crime. The scan statistic is a popular choice for monitoring and detecting spatio‐temporal outbreaks, but it is difficult to apply to large‐scale target groups because of the computational effort required. When monitoring communication levels between thousands of people, the number of combinations of people whose communication may have increased is very high, and to scan through all of these to find which combinations have increased communications significantly is an enormous task. A successful surveillance plan will have early communication outbreak detection properties and good diagnostic capabilities for identifying individuals contributing to this outbreak. This paper proposes a new computationally feasible approach for detecting communication outbreaks based on exponentially weighted moving average smoothed communication counts between individuals within the network. We apply a cumulative sum of ordered signal‐to‐noise (SN) ratios for communication counts to flag significant departures from their respective median values. This plan is demonstrated to be efficient at detecting changes in communication levels for a small part of the network and diagnosing who is involved in the outbreak. Copyright © 2015 John Wiley & Sons, Ltd.  相似文献   

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