CRPS chart: Simultaneously monitoring location and scale under data‐rich environment

The detection performance of a conventional control chart is usually degraded by a large sample size as in Wang and Tsung. This paper proposes a new control chart under data‐rich environment. The proposed chart is based on the continuous ranked probability score and aims to simultaneously monitor the location and the scale parameters of any continuous process. We simulate different monitoring schemes with various shift patterns to examine the chart performance. Both in‐control and out‐of‐control performances are studied through simulation studies in terms of the mean, the standard deviation, the median, and some percentiles of the average run length distribution. Simulation results show that the proposed chart keeps a high sensitivity to shifts in location and/or scale without any distributional assumptions, and the outperformance improves, as the sample size becomes larger. Examples are given for illustration.     

Distribution‐free Lepage Type Circular‐grid Charts for Joint Monitoring of Location and Scale Parameters of a Process

In the last 5 years, research works on distribution‐free (nonparametric) process monitoring have registered a phenomenal growth. A Google Scholar database search on early September 2015 reveals 246 articles on distribution‐free control charts during 2000–2009 and 466 articles in the following years. These figures are about 1400 and 2860 respectively if the word ‘nonparametric’ is used in place of ‘distribution‐free’. Distribution‐free charts do not require any prior knowledge about the process parameters. Consequently, they are very effective in monitoring various non‐normal and complex processes. Traditional process monitoring schemes use two separate charts, one for monitoring process location and the other for process scale. Recently, various schemes have been introduced to monitor the process location and process scale simultaneously using a single chart. Performance advantages of such charts have been clearly established. In this paper, we introduce a new graphical device, namely, circular‐grid charts, for simultaneous monitoring of process location and process scale based on Lepage‐type statistics. We also discuss general form of Lepage statistics and show that a new modified Lepage statistic is often better than the traditional of Lepage statistic. We offer a new and attractive post‐signal follow‐up analysis. A detailed numerical study based on Monte‐Carlo simulations is performed, and some illustrations are provided. A clear guideline for practitioners is offered to facilitate the best selection of charts among various alternatives for simultaneous monitoring of location‐scale. The practical application of the charts is illustrated. Copyright © 2016 John Wiley & Sons, Ltd.     

A double generally weighted moving average exceedance control chart

Since the inception of control charts by W. A. Shewhart in the 1920s, they have been increasingly applied in various fields. The recent literature witnessed the development of a number of nonparametric (distribution‐free) charts as they provide a robust and efficient alternative when there is a lack of knowledge about the underlying process distribution. In order to monitor the process location, information regarding the in‐control (IC) process median is typically required. However, in practice, this information might not be available due to various reasons. To this end, a generalized type of nonparametric time‐weighted control chart labeled as the double generally weighted moving average (DGWMA) based on the exceedance statistic (EX) is proposed. The DGWMA‐EX chart includes many of the well‐known existing time‐weighted control charts as special or limiting cases for detecting a shift in the unknown location parameter of a continuous distribution. The DGWMA‐EX chart combines the better shift detection properties of a DGWMA chart with the robust IC performance of a nonparametric chart, by using all the information from the start until the most recent sample to decide if a process is IC or out‐of‐control. An extensive simulation study reveals that the proposed DGWMA‐EX chart, in many cases, outperforms its counterparts.     

A New Distribution‐free Control Chart for Joint Monitoring of Unknown Location and Scale Parameters of Continuous Distributions

While the assumption of normality is required for the validity of most of the available control charts for joint monitoring of unknown location and scale parameters, we propose and study a distribution‐free Shewhart‐type chart based on the Cucconi 1 statistic, called the Shewhart‐Cucconi (SC) chart. We also propose a follow‐up diagnostic procedure useful to determine the type of shift the process may have undergone when the chart signals an out‐of‐control process. Control limits for the SC chart are tabulated for some typical nominal in‐control (IC) average run length (ARL) values; a large sample approximation to the control limit is provided which can be useful in practice. Performance of the SC chart is examined in a simulation study on the basis of the ARL, the standard deviation, the median and some percentiles of the run length distribution. Detailed comparisons with a competing distribution‐free chart, known as the Shewhart‐Lepage chart (see Mukherjee and Chakraborti 2 ) show that the SC chart performs just as well or better. The effect of estimation of parameters on the IC performance of the SC chart is studied by examining the influence of the size of the reference (Phase‐I) sample. A numerical example is given for illustration. Summary and conclusions are offered. Copyright © 2013 John Wiley & Sons, Ltd.     

Optimal design of a distribution-free quality control scheme for cost-efficient monitoring of unknown location

Traditionally, a cost-efficient control chart for monitoring product quality characteristic is designed using prior knowledge regarding the process distribution. In practice, however, the functional form of the underlying process distribution is rarely known a priori. Therefore, the nonparametric (distribution-free) charts have gained more attention in the recent years. These nonparametric schemes are statistically designed either with a fixed in-control average run length or a fixed false alarm rate. Robust and cost-efficient designs of nonparametric control charts especially when the true process location parameter is unknown are not adequately addressed in literature. For this purpose, we develop an economically designed nonparametric control chart for monitoring unknown location parameter. This work is based on the Wilcoxon rank sum (hereafter WRS) statistic. Some exact and approximate procedures for evaluation of the optimal design parameters are extensively discussed. Simulation results show that overall performance of the exact procedure based on bootstrapping is highly encouraging and robust for various continuous distributions. An approximate and simplified procedure may be used in some situations. We offer some illustration and concluding remarks.     

Nonparametric Progressive Mean Control Chart for Monitoring Process Target

Nonparametric control charts are widely used when the parametric distribution of the quality characteristic of interest is questionable. In this study, we proposed a nonparametric progressive mean control chart, namely the nonparametric progressive mean chart, for efficient detection of disturbances in process location or target. The proposed chart is compared with the recently proposed nonparametric exponentially weighted moving average and nonparametric cumulative sum charts using different run length characteristics such as the average run length, standard deviation of the run length, and the percentile points of the run length distribution. The comparisons revealed that the proposed chart outperformed recent nonparametric exponentially weighted moving average and nonparametric cumulative sum charts, in terms of detecting the shifts in process target. A real life example concerning the fill heights of soft drink beverage bottles is also provided to illustrate the application of the proposed nonparametric control chart. Copyright © 2012 John Wiley & Sons, Ltd.     

An extended nonparametric homogeneously weighted moving average sign control chart

Parametric (or traditional) control charts are based on the assumption that the quality characteristic of interest follows a specific distribution. However, in many applications, there is a lack of knowledge about the underlying distribution. To this end, nonparametric (or distribution-free) control charts have been developed in recent years. In this article, a nonparametric double homogeneously weighted moving average (DHWMA) control chart based on the sign statistic is proposed for monitoring the location parameter of an unknown and continuous distribution. The performance of the proposed chart is measured through the run-length distribution and its associated characteristics by performing Monte Carlo simulations. The DHWMA sign chart is compared with other nonparametric sign charts, such as the homogeneously weighted moving average, generally weighted moving average (GWMA), double GWMA, and triple exponentially weighted moving average sign charts, as well as the traditional DHWMA chart. The results indicate that the proposed chart performs just as well as and in some cases better than its competitors, especially for small shifts. Finally, two examples are provided to show the application and implementation of the proposed chart.     

A new nonparametric double exponentially weighted moving average control chart

There are many practical situations where the underlying distribution of the quality characteristic either deviates from normality or it is unknown. In such cases, practitioners often make use of the nonparametric control charts. In this paper, a new nonparametric double exponentially weighted moving average control chart on the basis of the signed-rank statistic is proposed for monitoring the process location. Monte Carlo simulations are carried out to obtain the run length characteristics of the proposed chart. The performance comparison of the proposed chart with the existing parametric and nonparametric control charts is made by using various performance metrics of the run length distribution. The comparison showed the superiority of the suggested chart over its existing parametric and nonparametric counterparts. An illustrative example for the practical implementation of the proposed chart is also provided by using the industrial data set.     

Use of ranked set sampling in nonparametric control charts

Control charts are widely used to identify changes in a production process. Nonparametric or distribution-free charts can be useful when there is a lack of underlying process distribution. A nonparametric exponentially weighted moving average (EWMA) control chart based on sign test using ranked set sampling (RSS) is proposed to monitor the possible small shifts in the process mean. The performance of the proposed chart is evaluated in terms of average run length, median run length, and standard deviation of the run length distribution. It has been observed that the proposed version of the EWMA sign chart, using RSS shows better detection ability than that version of the EWMA sign chart and the parametric EWMA control chart using simple random sampling scheme. An application with real data-set is also provided to explain the proposal for practical considerations.     

Robust CUSUM charts for monitoring the process mean and variance

This paper considers the problem of obtaining robust control charts for detecting changes in the mean µ and standard deviation σ of process observations that have a continuous distribution. The standard control charts for monitoring µ and σ are based on the assumption that the process distribution is normal. However, the process distribution may not be normal in many situations, and using these control charts can lead to very misleading conclusions. Although some control charts for µ can be tuned to be robust to non‐normal distributions, the most critical problem with non‐robustness is with the control chart for σ. This paper investigates the performance of two CUSUM chart combinations that can be made to be robust to non‐normality. One combination consists of the standard CUSUM chart for µ and a CUSUM chart of absolute deviations from target for σ, where these CUSUM charts are tuned to detect relatively small parameter shifts. The other combination is based on using winsorized observations in the standard CUSUM chart for µ and a CUSUM chart of squared deviations from target for σ. Guidance is given for selecting the design parameters and control limits of these robust CUSUM chart combinations. When the observations are actually normal, using one of these robust CUSUM chart combination will result in some reduction in the ability to detect moderate and large changes in µ and σ, compared with using a CUSUM chart combination that is designed specifically for the normal distribution. Copyright © 2009 John Wiley & Sons, Ltd.     

Shewhart and EWMA t control charts for short production runs

Short‐run productions are common in manufacturing environments like job shops, which are characterized by a high degree of flexibility and production variety. Owing to the limited number of possible inspections during a short run, often the Phase I control chart cannot be performed and correct estimates for the population mean and standard deviation are not available. Thus, the hypothesis of known in‐control population parameters cannot be assumed and the usual control chart statistics to monitor the sample mean are not applicable. t‐charts have been recently proposed in the literature to protect against errors in population standard deviation estimation due to the limitation of available sampling measures. In this paper the t‐charts are tested for implementation in short production runs to monitor the process mean and their statistical properties are evaluated. Statistical performance measures properly designed to test the chart sensitivity during short runs have been considered to compare the performance of Shewhart and EWMA t‐charts. Two initial setup conditions for the short run fixing the population mean exactly equal to the process target or, alternatively, introducing an initial setup error influencing the statistic distribution have been modelled. The numerical study considers several out‐of‐control process operating conditions including one‐step shifts for the population mean and/or standard deviation. The obtained results show that the t‐charts can be successfully implemented to monitor a short run. Finally, an illustrative example is presented to show the use of the investigated t charts. Copyright © 2010 John Wiley & Sons, Ltd.     

A double exponentially weighted moving average control chart for monitoring COM‐Poisson attributes

The Conway‐Maxwell‐Poisson (COM‐Poisson) distribution is a two‐parameter generalization of the Poisson distribution, which can be used for overdispersed or underdispersed count data and also contains the geometric and Bernoulli distributions as special cases. This article presents a double exponentially weighted moving average control chart with steady‐state control limits to monitor COM‐Poisson attributes (regarded as CMP‐DEWMA chart). The performance of the proposed control chart has been evaluated in terms of the average, the median, and the standard deviation of the run‐length distribution. The CMP‐DEWMA control chart is studied not only to detect shifts in each parameter individually but also in both parameters simultaneously. The design parameters of the proposed chart are provided, and through a simulation study, it is shown that the CMP‐DEWMA chart is more effective than the EWMA chart at detecting downward shifts of the process mean. Finally, a real data set is presented to demonstrate the application of the proposed chart.     

Effects of Parameter Estimation on the Multivariate Distribution‐free Phase II Sign EWMA Chart

Multivariate nonparametric control charts can be very useful in practice and have recently drawn a lot of interest in the literature. Phase II distribution‐free (nonparametric) control charts are used when the parameters of the underlying unknown continuous distribution are unknown and can be estimated from a sufficiently large Phase I reference sample. While a number of recent studies have examined the in‐control (IC) robustness question related to the size of the reference sample for both univariate and multivariate normal theory (parametric) charts, in this paper, we study the effect of parameter estimation on the performance of the multivariate nonparametric sign exponentially weighted moving average (MSEWMA) chart. The in‐control average run‐length (ICARL) robustness and the out‐of‐control shift detection performance are both examined. It is observed that the required amount of the Phase I data can be very (perhaps impractically) high if one wants to use the control limits given for the known parameter case and maintain a nominal ICARL, which can limit the implementation of these useful charts in practice. To remedy this situation, using simulations, we obtain the “corrected for estimation” control limits that achieve a desired nominal ICARL value when parameters are estimated for a given set of Phase I data. The out‐of‐control performance of the MSEWMA chart with the correct control limits is also studied. The use of the corrected control limits with specific amounts of available reference sample is recommended. Otherwise, the performance the MSEWMA chart may be seriously affected under parameter estimation. Copyright © 2016 John Wiley & Sons, Ltd.     

On t and EWMA t charts for monitoring changes in the process mean

The performance of an X‐bar chart is usually studied under the assumption that the process standard deviation is well estimated and does not change. This is, of course, not always the case in practice. We find that X‐bar charts are not robust against errors in estimating the process standard deviation or changing standard deviation. In this paper we discuss the use of a t chart and an exponentially weighted moving average (EWMA) t chart to monitor the process mean. We determine the optimal control limits for the EWMA t chart and show that this chart has the desired robustness property. Copyright © 2009 John Wiley & Sons, Ltd.     

Investigating the Impact of Ranked Set Sampling in Nonparametric CUSUM Control Charts

Nonparametric control charts can be useful as an alternative in practice to the data expert when there is a lack of knowledge about the underlying distribution. In this study, a nonparametric cumulative sum (CUSUM) sign control chart for monitoring and detecting possible deviation from the process mean using ranked set sampling is proposed. Ranked set sampling is an effective method when the observations are inexpensive, and measurements are perhaps destructive. The average run length is used as performance measure for the proposed nonparametric CUSUM sign chart. Simulation study shows that the proposed version of the CUSUM sign chart using ranked set sampling generally outperforms than that version of the nonparametric CUSUM sign chart and the parametric CUSUM control chart using simple random sampling scheme. An illustrative example is also provided for practical consideration. Copyright © 2016 John Wiley & Sons, Ltd.     

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.     

A New EWMA Chart Based on Weighted Loss Function for Monitoring the Process Mean and Variance

With the weighted loss function, a new single Exponential Weighted Moving Average (EWMA) chart (WLE chart hereafter for short) is proposed to detect both mean and variance shifts simultaneously. It includes the EWMA control chart based on the semicircle statistic and weighted‐loss‐function control chart as special cases. Numerical studies show that the WLE chart is superior to the weighted‐loss‐function Cumulative Sum (CUSUM) chart when the mean and standard deviation shifts are both small, and offers at least comparable detection ability with the WLC chart in other cases. Compared with the Shiryaev–Roberts chart, the WLE chart has a better or comparable performance except for small and moderate mean shifts. Furthermore, an equivalent form of the WLE chart is developed to diagnose the source and direction of a process change. Copyright © 2014 John Wiley & Sons, Ltd.     

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.     

Detecting the process changes for multivariate nonlinear profile data

In profile monitoring for a multivariate manufacturing process, the functional relationship of the multivariate profiles rarely occurs in linear form, and the real data usually do not follow a multivariate normal distribution. Thus, in this paper, the functional relationship of multivariate nonlinear profile data is described via a nonparametric regression model. We first fit the multivariate nonlinear profile data and obtain the reference profiles through support vector regression (SVR) model. The differences between the observed multivariate nonlinear profiles and the reference profiles are used to calculate the vector of metrics. Then, a nonparametric revised spatial rank exponential weighted moving average (RSREWMA) control chart is proposed in the phase II monitoring. Moreover, a simulation study is conducted to evaluate the detecting performance of our proposed nonparametric RSREWMA control chart under various process shifts using out‐of‐control average run length (ARL₁ ). The simulation results indicate that the SREWMA control chart coupled with the metric of mean absolute deviation (MAD) can be used to monitor the multivariate nonlinear profile data when a common fixed design (CFD) is not applicable in the phase II study. Finally, a realistic multivariate nonlinear profile example is used to demonstrate the usefulness of our proposed RSREWMA control chart and its monitoring schemes.     

A comparative study of memory‐type control charts based on robust scale estimators

Exponential weighted moving average and cumulative sum (CUSUM) control charts are well‐known tool for their effectiveness in detecting small and moderate changes in the process parameters. To detect both large and small shifts, a new control structure is often recommended, named as combined Shewhart‐CUSUM control chart, which combines the advantages of a Shewhart chart with the CUSUM chart. In this paper, we investigate 11 different standard deviation estimators with the structures of these 3 types of control charts for monitoring the process dispersion under normal and contaminated normal environments. By applying Monte Carlo simulations, we compare the performance of these memory charts depending on 4 factors: (1) standard deviation estimator, (2) parent environment, (3) chart type, and (4) change magnitude. Extensive simulations are used to compute and study the run length profiles of these memory charts, including the average, the standard deviation, the several percentiles, and the cumulative distribution function curves of the run length distribution. It turns out that there is a significant difference between the run length distribution of the memory chart with estimated parameters and the analogous case with known parameters, even using the adjusted control limits under normal environment, and the difference is more severe when contaminations are present. This difference is gradually diminished when a large number of Phase I samples is used under normality, but it is not true in the contaminated cases.