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Trend Autoregressive Model Exact Run Length Evaluation on a Two-Sided Extended EWMA Chart
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作者 Kotchaporn Karoon Yupaporn Areepong Saowanit Sukparungsee 《Computer Systems Science & Engineering》 SCIE EI 2023年第2期1143-1160,共18页
The Extended Exponentially Weighted Moving Average(extended EWMA)control chart is one of the control charts and can be used to quickly detect a small shift.The performance of control charts can be evaluated with the a... The Extended Exponentially Weighted Moving Average(extended EWMA)control chart is one of the control charts and can be used to quickly detect a small shift.The performance of control charts can be evaluated with the average run length(ARL).Due to the deriving explicit formulas for the ARL on a two-sided extended EWMA control chart for trend autoregressive or trend AR(p)model has not been reported previously.The aim of this study is to derive the explicit formulas for the ARL on a two-sided extended EWMA con-trol chart for the trend AR(p)model as well as the trend AR(1)and trend AR(2)models with exponential white noise.The analytical solution accuracy was obtained with the extended EWMA control chart and was compared to the numer-ical integral equation(NIE)method.The results show that the ARL obtained by the explicit formula and the NIE method is hardly different,but the explicit for-mula can help decrease the computational(CPU)time.Furthermore,this is also expanded to comparative performance with the Exponentially Weighted Moving Average(EWMA)control chart.The performance of the extended EWMA control chart is better than the EWMA control chart for all situations,both the trend AR(1)and trend AR(2)models.Finally,the analytical solution of ARL is applied to real-world data in the healthfield,such as COVID-19 data in the United Kingdom and Sweden,to demonstrate the efficacy of the proposed method. 展开更多
关键词 average run length explicit formula extended EWMA chart trend autoregressive model
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Exact Run Length Evaluation on a Two-Sided Modified ExponentiallyWeighted Moving Average Chart for Monitoring 被引量:1
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作者 Piyatida Phanthuna Yupaporn Areepong Saowanit Sukparungsee 《Computer Modeling in Engineering & Sciences》 SCIE EI 2021年第4期23-41,共19页
A modified exponentially weighted moving average (EWMA) scheme is one of the quality control charts suchthat this control chart can quickly detect a small shift. The average run length (ARL) is frequently used for the... A modified exponentially weighted moving average (EWMA) scheme is one of the quality control charts suchthat this control chart can quickly detect a small shift. The average run length (ARL) is frequently used for theperformance evaluation on control charts. This paper proposes the explicit formula for evaluating the average runlength on a two-sided modified exponentially weighted moving average chart under the observations of a first-orderautoregressive process, referred to as AR(1) process, with an exponential white noise. The performance comparisonof the explicit formula and the numerical integral technique is carried out using the absolute relative change forchecking the correct formula and the CPU time for testing speed of calculation. The results show that the ARL ofthe explicit formula and the numerical integral equation method are hardly different, but this explicit formula ismuch faster for calculating the ARL and offered accurate values. Furthermore, the cumulative sum, the classicalEWMA and the modified EWMA control charts are compared and the results show that the latter is better for smalland intermediate shift sizes. In addition, the explicit formula is successfully applied to real-world data in the healthfield as COVID-19 data in Thailand and Singapore. 展开更多
关键词 Explicit formula average run length modified EWMA chart AR(1)process exponential white noise
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Modified DS np Chart Using Generalized Multiple Dependent State Sampling under Time Truncated Life Test
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作者 Wimonmas Bamrungsetthapong Pramote Charongrattanasakul 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第3期2471-2495,共25页
This study presents the design of a modified attributed control chart based on a double sampling(DS)np chart applied in combination with generalized multiple dependent state(GMDS)sampling to monitor the mean life of t... This study presents the design of a modified attributed control chart based on a double sampling(DS)np chart applied in combination with generalized multiple dependent state(GMDS)sampling to monitor the mean life of the product based on the time truncated life test employing theWeibull distribution.The control chart developed supports the examination of the mean lifespan variation for a particular product in the process of manufacturing.Three control limit levels are used:the warning control limit,inner control limit,and outer control limit.Together,they enhance the capability for variation detection.A genetic algorithm can be used for optimization during the in-control process,whereby the optimal parameters can be established for the proposed control chart.The control chart performance is assessed using the average run length,while the influence of the model parameters upon the control chart solution is assessed via sensitivity analysis based on an orthogonal experimental design withmultiple linear regression.A comparative study was conducted based on the out-of-control average run length,in which the developed control chart offered greater sensitivity in the detection of process shifts while making use of smaller samples on average than is the case for existing control charts.Finally,to exhibit the utility of the developed control chart,this paper presents its application using simulated data with parameters drawn from the real set of data. 展开更多
关键词 Modified DS np chart generalizedmultiple dependent state sampling time truncated life test Weibull distribution average run length average sample size
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Memory-Type Control Charts Through the Lens of Cost Parameters
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作者 Sakthiseswari Ganasan You Huay Woon +1 位作者 Zainol Mustafa Dadasaheb G.Godase 《Intelligent Automation & Soft Computing》 SCIE 2023年第4期1-10,共10页
A memory-type control chart utilizes previous information for chart construction.An example of a memory-type chart is an exponentially-weighted moving average(EWMA)control chart.The EWMA control chart is well-known an... A memory-type control chart utilizes previous information for chart construction.An example of a memory-type chart is an exponentially-weighted moving average(EWMA)control chart.The EWMA control chart is well-known and widely employed by practitioners for monitoring small and moderate process mean shifts.Meanwhile,the EWMA median chart is robust against outliers.In light of this,the economic model of the EWMA and EWMA median control charts are commonly considered.This study aims to investigate the effect of cost parameters on the out-of-control average run lengthðARL_(1)Þin implementing EWMA and EWMA median control charts.The economic model was used to compute the ARL_(1) parameter.The 14 input parameters were identified and the analysis was carried out based on the one-parameter-at-a-time basis.When the input parameters change based on a predetermined percentage,the ARL_(1) is affected.According to the results of the EWMA chart,nine input parameters had an effect andfive input parameters had no effect on the ARL_(1) parameter.Further,only seven of the 14 input parameters had an effect on the ARL_(1) of the EWMA median chart.However,the effect of each input parameter on the ARL_(1) was different.Moreover,the ARL_(1) for the EWMA median chart was smaller than the EWMA chart.This analysis is crucial to observe and determine the input parameters that have a significant impact on the ARL_(1) of the EMWA and EWMA median control charts.Hence,practitioners can obtain an overview of the influence of the input parameters on the ARL_(1) when implementing the EWMA and EWMA median control charts. 展开更多
关键词 Economic model average run length memory-type control chart cost parameters statistical quality control
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A New Modified EWMA Control Chart for Monitoring Processes Involving Autocorrelated Data
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作者 Korakoch Silpakob Yupaporn Areepong +1 位作者 Saowanit Sukparungsee Rapin Sunthornwat 《Intelligent Automation & Soft Computing》 SCIE 2023年第4期281-298,共18页
Control charts are one of the tools in statistical process control widely used for monitoring,measuring,controlling,improving the quality,and detecting problems in processes in variousfields.The average run length(ARL)... Control charts are one of the tools in statistical process control widely used for monitoring,measuring,controlling,improving the quality,and detecting problems in processes in variousfields.The average run length(ARL)can be used to determine the efficacy of a control chart.In this study,we develop a new modified exponentially weighted moving average(EWMA)control chart and derive explicit formulas for both one and the two-sided ARLs for a p-order autoregressive(AR(p))process with exponential white noise on the new modified EWMA control chart.The accuracy of the explicit formulas was compared to that of the well-known numerical integral equation(NIE)method.Although both methods were highly consistent with an absolute percentage difference of less than 0.00001%,the ARL using the explicit formulas method could be computed much more quickly.Moreover,the performance of the explicit formulas for the ARL on the new modified EWMA control chart was better than on the modified and standard EWMA control charts based on the relative mean index(RMI).In addition,to illustrate the applicability of using the proposed explicit formulas for the ARL on the new modified EWMA control chart in practice,the explicit formulas for the ARL were also applied to a process with real data from the energy and agriculturalfields. 展开更多
关键词 Autoregressive process new modified EWMA average run length(ARL) numerical integral equation(NIE)
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ON EVALUATING THE RUN LENGTH PROPERTIES OF CHARTS WITH ESTIMATED CONTROL LIMITS 被引量:1
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作者 LI Guoying +3 位作者 YANG Chunyan Siu-Keung TSE 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2002年第4期436-444,共9页
X charts with estimated control limits are commonly used in practice and treated as if the in-control process parameters were known. However, the former can behave quite differently from the latter. To understand the ... X charts with estimated control limits are commonly used in practice and treated as if the in-control process parameters were known. However, the former can behave quite differently from the latter. To understand the differences, it is necessary to study the run length distribution (RLD), its mean (ARL) and standard deviation (SDRL) of the X charts when the control limits are estimated. However, ARL and SDRL are integrals over an infinite region with a boundless integrand, the finiteness has not been proved in literature. In this paper, we show the finiteness and uniform integrability of ARL and SDRL. Furthermore, we numerically evaluate the ARL, SDRL and the RLD using number theory method. A numerical study is conducted to assess the performance of the proposed method and the results are compared with those given by Quesenberry and Chen. 展开更多
关键词 average run length uniform integrability numerical integration number theory method.
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New Hybrid EWMA Charts for Efficient Process Dispersion Monitoring with Application in Automobile Industry
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作者 Xuechen Liu Majid Khan +2 位作者 Zahid Rasheed Syed Masroor Anwar Muhammad Arslan 《Computer Modeling in Engineering & Sciences》 SCIE EI 2022年第5期1171-1195,共25页
The EWMAcharts are thewell-knownmemory-type charts used formonitoring the small-to-intermediate shifts in the process parameters(location and/or dispersion).The hybrid EWMA(HEWMA)charts are enhanced version of the EWM... The EWMAcharts are thewell-knownmemory-type charts used formonitoring the small-to-intermediate shifts in the process parameters(location and/or dispersion).The hybrid EWMA(HEWMA)charts are enhanced version of the EWMA charts,which effectivelymonitor the process parameters.This paper aims to develop two new uppersided HEWMAcharts for monitoring shifts in process variance,i.e.,HEWMA1 and HEWMA2 charts.The design structures of the proposed HEWMA1 and HEWMA2 charts are based on the concept of integrating the features of two EWMAcharts.TheHEWMA1 and HEWMA2charts plotting statistics are developed using one EWMAstatistic as input for the other EWMAstatistic.AMonte Carlo simulations method is used as a computational technique to determine the numerical results for the performance characteristics,such as average run length(ARL),median run length,and standard deviation run length(SDRL)for assessing the performance of the proposed HEWMA1 and HEWMA2 charts.In addition,to evaluate the overall performance of the proposed HEWMA1 and HEWMA2 charts,other numerical measures consisting of the extra quadratic loss(EQL),relative average run length(RARL),and performance comparison index(PCI)are also computed.The proposed HEWMA1 and HEWMA2 charts are compared to some existing charts,such as CH,CEWMA,HEWMA,AEWMAHHW1,HHW2,AIB-EWMA-I,and AIB-EWMA-II charts,on the basis aforementioned numerical measures.The comparison reveals that the proposed HEWMA1 and HEWMA2 charts achieve better detection ability against the existing charts.In the end,a real-life data application is also provided to enhance the implementation of the proposed HEWMA1 and HEWMA2 charts practically. 展开更多
关键词 average run length extra quadratic loss memory-type charts Monte Carlo simulations smoothing parameter
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Control charts for the Pareto distribution
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作者 GUO Bao-cai WANG Bing-xing 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2015年第4期379-396,共18页
The Pareto distribution plays an important role in various areas of research. In this paper, the average run length (ARL) unbiased control charts, which monitor the shape and threshold parameters of the Pareto distr... The Pareto distribution plays an important role in various areas of research. In this paper, the average run length (ARL) unbiased control charts, which monitor the shape and threshold parameters of the Pareto distribution respectively, are proposed when the incontrol parameters are known. The effects of parameter estimation on the performance of the proposed control charts are also studied. Results show that the control charts with the estimated parameters are not suitable to be used in the known parameter case, thus the ARL-unbiased control charts for the shape and threshold parameters with the desired ARLo, which consider the variability of the parameter estimates, are further developed. The performance of the proposed control charts is investigated in terms of the ARL. Finally, an example is given to illustrate the proposed control charts. 展开更多
关键词 Pareto distribution average run length process control unbiased control chart.
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Control Charts for the Shape Parameter of Power Function Distribution under Different Classical Estimators
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作者 Azam Zaka Ahmad Saeed Akhter +1 位作者 Riffat Jabeen Aamir Sanaullah 《Computer Modeling in Engineering & Sciences》 SCIE EI 2021年第6期1201-1223,共23页
In practice,the control charts for monitoring of process mean are based on the normality assumption.But the performance of the control charts is seriously affected if the process of quality characteristics departs fro... In practice,the control charts for monitoring of process mean are based on the normality assumption.But the performance of the control charts is seriously affected if the process of quality characteristics departs from normality.For such situations,we have modified the already existing control charts such as Shewhart control chart,exponentially weighted moving average(EWMA)control chart and hybrid exponentially weighted moving average(HEWMA)control chart by assuming that the distribution of underlying process follows Power function distribution(PFD).By considering the situation that the parameters of PFD are unknown,we estimate them by using three classical estimation methods,i.e.,percentile estimator(P.E),maximum likelihood estimator(MLE)and modified maximum likelihood estimator(MMLE).We construct Shewhart,EWMA and HEWMA control charts based on P.E,MLE and MMLE.We have compared all these control charts using Monte Carlo simulation studies and concluded that HEWMA control chart under MLE is more sensitive to detect an early shift in the shape parameter when the distribution of the underlying process follows power function distribution. 展开更多
关键词 average run length control chart percentile estimator power function distribution
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On-line Recognition of Abnormal Patterns in Bivariate Autocorrelated Process Using Random Forest
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作者 Miao Xu Bo Zhu +1 位作者 Chunmei Chen Yuwei Wan 《Computers, Materials & Continua》 SCIE EI 2022年第10期1707-1722,共16页
It is not uncommon that two or more related process quality characteristics are needed to be monitored simultaneously in production process for most of time.Meanwhile,the observations obtained online are often seriall... It is not uncommon that two or more related process quality characteristics are needed to be monitored simultaneously in production process for most of time.Meanwhile,the observations obtained online are often serially autocorrelated due to high sampling frequency and process dynamics.This goes against the statistical I.I.D assumption in using the multivariate control charts,which may lead to the performance of multivariate control charts collapse soon.Meanwhile,the process control method based on pattern recognition as a non-statistical approach is not confined by this limitation,and further provide more useful information for quality practitioners to locate the assignable causes led to process abnormalities.This study proposed a pattern recognition model using Random Forest(RF)as pattern model to detect and identify the abnormalities in bivariate autocorrelated process.The simulation experiment results demonstrate that the model is superior on recognition accuracy(RA)(97.96%)to back propagation neural networks(BPNN)(95.69%),probability neural networks(PNN)(94.31%),and support vector machine(SVM)(97.16%).When experimenting with simulated dynamic process data flow,the model also achieved better average running length(ARL)and standard deviation of ARL(SRL)than those of the four comparative approaches in most cases of mean shift magnitude.Therefore,we get the conclusion that the RF model is a promising approach for detecting abnormalities in the bivariate autocorrelated process.Although bivariate autocorrelated process is focused in this study,the proposed model can be extended to multivariate autocorrelated process control. 展开更多
关键词 Random Forest bivariate autocorrelated process pattern recognition average run length
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Memory Based Scheme to Monitor Non-Random Small Shift Patterns in Manufacturing Process
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作者 KHAN Mansoor 崔利荣 《Journal of Shanghai Jiaotong university(Science)》 EI 2016年第4期509-512,共4页
Consistent high-quality and defect-free production is the demand of the day. The product recall not only increases engineering and manufacturing cost but also affects the quality and the reliability of the product in ... Consistent high-quality and defect-free production is the demand of the day. The product recall not only increases engineering and manufacturing cost but also affects the quality and the reliability of the product in the eye of users. The monitoring and improvement of a manufacturing process are the strength of statistical process control. In this article we propose a process monitoring memory-based scheme for continuous data under the assumption of normality to detect small non-random shift patterns in any manufacturing or service process.The control limits for the proposed scheme are constructed. The in-control and out-of-control average run length(AVL) expressions have been derived for the performance evaluation of the proposed scheme. Robustness to non-normality has been tested after simulation study of the run length distribution of the proposed scheme, and the comparisons with Shewhart and exponentially weighted moving average(EWMA) schemes are presented for various gamma and t-distributions. The proposed scheme is effective and attractive as it has one design parameter which differentiates it from the traditional schemes. Finally, some suggestions and recommendations are made for the future work. 展开更多
关键词 average run length (AVL) exponentially weighted moving average (EWMA) chart industrial process normal distribution power curve quality control statistical process control
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