Control Charts for the Generalized Variance Based on Its Predictive Distribution

This article develops a control chart for the generalized variance. A Bayesian approach is used to incorporate parameter uncertainty. Our approach has two stages, (i) construction of the control chart where we use a predictive distribution based on a Bayesian approach to derive the rejection region, and (ii) evaluation of the control chart where we use a sampling theory approach to examine the performance of the control chart under various hypothetical specifications for the data generation model.     

ON THE EVALUATION OF CONTROL CHART LIMITS BASED ON PREDICTIVE DISTRIBUTIONS

ABSTRACT

We propose a Bayesian approach to obtaining control charts when there is parameter uncertainty. Our approach consists of two stages, (i) construction of the control chart where we use a predictive distribution based on a Bayesian approach to derive the rejection region, and (ii) evaluation of the control chart where we use a sampling theory approach to examine the performance of the control chart under various hypothetical specifications for the data generation model.     

Combined Exponentially Weighted Moving Average Charts for the Mean and Variance Based on the Predictive Distribution

This article develops combined exponentially weighted moving average (EWMA) charts for the mean and variance of a normal distribution. A Bayesian approach is used to incorporate parameter uncertainty. We first use a Bayesian predictive distribution to construct the control chart, and we then use a sampling theory approach to evaluate it under various hypothetical specifications for the data generation model. Simulations are used to compare the proposed charts for different values of both the weighing constant for the exponentially weighted moving averages and for the size of the calibration sample that is used to estimate the in-statistical-control process parameters. We also examine the separate performance of the EWMA chart for the variance.     

The Design of the Multivariate Synthetic Exponentially Weighted Moving Average Control Chart

A multivariate synthetic exponentially weighted moving average (MSEWMA) control chart is presented in this study. The MSEWMA control chart consists of a multivariate exponentially weighted moving average (MEWMA) control chart and a conforming run length control chart. The average run length of the MSEWMA control chart is obtained using a Markov chain approach. From the numerical comparisons, it is shown that the MSEWMA control chart is more efficient than the multivariate synthetic T ² control chart and the MEWMA control chart for detecting shifts in the process mean vector.     

Economic design based on a multivariate Bayesian VSI chart with a dual control limit

In this paper, a multivariate Bayesian variable sampling interval (VSI) control chart for the economic design and optimization of statistical parameters is designed. Based on the VSI sampling strategy of a multivariate Bayesian control chart with dual control limits, the optimal expected cost function is constructed. The proposed model allows the determination of the scheme parameters that minimize the expected cost per time of the process. The effectiveness of the Bayesian VSI chart is estimated through economic comparisons with the Bayesian fixed sampling interval and the Hotelling's T² chart. This study is an in-depth study on a Bayesian multivariate control chart with variable parameter. Furthermore, it is shown that significant cost improvement may be realized through the new model.     

Economic and economic–statistical designs of VSI Bayesian control chart using Monte Carlo method and ABC algorithm

The usual practice in using a Bayesian control chart to monitor a process is done by taking samples from the process with fixed sampling intervals. Recent studies on traditional control charts have shown that variable sampling interval (VSI) scheme compared to classical scheme (fixed ratio sampling, FRS) helps practitioners to detect process shifts more quickly. In this paper, the effectiveness of VSI scheme on performance of Bayesian control chart has been studied, based on economic (ED) and economic–statistical designs (ESD). Monte Carlo method and artificial bee colony algorithm have been utilized to obtain optimal design parameters of Bayesian control chart (sample size, sampling intervals, warning limit and control limit) since the statistic of this approach does not have any specified distribution. Finally, VSI Bayesian control chart has been compared to FRS Bayesian and VSI X-bar approaches based on ED and ESD, separately. According to the results, it has been found that the performance of VSI Bayesian scheme is better than FRS Bayesian and VSI X-bar approaches.     

Control Charts for the Mean and Variance based on Changepoint Methodology

This article develops a control chart for the mean and variance of a normal distribution based on changepoint methodology. A Bayesian approach is used to incorporate parameter uncertainty. The resulting control chart plots the probabilities of “no change” as samples become available at the monitoring stage. Average run length considerations are used to set the control limits. Simulations are used to compare the proposed chart with a more traditional Shewhart-type combined control chart for the mean and variance.     

A Semi‐empirical Bayesian Chart to Monitor Weibull Percentiles

This paper develops a Bayesian control chart for the percentiles of the Weibull distribution, when both its in‐control and out‐of‐control parameters are unknown. The Bayesian approach enhances parameter estimates for small sample sizes that occur when monitoring rare events such as in high‐reliability applications. The chart monitors the parameters of the Weibull distribution directly, instead of transforming the data as most Weibull‐based charts do in order to meet normality assumption. The chart uses accumulated knowledge resulting from the likelihood of the current sample combined with the information given by both the initial prior knowledge and all the past samples. The chart is adapting because its control limits change (e.g. narrow) during Phase I. An example is presented and good average run length properties are demonstrated.     

Control Charts for the Variance and Coefficient of Variation Based on Their Predictive Distribution

This article develops a control chart for the variance of a normal distribution and, equivalently, the coefficient of variation of a log-normal distribution. A Bayesian approach is used to incorporate parameter uncertainty, and the control limits are obtained from the predictive distribution for the variance. We evaluate this control chart by examining its performance for various values of the process variance.     

Contributors to a multivariate statistical process control chart signal

A significant practical disadvantage of multivariate statistical process control is that it is difficult to determine which of the monitored variables is responsible for the out-of-control signal. While there have been several proposed techniques and diagnostics, most of these have disadvantages. Rather than an ad hoc selection, we use three approaches to develop a diagnostic for a chi-square chart and generate the same statistic from each approach. Consequently, intuitive interpretations of the diagnostic are provided and previous proposals are simplified by a focus on a single metric.     

Copula-Based Bivariate ZIP Control Chart for Monitoring Rare Events

One difficulty with developing multivariate attribute control charts is the lack of the related joint distribution. So, if it would be possible to generate the joint distribution of two (or more) attribute characteristics, then a bivaraite (or multivariate) attribute control chart can be developed based on Types I and II errors. Copula function is a solution to the matter. In this article, applying the copula function approach, we achieve the joint distribution of two correlated zero inflated Poisson (ZIP) distributions. Then, using this joint distribution, we develop a bivaraite control chart which can be used for monitoring correlated rare events. This copula-based bivariate ZIP control chart is compared with the simultaneous use of two separate univariate ZIP control charts. Based on the average run length (ARL) measure, it is shown that the proposed control chart is much better than the simultaneous use of two separate univariate charts. In addition, a real case study related to the environmental air in a sterilization process is investigated to show the applicability of the developed control chart.     

Generalized Control Charts for Non-Normal Data Using g-and-k Distributions

Statistical control charts are often used in industry to monitor processes in the interests of quality improvement. Such charts assume independence and normality of the control statistic, but these assumptions are often violated in practice. To better capture the true shape of the underlying distribution of the control statistic, we utilize the g-and-k distributions to estimate probability limits, the true ARL, and the error in confidence that arises from incorrectly assuming normality. A sensitivity assessment reveals that the extent of error in confidence associated with control chart decision-making procedures increases more rapidly as the distribution becomes more skewed or as the tails of the distribution become longer than those of the normal distribution. These methods are illustrated using both a frequentist and computational Bayesian approach to estimate the g-and-k parameters in two different practical applications. The Bayesian approach is appealing because it can account for prior knowledge in the estimation procedure and yields posterior distributions of parameters of interest such as control limits.     

Bayesian Estimation of the Change Point Using X¯ Control Chart

The process personnel always seek the opportunity to improve the processes. One of the essential steps for process improvement is to quickly recognize the starting time or the change point of a process disturbance. The proposed approach combines the X¯ control chart with the Bayesian estimation technique. We show that the control chart has some information about the change point and this information can be used to make an informative prior. Then two Bayes estimators corresponding to the informative and a non informative prior along with MLE are considered. Their efficiencies are compared through a series of simulations. The results show that the Bayes estimator with the informative prior is more accurate and more precise when the means of the process before and after the change point time are not too closed. In addition, the efficiency of the Bayes estimator with the informative prior increases as the change point goes away from the origin.     

Multivariate EWMA Control Chart with Adaptive Sample Sizes

Standard multivariate control charts usually employ fixed sample sizes at equal sampling intervals to monitor a process. In this study, a multivariate exponential weighted moving average (MEWMA) chart with adaptive sample sizes is investigated. Performance measure of the adaptive-sample-size MEWMA chart is obtained through a Markov chain approach. The performance of the adaptive-sample-size MEWMA chart is compared with the fixed-sample-size control chart in terms of steady-state average run length for different magnitude of shifts in the process mean. It is shown that the adaptive-sample-size chart is more efficient than the fixed-sample-size MEWMA control chart in detecting shifts in the process mean.     

The effects of measurement error on the MAX EWMAMS control chart

Recently, some researchers suggested using a single chart to monitor both location and scale parameters for a process simultaneously, in order to resolve some difficulties in control chart interpretation arising from the traditional approach. This study focuses on the Maximum Exponentially Weighted Moving Average and Mean Squared deviation (MAX EWMAMS) control chart in the presence of measurement error. An important issue in using this chart is that measurement error adversely affects the performance of the chart. In this study, we investigate the effects of measurement error on the performance of the MAX EWMAMS chart by calculating and comparing the average time to signal (ATS) associated with both the in-control and out-of-control states.     

A mean deviation-based approach to monitor process variability

The study proposes a Shewhart-type control chart, namely an MD chart, based on average absolute deviations taken from the median, for monitoring changes (especially moderate and large changes – a major concern of Shewhart control charts) in process dispersion assuming normality of the quality characteristic to be monitored. The design structure of the proposed MD chart is developed and its comparison is made with those of two well-known dispersion control charts, namely the R and S charts. Using power curves as a performance measure, it has been observed that the design structure of the proposed MD chart is more powerful than that of the R chart and is very close competitor to that of the S chart, in terms of discriminatory power for detecting shifts in the process dispersion. The non-normality effect is also examined on design structures of the three charts, and it has been observed that the design structure of the proposed MD chart is least affected by departure from normality.     

New robust estimators for detecting non-random patterns in multivariate control charts: a simulation approach

In the past decade, different robust estimators have been proposed by several researchers to improve the ability to detect non-random patterns such as trend, process mean shift, and outliers in multivariate control charts. However, the use of the sample mean vector and the mean square successive difference matrix in the T ² control chart is sensitive in detecting process mean shift or trend but less sensitive in detecting outliers. On the other hand, the minimum volume ellipsoid (MVE) estimators in the T ² control chart are sensitive in detecting multiple outliers but less sensitive in detecting trend or process mean shift. Therefore, new robust estimators using both merits of the mean square successive difference matrix and the MVE estimators are developed to modify Hotelling's T ² control chart. To compare the detection performance among various control charts, a simulation approach for establishing control limits and calculating signal probabilities is provided as well. Our simulation results show that a multivariate control chart using the new robust estimators can achieve a well-balanced sensitivity in detecting the above-mentioned non-random patterns. Finally, three numerical examples further demonstrate the usefulness of our new robust estimators.     

Nonparametric control chart based on change-point model

A change-point control chart for detecting shifts in the mean of a process is developed for the case where the nominal value of the mean is unknown but some historical samples are available. This control chart is a nonparametric chart based on the Mann–Whitney statistic for a change in mean and adapted for repeated sequential use. We do not require any knowledge of the underlying distribution such as the normal assumption. Particularly, this distribution robustness could be a significant advantage in start-up or short-run situations where we usually do not have knowledge of the underlying distribution. The simulated results show that our approach has a good performance across the range of possible shifts and it can be used during the start-up stages of the process.      

Synthetic double sampling s chart

This study proposes a synthetic double sampling s chart that integrates the double sampling (DS) s chart and the conforming run length chart. An optimization procedure is proposed to compute the optimal parameters of the synthetic DS s chart. The performance of the synthetic DS s chart is compared with other existing control charts for monitoring process standard deviation. The results show that the synthetic DS s chart is more effective for detecting increases in the process standard deviation for a wide range of shifts. An example is provided to illustrate the operation procedure of the synthetic DS s chart.     

A new double sampling control chart for monitoring process mean using auxiliary information

Statistical quality control charts have been widely accepted as a potentially powerful process monitoring tool because of their excellent speed in tracking shifts in the underlying process parameter(s). In recent studies, auxiliary-information-based (AIB) control charts have shown superior run length performances than those constructed without using it. In this paper, a new double sampling (DS) control chart is constructed whose plotting-statistics requires information on the study variable and on any correlated auxiliary variable for efficiently monitoring the process mean, namely AIB DS chart. The AIB DS chart also encompasses the classical DS chart. We discuss in detail the construction, optimal design, run length profiles, and the performance evaluations of the proposed chart. It turns out that the AIB DS chart performs uniformly better than the DS chart when detecting different kinds of shifts in the process mean. It is also more sensitive than the classical synthetic and AIB synthetic charts when detecting a particular shift in the process mean. Moreover, with some realistic beliefs, the proposed chart outperforms the exponentially weighted moving average chart. An illustrative example is also presented to explain the working and implementation of the proposed chart.