共查询到20条相似文献,搜索用时 31 毫秒
1.
ABSTRACTRecently, researchers have tried to design the T2 chart economically to achieve the minimum possible quality cost; however, when T2 chart is designed, it is important to consider multiple scenarios. This research presents the robust economic designs of the T2 chart where there is more than one scenario. An illustrative example is used to demonstrate the effect of the model parameters on the optimal designs. The genetic algorithm optimization method is employed to obtain the optimal designs. Simulation studies show that the robust economic designs of T2 chart are more effective than traditional economic design in practice. 相似文献
2.
This article performs a sensitivity analyses of the synthetic T2 chart using fractional factorial design, which integrates the interaction effects. We are interested in the effects of the input parameters on the optimal cost, chart's parameters, and average run lengths. We also look at the input parameters responsible for the increase in cost and improvement in statistical performance under statistical constraints, and investigate how the input parameters influence the binding effect of the statistical constraints. The sensitivity analyses of the synthetic T2 chart are compared with that of the Hotelling's T2 chart, and parameters responsible for the cost advantage of the synthetic T2 chart are identified. 相似文献
3.
In this article, a multivariate synthetic control chart is developed for monitoring the mean vector of a normally distributed process. The proposed chart is a combination of the Hotelling's T 2 chart and Conforming Run Length chart. The operation, design, and performance of the chart are described. Average run length comparisons between some other existing control charts and the synthetic T 2 chart are presented. They indicate that the synthetic T 2 chart outperforms Hotelling's T 2 chart and T 2 chart with supplementary runs rules. 相似文献
4.
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. 相似文献
5.
《Journal of Statistical Computation and Simulation》2012,82(12):1299-1316
The Hotelling's T 2 control chart, a direct analogue of the univariate Shewhart X¯ chart, is perhaps the most commonly used tool in industry for simultaneous monitoring of several quality characteristics. Recent studies have shown that using variable sampling size (VSS) schemes results in charts with more statistical power when detecting small to moderate shifts in the process mean vector. In this paper, we build a cost model of a VSS T 2 control chart for the economic and economic statistical design using the general model of Lorenzen and Vance [The economic design of control charts: A unified approach, Technometrics 28 (1986), pp. 3–11]. We optimize this model using a genetic algorithm approach. We also study the effects of the costs and operating parameters on the VSS T 2 parameters, and show, through an example, the advantage of economic design over statistical design for VSS T 2 charts, and measure the economic advantage of VSS sampling versus fixed sample size sampling. 相似文献
6.
ABSTRACTEconomic statistical designs aim at minimizing the cost of process monitoring when a specific scenario or a set of estimated process and cost parameters is given. But, in practice the process may be affected by more than one scenario which may lead to severe cost penalties if the wrong design is used. Here, we investigate the robust economic statistical design (RESD) of the T2 chart in an attempt to reduce these cost penalties when there are multiple scenarios. Our method is to employ the genetic algorithm (GA) optimization method to minimize the total expected monitoring cost across all distinct scenarios. We illustrate the effectiveness of the method using two numerical examples. Simulation studies indicate that robust economic statistical designs should be encouraged in practice. 相似文献
7.
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. 相似文献
8.
This article proposes a multivariate control chart, the syn-|S| chart, which comprises a standard |S| subchart and a multivariate synthetic sample generalized variance |S| (synthetic |S|) subchart, for detecting shifts in the covariance matrix of a multivariate normally distributed process. A procedure for the optimal design of the syn-|S| chart by minimizing the average extra quadratic loss is provided. The syn-|S| chart has better overall performance compared to the synthetic |S| chart and the standard |S| chart, based on the zero-state and steady-state modes. An example is given to illustrate the operation of the synthetic |S| chart. 相似文献
9.
Ming Ha Lee 《统计学通讯:模拟与计算》2013,42(10):1785-1793
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. 相似文献
10.
《Journal of Statistical Computation and Simulation》2012,82(15):3068-3092
ABSTRACTQuality control charts have been widely recognized as a potentially powerful statistical process monitoring tool in statistical process control because of their superior ability in detecting shifts in the process parameters. Recently, auxiliary-information-based control charts have been proposed and shown to have excellent speed in detecting process shifts than those based without it. In this paper, we design a new synthetic control chart that is based on a statistic that utilizes information from both the study and auxiliary variables. The proposed synthetic chart encompasses the classical synthetic chart. The construction, optimal design, run length profiles, and the performance evaluation of the new chart are discussed in detail. It turns out that the proposed synthetic chart performs uniformly better than the classical synthetic chart when detecting different kinds of shifts in the process mean under both zero-state and steady-state run length performances. Moreover, with reasonable assumptions, the proposed chart also surpasses the exponentially weighted moving average control chart. An application with a simulated data set is also presented to explain the implementation of the proposed control chart. 相似文献
11.
《Journal of Statistical Computation and Simulation》2012,82(10):2123-2137
Research has shown that applying the T2 control chart by using a variable parameters (VP) scheme yields rapid detection of out-of-control states. In this paper, the problem of economic statistical design of the VP T2control chart is considered as a double-objective minimization problem with the statistical objective being the adjusted average time to signal and the economic objective being expected cost per hour. We then find the Pareto-optimal designs in which the two objectives are met simultaneously by using a multi-objective genetic algorithm. Through an illustrative example, we show that relatively large benefits can be achieved by applying the VP scheme when compared with usual schemes, and in addition, the multi-objective approach provides the user with designs that are flexible and adaptive. 相似文献
12.
Asghar Seif Cédric Heuchenne Erwin Saniga M. B. Moghadam 《Journal of applied statistics》2011,38(11):2459-2469
Recent studies have shown that using variable sampling size and control limits (VSSC) schemes result in charts with more statistical power than variable sampling size (VSS) when detecting small to moderate shifts in the process mean vector. This paper presents an economic-statistical design (ESD) of the VSSC T2 control chart using the general model of Lorenzen and Vance [22]. The genetic algorithm approach is then employed to search for the optimal values of the six test parameters of the chart. We then compare the expected cost per unit of time of the optimally designed VSSC chart with optimally designed VSS and FRS (fixed ratio sampling) T2 charts as well as MEWMA charts. 相似文献
13.
Asghar Seif 《统计学通讯:模拟与计算》2019,48(1):200-218
An economic statistical design model for a T2 chart which uses a variable sample size (VSS) feature is developed in this article. This study mainly differs from the others conducted in the field. In that a new approach is offered to achieve closed form of some statistical criteria. In other words, the proposed formulas can be considered as a better alternative approach in designing the VSS control charts in terms of simplicity and yet providing the users with better optimal solutions. 相似文献
14.
Recent studies have shown that the adaptive T2 chart with two different sampling interval and three sample sizes (SVSSI) shows a good performance in detecting small to large shifts in the process mean. This paper investigates the economic and economic statistical designs of the SVSSI T2 charts. We use the Markov chain approach to developing the cost model proposed by Costa and Rahim (Journal of applied statistics 2001; 28: 875–885). A genetic algorithm approach is used to find the optimal solutions. Using numerical examples, we illustrate the performance of the proposed model and compare the statistical, economic, and economic statistical designs of the SVSSI T2 chart with respect to the economic and statistical criteria. Furthermore, we compare the performance of the SVSSI T2 chart with the other T2 control schemes. 相似文献
15.
ABSTRACTWe present an alternative sampling scheme for the Hotelling's T2 control chart with variable parameters (VP T2) which allows the sampling interval h, the sample size n, and control limit k to vary between minimum and maximum values while keeping the warning line fixed over time. Our method uses only one measurement scale to overcome the difficulties of using two scales in practice. Later, we demonstrate the merits of the method in terms of its performance in detecting small-to-moderate shifts and its ease of application. 相似文献
16.
Poovich Phaladiganon Victoria C. P. Chen Jun-Geol Baek Sun-Kyoung Park 《统计学通讯:模拟与计算》2013,42(5):645-662
Control charts have been used effectively for years to monitor processes and detect abnormal behaviors. However, most control charts require a specific distribution to establish their control limits. The bootstrap method is a nonparametric technique that does not rely on the assumption of a parametric distribution of the observed data. Although the bootstrap technique has been used to develop univariate control charts to monitor a single process, no effort has been made to integrate the effectiveness of the bootstrap technique with multivariate control charts. In the present study, we propose a bootstrap-based multivariate T 2 control chart that can efficiently monitor a process when the distribution of observed data is nonnormal or unknown. A simulation study was conducted to evaluate the performance of the proposed control chart and compare it with a traditional Hotelling's T 2 control chart and the kernel density estimation (KDE)-based T 2 control chart. The results showed that the proposed chart performed better than the traditional T 2 control chart and performed comparably with the KDE-based T 2 control chart. Furthermore, we present a case study to demonstrate the applicability of the proposed control chart to real situations. 相似文献
17.
This paper proposes useful exact bounds for the parameters of the double sampling S2 chart with known process variance and it also investigates the properties of the double sampling S2 chart with estimated process variance, in terms of the average run length, the standard deviation of the run length and the average sample size, providing a numerical comparison with the known process variance case. It also provides guidelines to systematically design the double sampling S2 chart both with known and estimated process variance and proposes two optimal design procedures with estimated process variance, for (a) minimizing the out-of-control average run length and (b) minimizing the out-of-control average sample size. 相似文献
18.
This article proposes a multivariate synthetic control chart for skewed populations based on the weighted standard deviation method. The proposed chart incorporates the weighted standard deviation method into the standard multivariate synthetic control chart. The standard multivariate synthetic chart consists of the Hotelling's T 2 chart and the conforming run length chart. The weighted standard deviation method adjusts the variance–covariance matrix of the quality characteristics and approximates the probability density function using several multivariate normal distributions. The proposed chart reduces to the standard multivariate synthetic chart when the underlying distribution is symmetric. In general, the simulation results show that the proposed chart performs better than the existing multivariate charts for skewed populations and the standard T 2 chart, in terms of false alarm rates as well as moderate and large mean shift detection rates based on the various degrees of skewnesses. 相似文献
19.
Ming Ha Lee 《统计学通讯:理论与方法》2013,42(5):883-897
This study investigates the statistical properties of the adaptive Hotelling's T 2 charts with run rules in which the sample size and sampling interval are allowed to vary according on the current and past sampling points. The adaptive charts include variable sample size (VSS), variable sampling interval (VSI), and variable sample size and sampling interval (VSSI) charts. The adaptive Hotelling's T 2 charts with run rules are compared with the fixed sampling rate Hotelling's T 2 chart with run rules. The numerical results show that the VSS, VSI, and VSSI features improve the performance of the Hotelling's T 2 chart with run rules. 相似文献
20.
Saowanit Sukparungsee Sasigarn Kuvattana Piyapatr Busababodhin Yupaporn Areepong 《统计学通讯:模拟与计算》2018,47(2):413-419
In this paper, we propose five types of copulas on the Hotelling's T2 control chart when observations are from exponential distribution and use the Monte Carlo simulation to compare the performance of the control chart, which is based on the Average Run Length (ARL) for each copula. Five types of copulas function for specifying dependence between random variables are used and measured by Kendall's tau. The results show that the copula approach can be fitted the observation and we can use copula as an option for application on Hotelling's T2 control chart. 相似文献