Bayesian Control Chart for Nonconformities

The control chart based on a Poisson distribution has often been used to monitor the number of defects in sampling units. However, many false alarms could be observed due to extra zero counts, especially for high-quality processes. Therefore, some alternatives have been developed to alleviate this problem, one of which is the control chart based on the zero-inflated Poisson distribution. This distribution takes into account the extra zeros present in the data, and yield more accurate results than the Poisson distribution. However, implementing a control chart is often based on the assumption that the parameters are either known or an accurate estimate is available. For a high quality process, an accurate estimate may require a very large sample size, which is seldom available. In this paper the effect of estimation error is investigated. An analytical approximation is derived to compute shift detection probability and run length distribution. The study shows that the false alarm rates are higher than the desirable level for smaller values of the sample size. This is further supported by smaller average run length. In general, the quantitative results from this paper can be utilized to select a minimum size of the initial sample for estimating the control limits so that certain average run length requirements are met.

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.

Part 1 Statistical process control: development of SPC what SPC is and is not online SPC methods off-line process control SPC methodolgy other factors affecting the success of SPC. Part 2 Some basic distributions: attribute data countable data geometric distribution the Normal distribution distributions derived from the Normal distribution application of results testing for normality the Normal approximation to the binomial distribution Normal approximation to the Poisson distribution. Part 3 Process variation: reasons for process variation types of process variation some models for process variation sampling error and measurement error. Part 5 Basic Shewhart control charts for continuous variables: control charts for average level charts for control of (within group) process spread the average run length (ARL) special problems some theoretical results for Shewhart charts charts for control of process spread. Part 6 Extensions to Shewhart charts for one-at-a-time data: one-at-a-time sampling estimation of sigma for one-at-a-time data details of further control charts for control of process average level control of process spread choice of charting method practical use of Shewhart and moving average charts properties of EWMA and MA charts. Part 7 Cumulative sum techniques for continuous variables: CuSum charts - for control of average level, for control of process spread nomogram for CuSums. Part 8 Further theoretical results on control charts for continuous variables: the effect of departures from assumption on moments of x and s(2) Shewhart charts - Markov chain approach cumulative Sum charts charts for control of process spread. Part 9 The design of control charts for specification limits: single specification limits - chart for means double specification limits - high capability processes, an alternative approach. Part 10 Control of discrete data processes: Shewhart charts - for countable data (c and u), for attribute data (np and p) CuSum charts for countable data, for attribute data comparison of Shewhart and CuSum schemes. Part 11 Sampling inspection: classification of inspection plans some properties of sampling plans methods of using sampling plans for attributes. Part 12 Inspection by variables: single specification limit - sigma known, sigma unknown estimation of fraction non-conforming, single specification limit double specification limit - sigma known, sigma unknown multivariate sampling plans. Part 13 Standard sampling systems: statement of method for inspection by attributes inspection by variables International Standards for process and quality control. Part 14 Adaptive sampling plans: CSP-1 and the AOQL criterion theory of CSP-1 the AEDL criterion. (Part contents).

Statistical process control (SPC) is the method that monitors process quality characteristics. Through control charts, one can detect whether the present process malfunction. However, some annoyances may arise while the engineers need to choose appropriately control chart under different levels of process variation. The Shewhart, cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts have been widely used for monitoring semiconductor manufacturing processes. Generally weighted moving average (GWMA) control chart is a new method of SPC, which was proposed by Sheu and Lin (2003). The main objective of this research is using step-by-step procedures to present a comparative study of the monitoring performance for Shewhart, CUSUM, EWMA and GWMA control charts. According to a specified in-control average run length (ARL), we determine the parameters of each control chart based on the Monte Carlo numerical simulation. The setting parameters in each control chart sre displayed and tabulated. While the process means or the process standard deviations are changing in different levels, the performance of each weighted control chart can be then compared by using the ARL. A rule of thumb for selecting better control schemes is provided as a truthfully reference to help engineers in choosing the more appropriate control charts immediately when the assignable causes occurred.

The implementation of Statistical Quality Control (SQC) has been tracked in various areas, such as agriculture, environment, industry, and health services. The employment of SQC methodologies is frequently employed for monitoring and identification of process irregularities across various fields. This research proposes and implements a novel SQC methodology in agricultural areas. A control chart is one of the SQC tools that facilitates real-time monitoring of multiple activities, including agricultural yield, industrial yield, and hospital outcomes. Advanced control charts with symmetrical data are being subjected to the new SQC method, which is suitable for this purpose. This research aims to develop a novel hybrid exponentially weighted moving average control chart for detecting the coefficient of variation (CV) using a repetitive sampling method called the HEWMARS-CV control chart. It is an effective tool for monitoring the mean and variance of a process simultaneously. The HEWMARS-CV control chart used the repetitive sampling scheme to generate two pairs of control limits to enhance the performance of the control chart. The proposed control chart is compared with the classical HEWMA and Shewhart control charts regarding the average run length (ARL) when the data has a normal distribution. The Monte Carlo simulation method is utilized to approximate the ARL values of the proposed control charts to determine their performance. The proposed control chart detects small shifts in CV values more effectively than the existing control chart. An illustrative application related to monitor the wheat yield at Rothamsted Experimental Station in Great Britain is also incorporated to demonstrate the efficiency of the proposed control chart. The efficiency of the proposed HEWMARS-CV control chart on the real data shows that the proposed control chart can detect a shift in the CV of the process, and it is superior to the existing control chart in terms of the average run length.

Measurement error is a usually met distortion factor in real-world applications that influences the outcome of a process. The performance of the control charts can be affected in the presence of measurement error which also leads to erroneous conclusions regarding the average run length. In this paper, we proposed regression estimator-based mixed exponentially weighted moving average-cumulative sum (MxEMCUS) control chart to monitor the process mean and investigate the effect of measurement error on shift detection ability of the proposed control chart. The performance of MxEMCUS control chart is evaluated in the cases of mean shift with and without measurement error. The linear covariate model is used to evaluate the control chart in the presence of measurement error. The case of multiple measurements and linear increasing variance is also investigated in the presence of measurement error. The average run length and standard deviation of run length are used as the performance measuring tool. Based on simulation results, it is concluded that in the presence of measurement error, proposed chart has better performance as compared to other existing charts. An example with real data set is given to demonstrate the implementation of MxEMCUS control chart.

The cumulative sum (CUSUM) control chart can sensitively detect small-to-moderate shifts in the process mean. The average run length (ARL) is a popular technique used to determine the performance of a control chart. Recently, several researchers investigated the performance of processes on a CUSUM control chart by evaluating the ARL using either Monte Carlo simulation or Markov chain. As these methods only yield approximate results, we developed solutions for the exact ARL by using explicit formulas based on an integral equation (IE) for studying the performance of a CUSUM control chart running a long-memory process with exponential white noise. The long-memory process observations are derived from a seasonal fractionally integrated MAX model while focusing on X. The existence and uniqueness of the solution for calculating the ARL via explicit formulas were proved by using Banach's fixed-point theorem. The accuracy percentage of the explicit formulas against the approximate ARL obtained via the numerical IE method was greater than 99%, which indicates excellent agreement between the two methods. An important conclusion of this study is that the proposed solution for the ARL using explicit formulas could sensitively detect changes in the process mean on a CUSUM control chart in this situation. Finally, an illustrative case study is provided to show the efficacy of the proposed explicit formulas with processes involving real data.

Time synchronization of satellite navigation system sets high requirement for integrity of measurements. Conventional integrity monitoring method such as Shewhart control chart and CUSUM control chart are adaptable to specific errors. Shewhart control chart is good at detecting large shift of measurements but can not detect continuous shift. On the contrary, CUSUM control chart can detect continuous small shift of measurements effectively but has large average run length (ARL) when detecting large shift. This paper proposes a combined Shewhart-CUSUM algorithm; this new control chart improves average run length by changing state transition probabilities. We derive ARL of Shewhart-CUSUM control chart in different configuration and research parameter selecting method. Software simulation indicates that combined Shewhart-CUSUM control chart can detect both large and small shifts effectively.

This study investigates the extension of the c-chart control chart to Bayesian methodology, utilizing the gamma distribution to establish control limits. By comparing the performance of the Bayesian approach with that of two existing methods (the traditional frequentist method and the Bayesian with Jeffreys method), we assess its effectiveness in terms of the average run lengths (ARLs) and false alarm rates (FARs). Simulation results indicate that the proposed Bayesian method consistently outperforms the existing techniques, offering larger ARLs and smaller FARs that closely approximate the expected nominal values. While the Bayesian approach excels in most scenarios, challenges may arise with large values of the λ parameter, necessitating adjustments to the hyperparameters of the gamma prior. Specifically, smaller values of the rate parameter are recommended for optimal performance. Overall, our findings suggest that the Bayesian extension of the c-chart provides a promising alternative for enhanced process monitoring and control.

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 control 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 numerical 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 formula 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 health field, such as COVID-19 data in the United Kingdom and Sweden, to demonstrate the efficacy of the proposed method.

In this paper, we study one‐sided control charts based on precedence statistics. Because we focus on the problem of detecting ‘smaller’ lifetime than expected, we consider only one‐sided control charts that have not received much attention in the literature. Alarm rate and average run length are derived when the process is in control and also when the process is out of control for two Lehmann alternatives. On the basis of the alarm rate and average run length, we propose suitable randomized procedures to determine the best precedence control chart. Control charts based on weighted precedence statistics are then studied. The charts developed here are illustrated with coal mining disasters data. Finally, a comparison of the performance of these two charts is made with that of a Wilcoxon–Mann–Whitney control chart and a cumulative sum chart based on the precedence statistic, and some conclusions are drawn. Copyright © 2014 John Wiley & Sons, Ltd.

The moving range control chart is usually established to monitor the variability of the process characteristic for situations where the individuals control chart is applied. In the design of a control chart, the average run length (ARL) of the chart is usually used as an important indicator for evaluating control chart performance. In the present paper, the out-of-control ARL of the moving range chart is investigated using computer simulation. Three types of data are generated for study: normal and independent data, non-normal data, and autocorrelated data, such that the effects of non-normality and autocorrelation on the detection ability of the chart can be investigated. From the simulation results, we find that positive skewness coefficient present in the underlying distribution would produce a shorter out-of-control ARL than the normal data. Also, if we are able to know that the data are positively highly autocorrelated, then “span two” should be used for the operation of the moving range chart to keep the chart's detection ability.

Three statistical control chart methods were investigated to determine the one with the highest detection probability and the best average run length (ARL). The three control charts include the Shewhart control chart of count data, cumulative sum (CUSUM) analysis of count data (Poisson CUSUM), and CUSUM analysis of time-interval (time difference between two consecutive radiation pulses) data (time-interval CUSUM). The time-interval CUSUM (CUSUMti) control chart was compared with the Poisson CUSUM (CUSUMcnt) and the Shewhart control charts with experimental and simulated data. The experimental data were acquired with a DGF-4C (XIA, Inc.) system in list mode. Simulated data were obtained by using Monte Carlo techniques to obtain a random sampling of a Poisson process. All statistical algorithms were developed using R (R Development Core Team). Detection probabilities and ARLs for the three methods were compared. The time-interval CUSUM control chart resulted in a similar detection probability as that of the Poisson CUSUM control chart but had the shortest ARL at relatively higher radiation levels; e.g., about 40% shorter than the Poisson CUSUM at 10.0 counts per second (cps) (five times above the background count rate). Both CUSUM control charts resulted in a higher detection probability than that of the Shewhart control chart; e.g., 100% greater than the Shewhart control method at 4.0 cps (two times above the background count rate). In addition, when time-interval information was used, the CUSUM control chart coupled with a modified runs rule (mrCUSUMti) showed the ability to further reduce the time needed to respond to changes in radiation levels and keep the false positive rate at a required level.

ABSTRACTA new process capability index (PCI) control chart for monitoring the process mean using repetitive sampling is presented. The design of the proposed control chart is based on an unbiased estimator of the process standard deviation for a normally distributed quality characteristic. The formulae for the in-control and out-of-control average run length and the standard deviation of the run length (SDRL) are derived. Tables of in-control and out-of-control average run length (ARL) and SDRL for various shifts, δ are presented. The proposed control chart outperforms existing control chart in detecting relatively small process mean shifts in terms of ARLs and SDRLs. Numerical example is presented to demonstrate the application of the proposed chart.

“Twin metric” control preserves the simple, intuitive graphical features of Shewhart control charts, while incorporating the much improved performance of CUSUM. Two metrics are plotted on the twin metric control chart at each sample interval; the Shewhart value and a simplified CUSUM value. The action limits for the two metrics are numerically identical. The name twin metric emphasizes this identity. Twin metric responsiveness, measured in terms of the average run length (ARL) curve, is several times better than Shewhart control, with or without runs rules to supplement the Shewhart chart. Twin metric enables substantially better response to real process shifts and substantially fewer false alarms compared to Shewhart charts. Discusses the conceptual framework, the arithmetic formulas, and the operational aspects, including estimation of the process standard deviation, estimation of the current process average after a twin metric signal, and monitoring process variability using twin metric control. Provides a table of ARLs for six twin metric options. Gives quantitative performance comparisons comparing twin metric to Shewhart and to combined Shewhart‐CUSUM.