Capability index-based control chart for monitoring process mean using repetitive sampling

To detect sustainable changes in the production processes, memory-type control charts are frequently utilized. This study is conducted to assess the performance of the Bayesian adaptive exponentially weighted moving average (AEWMA) control chart using ranked set sampling schemes following two different loss functions in the presence of a measurement error for posterior and posterior predictive distributions using conjugate priors. This study is based on the covariate model and multiple measurement methods in the presence of a measurement error (ME). The performance of the proposed Bayesian-AEWMA control chart with ME has been evaluated through the average run length and the standard deviation of the run length. Finally, a real-life application in semiconductor manufacturing was conducted to evaluate the effectiveness of the proposed Bayesian-AEWMA control chart with a measurement error based on different ranked set sampling schemes. The results demonstrate that the proposed control chart, in the presence of a measurement error, performed well in detecting out-of-control signals compared to the existing control chart. However, the median ranked set sampling scheme (MRSS) proved to be better than the other two schemes in the presence of a measurement error.

Runs rules are used to increase the sensitivity of the Shewhart control chart in detecting small and moderate process mean shifts. Most of the charts incorporating runs rules are designed based on the average run length (ARL). It is known that the shape of the run length distribution changes according to the magnitude of the shift in the process mean, ranging from highly skewed when the process is in-control to approximately symmetric when the shift is large. Since the shape of the run length distribution changes with the magnitude of the shift in the mean, the median run length (MRL) provides a more meaningful explanation about the in-control and out-of-control performances of a control chart. In this article, we propose the design of the revised m-of-k runs rule based on MRL. In addition, the standard deviation of the run length (SDRL) of the revised m-of-k rule will also be studied. The revised m-of-k runs rule, suggested by Antzoulakos and Rakitzis (2008), was originally designed based on ARL. The Markov chain technique is employed to obtain the MRLs. Compared with the standard chart, the MRL results show that the revised rules give better performances for small and moderate mean shifts, while maintaining the same sensitivity towards large mean shifts. The MRL results are in accordance with the results obtained by Antzoulakos and Rakitzis (2008), where the rules are designed based on ARL.

ABSTRACTRuns rules are usually used with Shewhart-type charts to enhance the charts' sensitivities toward small and moderate shifts. Abbas et al. in 2011 took it a step further by proposing two runs rules schemes, applied to the exponentially weighted moving average (EWMA) chart and evaluated their average run length (ARL) performances using simulation. They showed that the proposed schemes are superior to the classical EWMA chart and other schemes being investigated. Besides pointing out some erroneous ARL and standard deviation of the run length (SDRL) computations in Abbas et al., this paper presents a Markov chain approach for computing the ARL, percentiles of the run length (RL) distribution and SDRL, for the two runs rules schemes of Abbas et al. Using Markov chain, we also propose two combined runs rules EWMA schemes to quicken the two schemes of Abbas et al. in responding to large shifts. The runs rules (basic and combined rules) EWMA schemes will be compared with some existing control charting methods, where the former charts are shown to prevail.

Control charts for monitoring the coefficient of variation (γ) are useful for processes with an inconsistent mean (μ) and a standard deviation (σ) which changes with μ, by monitoring the consistency in the ratio σ over μ. The synthetic‐γ chart is one of the charts proposed to monitor γ, and its attractiveness lie in waiting until a second point to fall outside the control limits before a decision is made. However, existing synthetic‐γ charts do not differentiate between the points falling outside the upper control limit (UCL) and lower control limit (LCL). Hence, this paper proposes a side‐sensitive synthetic‐γ chart, where successive nonconforming samples must either fall above the UCL or below the LCL. Formulae to compute the average run length (ARL), the standard deviation of the run length (SDRL) and expected average run length (EARL) are derived using the Markov chain approach, and the algorithms to obtain the optimal charting parameters are proposed. Subsequently, the optimal charting parameters, ARL, SDRL and EARL values for various numerical examples are shown. Comparisons show that the side‐sensitive synthetic‐γ chart consistently outperforms the existing synthetic‐γ chart, especially for small shifts. The proposed chart also consistently outperforms the Shewhart‐γ chart, while showing comparable or better performance than the Exponentially Weighted Moving Average (EWMA) chart for most shift sizes, except for very small shifts. Finally, this paper shows the implementation of the proposed chart on an industrial example.

We improved the ability of the exponentially weighted moving average (EWMA) control chart to detect small shifts in the mean of a long-memory fractionally integrated autoregressive process with an exogenous variable under exponential white noise. We first designed the structure of the control chart and then evaluated its performance in terms of the average run length (ARL) via a simulation study. We first derived an analytical ARL using explicit formulas by solving integral equations and an approximated ARL derived by utilizing the numerical integral equation approach. Banach's fixed-point theorem proved that the analytical ARL exists and is unique. We then compared the out-of-control ARL values using both methods via a simulation study; the out-of-control ARL results for the analytical and approximated ARLs were similar. Moreover, the methods provided comparable accuracy in terms of the percentage difference in expected ARL and standard deviation of the run length. However, the explicit formula approach proved to be more advantageous in terms of faster computational speed and is thus recommended in this situation. An illustrative example using real data is also provided to demonstrate the practicability of the analytical ARL method.

On the average run lengths of quality control schemes using a Markov chain approach

Monitoring Weibull time between event (TBE) processes is essential to avoid deterioration of quality characteristics in various reliability analysis problems. Statistical process monitoring (SPM) charts are widely used to monitor the possible decreasing mean shift. For monitoring such data, many control charts have been proposed in the literature, such as the Weibull exponentially weighted moving average (EWMA) chart, the Weibull cumulative sum (CUSUM) chart, and Mixed EWMA–CUSUM (MEC) chart and Mixed Hybrid EWMA–CUSUM (MHEC) chart. The current investigation revisits their efficacy and compares them with a CUSUM chart based on the generally weighted moving average (GWMA) statistic, labelled as the Mixed GWMA–CUSUM (MGC) chart, to monitor the decreasing mean shift in Weibull TBEs processes. We offer some numerical results based on the Monte‐Carlo simulation, such as average run length (ARL), the standard deviation of the run length (SDRL) and the relative mean index (RMI). Our findings show that the MGC chart often outperforms the existing control charts in detecting small downward shifts. Finally, an illustrative example is given to display the application of the MGC chart for Weibulll data.

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.

Designing of efficient control charts for monitoring manufacturing processes and identifying assignable cause of variations is of constant interest in statistical process control. The present study incorporates neoteric ranked set sampling to design more efficient Shewhart, cumulative sum, and exponentially weighted moving average control charts for monitoring the mean of normal process. Using Monte Carlo simulations, the performance of the proposed charts is evaluated and compared with competing control charts on the basis of average run length and standard deviation of the run length for detection of shift of a specific magnitude. The extra quadratic loss is used to assess the overall performance of the control charts to detect shifts of various magnitudes. To further support the findings, a simulation study is carried out which revealed the supremacy of the proposed control charts over the existing charts. A real data set from a combined cycle power plant is used to demonstrate the application of the proposed control charts.

Statistical method from the viewpoint of quality control: by Walter A. Shewhart. 155 pages, illustrations; 17 × 25 cms. Washington, The Graduate School, Department of Agriculture, 1939

In this study, we propose a design for a control chart for the normal distribution using a modified double sampling scheme. The probability of in control, out of control, the average run length (ARL), and the standard deviation of run length (SDRL) of the proposed control chart is derived. The proposed control chart using the modified double sampling scheme is found to be more efficient in detecting small shifts of a process in comparison with existing, single, and double sampling control charts. The efficiency of the proposed control chart is investigated in terms of ARL and SDRL via simulation and application to a real data set.

The effects of parameter estimation are examined for the well-known c-chart for attributes data. The exact run length distribution is obtained for Phase II applications, when the true average number of non-conformities, c, is unknown, by conditioning on the observed number of non-conformities in a set of reference data (from Phase I). Expressions for various chart performance characteristics, such as the average run length (ARL), the standard deviation of the run length (SDRL) and the median run length (MDRL) are also obtained. Examples show that the actual performance of the chart, both in terms of the false alarm rate (FAR) and the in-control ARL, can be substantially different from what might be expected when c is known, in that an exceedingly large number of false alarms are observed, unless the number of inspection units (the size of the reference dataset) used to estimate c is very large, much larger than is commonly used or recommended in practice. In addition, the actual FAR and the in-control ARL values can be very different from the nominally expected values such as 0.0027 (or ARL0=370), particularly when c is small, even with large amounts of reference data. A summary and conclusions are offered.

The maximum exponentially weighted moving average (MaxEWMA) control charts have gained considerable attention for simultaneously detecting both increases and decreases in the mean and/or dispersion of a process. In this paper, we propose a new auxiliary information‐based (AIB) MaxEWMA control chart, called the AIB‐MaxEWMA chart. The AIB‐MaxEWMA chart encompasses the existing MaxEWMA chart. Extensive Monte Carlo simulations are performed to evaluate the average run length, standard deviation of the run length, and diagnostic abilities of the AIB‐MaxEWMA chart. An extensive comparison reveals that the AIB‐MaxEWMA chart performs uniformly better than the MaxEWMA chart. An example is also used to explain the implementation and working of the AIB‐MaxEWMA chart. Copyright © 2017 John Wiley & Sons, Ltd.

This study develops three surveillance schemes to monitor a two‐step cascade manufacturing operation with reliability data. The designed surveillance schemes, namely, a lower‐sided cumulative sum (CUSUM), exponentially weighted moving average (EWMA) with and without a reflecting barrier, are based on the proportional odd model to account for the dependent structure of the manufacturing operations. The reliability‐based quality variable corresponds to the second step of the operation and is assumed to follow a discrete Weibull distribution. The efficiency of the proposed schemes is evaluated using zero‐state average run length, steady‐state average run length, standard deviation of the run length, and quartiles of run length distribution. In addition, for a better comparison, the analysis is conducted for both censored and uncensored data. The results show that the EWMA chart with a smaller weighting factor, when applied without a reflecting barrier, demonstrates the best performance as compared to its competing counterparts in both censored and uncensored settings. However, the performance of the EWMA chart declines as the weighting factor increases. The efficiency of the proposed schemes deteriorated as the censoring proportion increased. Lastly, the performance of the designed surveillance schemes is illustrated with the real‐world examples.

A new exponentially weighted moving average sign chart using repetitive sampling