Monitoring of Location Parameters with a Measurement Error under the Bayesian Approach Using Ranked-Based Sampling Designs with Applications in Industrial Engineering

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.

The control charts with the Ranked Set Sampling (RSS) scheme performs better in detecting shifts in mean and variance of the process compared to the control charts with the Simple Random Sampling scheme (SRS). In this article, we develop a Novel Shewhart type simultaneous univariate control chart (Max Chart) based on the RSS scheme. Since the distribution of the statistics based on the RSS scheme is not known, an alternative approach is taken by using an improved bootstrap method in developing a novel Shewhart type simultaneous control chart based on RSS. The results of the Monte Carlo simulation study show that, when compared to the conventional Max chart based on the SRS scheme, the average run length under out-of-control conditions (ARL1) obtained from that the Improved Bootstrap Max Chart based on the RSS scheme is superior in detecting shifts in mean and variance of the process. A real case example is also given to illustrate the operation and performance of the proposed control chart. Key points:1.A novel Shewhart type simultaneous univariate control chart (Max Chart) based on the RSS scheme is proposed to improve the performance of the of control chart in detecting process shifts.2.The Control limit of Shewhart type simultaneous univariate control chart (Max Chart) based on the RSS scheme was constructed using an Improved Bootstrap method.

The adaptive exponentially weighted moving average (AEWMA) control charts are the advanced form of classical memory control charts used for efficiently monitoring small-to-large shifts in the process parameters (location and/or dispersion). These AEWMA control charts estimate the unknown shifts using exponentially weighted moving average (EWMA) or cumulative sum (CUSUM) control charts statistics. The hybrid EWMA (HEWMA) control chart is preferred over classical memory control charts to detect early shifts in process parameters. So, this study presents a new auxiliary information-based (AIB) AEWMA (IAEWMAAIB) control chart for process location that estimates the unknown location shift using HEWMA statistic. The objective is to develop an unbiased location shift estimator using HEWMA statistic and then adaptively update the smoothing constant. The shift estimation using HEWMA statistic instead of EWMA or CUSUM statistics boosts the performance of the proposed IAEWMAAIB control chart. The Monte Carlo simulation technique is used to get the numerical results. Famous performance evaluation measures like average run length, extra quadratic loss, relative average run length, and performance comparison index are used to evaluate the performance of the proposed chart with existing counterparts. The comparison reveals the superiority of the proposed control chart. Finally, two real-life applications from the glass manufacturing industry and physicochemical parameters of groundwater are considered to show the proposed control chart’s implementation procedure and dominance.

The performance of control charts can be adversely affected when based on parameter estimates instead of known in‐control parameters. Several studies have shown that a large number of phase I observations may be needed to achieve the desired in‐control statistical performance. However, practitioners use different phase I samples and thus different parameter estimates to construct their control limits. As a consequence, there would be in‐control average run length (ARL) variation between different practitioners. This kind of variation is important to consider when studying the performance of control charts with estimated parameters. Most of the previous literature has relied primarily on the expected value of the ARL (AARL) metric in studying the performance of control charts with estimated parameters. Some recent studies, however, considered the standard deviation of the ARL metric to study the performance of control charts. In this paper, the standard deviation of the ARL metric is used to study the in‐control and out‐of‐control performance of the adaptive exponentially weighted moving average (AEWMA) control chart. The performance of the AEWMA chart is then compared with that of the Shewhart and EWMA control charts. The simulation results show that the AEWMA chart might represent a good solution for practitioners to achieve a reasonable amount of ARL variation from the desired in‐control ARL performance. In addition, we apply a bootstrap‐based design approach that provides protection against frequent false alarms without deteriorating too much the out‐of‐control performance. Copyright © 2014 John Wiley & Sons, Ltd.

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.

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.

The article introduces a novel Bayesian AEWMA Control Chart that integrates different loss functions (LFs) like the square error loss function and Linex loss function under an informative prior for posterior and posterior predictive distributions, implemented across diverse ranked set sampling (RSS) designs. The main objective is to detect small to moderate shifts in the process mean, with the average run length and standard deviation of run length serving as performance measures. The study employs a hard bake process in semiconductor production to demonstrate the effectiveness of the proposed chart, comparing it with existing control charts through Monte Carlo simulations. The results underscore the superiority of the proposed approach, particularly under RSS designs compared to simple random sampling (SRS), in identifying out-of-control signals. Overall, this study contributes a comprehensive method integrating various LFs and RSS schemes, offering a more precise and efficient approach for detecting shifts in the process mean. Real-world applications highlight the heightened sensitivity of the suggested chart in identifying out-of-control signals compared to existing Bayesian charts using SRS.

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.

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.

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.

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.

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.

This paper proposes a new np control chart by utilizing the information on the past subgroups through the idea of multiple dependent state sampling. The proposed control chart has two pairs of control limits and their parameters are determined by considering the target in-control average run length (ARL). To check the efficiency of the proposed control chart, the out-of-control ARLs are evaluated for different process shift. The efficiency of the proposed chart is compared with the traditional Shewhart np control chart and the results show that our proposed control chart has a better performance than the traditional np control chart.

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).

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