This study presents an innovative development of the exponentially weighted moving average(EWMA)control chart,explicitly adapted for the examination of time series data distinguished by seasonal autoregressive moving ...This study presents an innovative development of the exponentially weighted moving average(EWMA)control chart,explicitly adapted for the examination of time series data distinguished by seasonal autoregressive moving average behavior—SARMA(1,1)L under exponential white noise.Unlike previous works that rely on simplified models such as AR(1)or assume independence,this research derives for the first time an exact two-sided Average Run Length(ARL)formula for theModified EWMAchart under SARMA(1,1)L conditions,using a mathematically rigorous Fredholm integral approach.The derived formulas are validated against numerical integral equation(NIE)solutions,showing strong agreement and significantly reduced computational burden.Additionally,a performance comparison index(PCI)is introduced to assess the chart’s detection capability.Results demonstrate that the proposed method exhibits superior sensitivity to mean shifts in autocorrelated environments,outperforming existing approaches.The findings offer a new,efficient framework for real-time quality control in complex seasonal processes,with potential applications in environmental monitoring and intelligent manufacturing systems.展开更多
This study aims to examine the explicit solution for calculating the Average Run Length(ARL)on the triple exponentially weighted moving average(TEWMA)control chart applied to autoregressive model(AR(p)),where AR(p)is ...This study aims to examine the explicit solution for calculating the Average Run Length(ARL)on the triple exponentially weighted moving average(TEWMA)control chart applied to autoregressive model(AR(p)),where AR(p)is an autoregressive model of order p,representing a time series with dependencies on its p previous values.Additionally,the study evaluates the accuracy of both explicit and numerical integral equation(NIE)solutions for AR(p)using the TEWMA control chart,focusing on the absolute percentage relative error.The results indicate that the explicit and approximate solutions are in close agreement.Furthermore,the study investigates the performance of exponentially weighted moving average(EWMA)and TEWMA control charts in detecting changes in the process,using the relative mean index(RMI)as a measure.The findings demonstrate that the TEWMA control chart outperforms the EWMA control chart in detecting process changes,especially when the value ofλis sufficiently large.In addition,an analysis using historical data from the SET index between January 2024 and May 2024 and historical data of global annual plastic production,the results of both data sets also emphasize the superior performance of the TEWMA control chart.展开更多
The aim of this study was to establish a control system for saccharification process using quality control charts. To achieve this goal, temperature, pH and brix were measured at 12 minutes intervals for 15 consecutiv...The aim of this study was to establish a control system for saccharification process using quality control charts. To achieve this goal, temperature, pH and brix were measured at 12 minutes intervals for 15 consecutive batches which took 2 hours each. The time variations for three process parameters were assessed to establish a good understanding of the saccharification process. The temperature varied between 58℃ and 62℃ while the pH decreased slowly due to oxidation, values of which varied between 5.7 and 5.0. Brix values increased linearly with time. The initial and final values of the three parameters varied from one batch to another. Of the three parameters, brix was not well represented on the quality control charts due to wide difference between initial and final values during saccharification. The final brix values varied between batches, from 10.6% to 11.6%. The control charts used in this study were X-bar and Range charts. The rules for interpreting control charts were implemented for both X-bar and R charts, results of which showed that the process was out of control, although some rules were not violated due to little number of batches studied. The values of for temperature and pH data (2.27℃ and 0.35, respectively) were lower compared to brix data (11.2%). The corresponding values of span between control limits, SP<sub>x</sub> and SP<sub>R</sub> for temperature and pH were also comparatively lower than those established from brix data. Due to larger values of for brix measurements, the corresponding control charts for brix were insensitive in identifying out-of-control points during saccharification process.展开更多
The identification of control chart patterns is very important in statistical process control. Control chart patterns are categorized as natural and unnatural. The presence of unnatural patterns means that a process i...The identification of control chart patterns is very important in statistical process control. Control chart patterns are categorized as natural and unnatural. The presence of unnatural patterns means that a process is out of statistical control and there are assignable causes for process variation that should be investigated. This paper proposes an artificial neural network algorithm to identify the three basic control chart patterns;natural, shift, and trend. This identification is in addition to the traditional statistical detection of runs in data, since runs are one of the out of control situations. It is assumed that a process starts as a natural pattern and then may undergo only one out of control pattern at a time. The performance of the proposed algorithm was evaluated by measuring the probability of success in identifying the three basic patterns accurately, and comparing these results with previous research work. The comparison showed that the proposed algorithm realized better identification than others.展开更多
To monitor the quality characteristics of a process, appropriate graphical and statistical tools must be used. These tools are capable of showing the evolution over time of the behavior of the quality characteristics ...To monitor the quality characteristics of a process, appropriate graphical and statistical tools must be used. These tools are capable of showing the evolution over time of the behavior of the quality characteristics (measurable or countable) and detecting situations that seem to present certain anomalies. The control chart is one of these tools widely used in quality management. In the process of managing the COVID-19 pandemic, this tool will make it possible to know at all times whether the parameters monitored such as the positivity rate, the recovery rate, and the mortality rate, are under control and to act accordingly. Monitoring cure and mortality rates will also show us the effectiveness of the treatments used.展开更多
Much research effort has been devoted to economic design of X ＆ S control charts,however,there are some problems in usual methods.On the one hand,it is difficult to estimate the relationship between costs and other m...Much research effort has been devoted to economic design of X ＆ S control charts,however,there are some problems in usual methods.On the one hand,it is difficult to estimate the relationship between costs and other model parameters,so the economic design method is often not effective in producing charts that can quickly detect small shifts before substantial losses occur;on the other hand,in many cases,only one type of process shift or only one pair of process shifts are taken into consideration,which may not correctly reflect the actual process conditions.To improve the behavior of economic design of control chart,a cost ＆ loss model with Taguchi＇s loss function for the economic design of X ＆ S control charts is embellished,which is regarded as an optimization problem with multiple statistical constraints.The optimization design is also carried out based on a number of combinations of process shifts collected from the field operation of the conventional control charts,thus more hidden information about the shift combinations is mined and employed to the optimization design of control charts.At the same time,an improved particle swarm optimization（IPSO） is developed to solve such an optimization problem in design of X ＆ S control charts,IPSO is first tested for several benchmark problems from the literature and evaluated with standard performance metrics.Experimental results show that the proposed algorithm has significant advantages on obtaining the optimal design parameters of the charts.The proposed method can substantially reduce the total cost（or loss） of the control charts,and it will be a promising tool for economic design of control charts.展开更多
A new method using discriminant analysis and control charts is proposed for monitoring multivariate process operations more reliably.Fisher discriminant analysis （FDA） is used to derive a feature discriminant direct...A new method using discriminant analysis and control charts is proposed for monitoring multivariate process operations more reliably.Fisher discriminant analysis （FDA） is used to derive a feature discriminant direction （FDD） between each normal and fault operations,and each FDD thus decided constructs the feature space of each fault operation.Individuals control charts （XmR charts） are used to monitor multivariate processes using the process data projected onto feature spaces.Upper control limit （UCL） and lower control limit （LCL） on each feature space from normal process operation are calculated for XmR charts,and are used to distinguish fault from normal.A variation trend on an XmR chart reveals the type of relevant fault operation.Applications to Tennessee Eastman simulation processes show that this proposed method can result in better monitoring performance than principal component analysis （PCA）-based methods and can better identify step type faults on XmR charts.展开更多
在现代生产制造系统中,快速检测制造过程产品质量特性的偏移,对于确保过程稳定运行具有重要作用。基于实时对比(Real Time Contrasts,RTC)方法,以随机森林作为分类器,分别构造了多元过程监控的休哈特(Shewhart)类控制图和指数加权移动平...在现代生产制造系统中,快速检测制造过程产品质量特性的偏移,对于确保过程稳定运行具有重要作用。基于实时对比(Real Time Contrasts,RTC)方法,以随机森林作为分类器,分别构造了多元过程监控的休哈特(Shewhart)类控制图和指数加权移动平均(Exponentially Weighted Moving Average,EWMA)控制图。最后通过仿真实验,对10维和100维多元正态分布过程和2维的非正态过程监控的平均运行链长(Average Run Length,ARL)进行了比较分析,结果表明,基于RTC方法的EWMA控制图在监控高维复杂数据偏移上具有一定的优势。展开更多
基金financially by the National Research Council of Thailand(NRCT)under Contract No.N42A670894.
文摘This study presents an innovative development of the exponentially weighted moving average(EWMA)control chart,explicitly adapted for the examination of time series data distinguished by seasonal autoregressive moving average behavior—SARMA(1,1)L under exponential white noise.Unlike previous works that rely on simplified models such as AR(1)or assume independence,this research derives for the first time an exact two-sided Average Run Length(ARL)formula for theModified EWMAchart under SARMA(1,1)L conditions,using a mathematically rigorous Fredholm integral approach.The derived formulas are validated against numerical integral equation(NIE)solutions,showing strong agreement and significantly reduced computational burden.Additionally,a performance comparison index(PCI)is introduced to assess the chart’s detection capability.Results demonstrate that the proposed method exhibits superior sensitivity to mean shifts in autocorrelated environments,outperforming existing approaches.The findings offer a new,efficient framework for real-time quality control in complex seasonal processes,with potential applications in environmental monitoring and intelligent manufacturing systems.
基金the National Science,Research and Innovation Fund(NSRF)King Mongkuts University of Technology North Bangkok under contract no.KMUTNB-FF-68-B-08.
文摘This study aims to examine the explicit solution for calculating the Average Run Length(ARL)on the triple exponentially weighted moving average(TEWMA)control chart applied to autoregressive model(AR(p)),where AR(p)is an autoregressive model of order p,representing a time series with dependencies on its p previous values.Additionally,the study evaluates the accuracy of both explicit and numerical integral equation(NIE)solutions for AR(p)using the TEWMA control chart,focusing on the absolute percentage relative error.The results indicate that the explicit and approximate solutions are in close agreement.Furthermore,the study investigates the performance of exponentially weighted moving average(EWMA)and TEWMA control charts in detecting changes in the process,using the relative mean index(RMI)as a measure.The findings demonstrate that the TEWMA control chart outperforms the EWMA control chart in detecting process changes,especially when the value ofλis sufficiently large.In addition,an analysis using historical data from the SET index between January 2024 and May 2024 and historical data of global annual plastic production,the results of both data sets also emphasize the superior performance of the TEWMA control chart.
文摘The aim of this study was to establish a control system for saccharification process using quality control charts. To achieve this goal, temperature, pH and brix were measured at 12 minutes intervals for 15 consecutive batches which took 2 hours each. The time variations for three process parameters were assessed to establish a good understanding of the saccharification process. The temperature varied between 58℃ and 62℃ while the pH decreased slowly due to oxidation, values of which varied between 5.7 and 5.0. Brix values increased linearly with time. The initial and final values of the three parameters varied from one batch to another. Of the three parameters, brix was not well represented on the quality control charts due to wide difference between initial and final values during saccharification. The final brix values varied between batches, from 10.6% to 11.6%. The control charts used in this study were X-bar and Range charts. The rules for interpreting control charts were implemented for both X-bar and R charts, results of which showed that the process was out of control, although some rules were not violated due to little number of batches studied. The values of for temperature and pH data (2.27℃ and 0.35, respectively) were lower compared to brix data (11.2%). The corresponding values of span between control limits, SP<sub>x</sub> and SP<sub>R</sub> for temperature and pH were also comparatively lower than those established from brix data. Due to larger values of for brix measurements, the corresponding control charts for brix were insensitive in identifying out-of-control points during saccharification process.
文摘The identification of control chart patterns is very important in statistical process control. Control chart patterns are categorized as natural and unnatural. The presence of unnatural patterns means that a process is out of statistical control and there are assignable causes for process variation that should be investigated. This paper proposes an artificial neural network algorithm to identify the three basic control chart patterns;natural, shift, and trend. This identification is in addition to the traditional statistical detection of runs in data, since runs are one of the out of control situations. It is assumed that a process starts as a natural pattern and then may undergo only one out of control pattern at a time. The performance of the proposed algorithm was evaluated by measuring the probability of success in identifying the three basic patterns accurately, and comparing these results with previous research work. The comparison showed that the proposed algorithm realized better identification than others.
文摘To monitor the quality characteristics of a process, appropriate graphical and statistical tools must be used. These tools are capable of showing the evolution over time of the behavior of the quality characteristics (measurable or countable) and detecting situations that seem to present certain anomalies. The control chart is one of these tools widely used in quality management. In the process of managing the COVID-19 pandemic, this tool will make it possible to know at all times whether the parameters monitored such as the positivity rate, the recovery rate, and the mortality rate, are under control and to act accordingly. Monitoring cure and mortality rates will also show us the effectiveness of the treatments used.
基金supported by Defense Industrial Technology Development Program of China (Grant No. A2520110003)
文摘Much research effort has been devoted to economic design of X ＆ S control charts,however,there are some problems in usual methods.On the one hand,it is difficult to estimate the relationship between costs and other model parameters,so the economic design method is often not effective in producing charts that can quickly detect small shifts before substantial losses occur;on the other hand,in many cases,only one type of process shift or only one pair of process shifts are taken into consideration,which may not correctly reflect the actual process conditions.To improve the behavior of economic design of control chart,a cost ＆ loss model with Taguchi＇s loss function for the economic design of X ＆ S control charts is embellished,which is regarded as an optimization problem with multiple statistical constraints.The optimization design is also carried out based on a number of combinations of process shifts collected from the field operation of the conventional control charts,thus more hidden information about the shift combinations is mined and employed to the optimization design of control charts.At the same time,an improved particle swarm optimization（IPSO） is developed to solve such an optimization problem in design of X ＆ S control charts,IPSO is first tested for several benchmark problems from the literature and evaluated with standard performance metrics.Experimental results show that the proposed algorithm has significant advantages on obtaining the optimal design parameters of the charts.The proposed method can substantially reduce the total cost（or loss） of the control charts,and it will be a promising tool for economic design of control charts.
基金Sponsored by the Scientific Research Foundation for Returned Overseas Chinese Scholars of the Ministry of Education of China
文摘A new method using discriminant analysis and control charts is proposed for monitoring multivariate process operations more reliably.Fisher discriminant analysis （FDA） is used to derive a feature discriminant direction （FDD） between each normal and fault operations,and each FDD thus decided constructs the feature space of each fault operation.Individuals control charts （XmR charts） are used to monitor multivariate processes using the process data projected onto feature spaces.Upper control limit （UCL） and lower control limit （LCL） on each feature space from normal process operation are calculated for XmR charts,and are used to distinguish fault from normal.A variation trend on an XmR chart reveals the type of relevant fault operation.Applications to Tennessee Eastman simulation processes show that this proposed method can result in better monitoring performance than principal component analysis （PCA）-based methods and can better identify step type faults on XmR charts.
文摘在现代生产制造系统中,快速检测制造过程产品质量特性的偏移,对于确保过程稳定运行具有重要作用。基于实时对比(Real Time Contrasts,RTC)方法,以随机森林作为分类器,分别构造了多元过程监控的休哈特(Shewhart)类控制图和指数加权移动平均(Exponentially Weighted Moving Average,EWMA)控制图。最后通过仿真实验,对10维和100维多元正态分布过程和2维的非正态过程监控的平均运行链长(Average Run Length,ARL)进行了比较分析,结果表明,基于RTC方法的EWMA控制图在监控高维复杂数据偏移上具有一定的优势。
