摘要:

The traditional use of control charts necessarily assumes the independence of data. It is now recognized that many processes are autocorrelated thus violating the fundamental assumption of independence. As a result, there is a need for a broader approach to SPC when data are time-dependent or autocorrelated. This paper utilizes control charts with fixed control limits for residuals to monitor the performance of a process yielding time-dependent data subject to shifts in the mean and the autocorrelation structure. The effectiveness of the framework is evaluated by an average ran length study of bothX¯and EWMA charts using analytical and simulation techniques. Average run lengths are tabulated for various process disturbance scenarios, and recommendations for the most effective monitoring tool are made. The findings of this research present motivation to extend the traditional paradigms of a shifted process (e.g., mean and/or variance). The results show that decreases in the underlying time series parameters are practically impossible to detect with standard control charts. Furthermore, the practitioner is motivated to employ runs rules since the runs are more likely with time-dependent observations.

ISSN:0740-817X    

DOI:10.1080/07408170008967465

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

摘要:

The early work on multivariate statistical process control was built upon Hotelling'sT2control chart which was developed to simultaneously monitor the means of correlated quality variables. This chart, however, has a drawback, namely, the problem of identifying the responsible variable(s) when an out-of-control signal occurs. One alternative is to use a separateX¯control chart for each individual characteristic with equal risks, based on Bonferroni inequality. In this study, we show that, from an economic perspective, it may be desirable to have unequal type I risks for the individual charts, because of different inspection and restoration costs associated with each variable. We obtain their risk ratios, which are measures of relative importance of the variables monitored. Then, based on these risk ratios, we develop computer algorithms for finding the exact control limits for individual variables from a multinormal distribution, in the sense that the overall type I risk of the charts is equal to the desired value. Numerical studies show that the proposed methods give optimal or near-optimal results from an economic as well as statistical point of view.

ISSN:0740-817X    

DOI:10.1080/07408170008967466

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

摘要:

An asymmetric tolerance design occurs when deviation (from the ideal target) of a quality characteristic in one direction is more harmful than in the opposite direction. Asymmetric tolerances are common in many manufacturing processes. Traditionally, the designer of a manufactured component either would choose the smaller tolerance as the tolerance for both sides of the ideal target, or would set a process mean at the middle of the tolerances. Both methods fail to minimize the expected value of Taguchi's societal quality losses when the quality loss function is asymmetric. Linear and quadratic quality loss functions are considered to determine the optimal value of a process mean that minimizes the expected value of the quality loss function. Also, a quality loss model involving a pokayoke defect prevention procedure is investigated.

ISSN:0740-817X    

DOI:10.1080/07408170008967467

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

摘要:

Electricity cannot be conviently stored. Thus there should be sufficient production at all times to meet the demand for electric power. If a low-cost generating unit fails this will lead to its substitution by a higher cost unit. The cost of producing electric power is a random variable because it depends upon two uncertain quantities, demand and the availability of the generating units. Analytical computation of the mean and the variance of the production costs can become quite cumbersome and time consuming for large systems, and therefore Monte Carlo simulation becomes an attractive alternative. A simulation study based on time series analysis of actual load data is described in which the primary objective was to determine the respective contributions of the demand and the generator availabilities to the variability of the estimates of the production cost. A secondary objective was to find out the extent to which an accurate temperature forecast reduces this variability. The results show that demand is a significant source of variation, and an accurate temperature forecast mitigates the effect of load uncertainty in the forecast of production costs.

ISSN:0740-817X    

DOI:10.1080/07408170008967468

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

摘要:

Traditional Shewhart-type control charts ignore the skewness of the plotted statistic. Occasionally, the skewness is too large to be ignored, and in such cases the classical Shewhart chart ceases to deliver satisfactory performance. In this paper, we develop a general framework for constructing Shewhart-like control charts for attributes based on fitting a quantile function that preserves all first three moments of the plotted statistic. Furthermore, these moments enter explicitly into the formulae for calculating the limits. To enhance the accuracy of these limits the value of the skewness measure used in the calculations is inflated by 44%. This inflation rate delivers accurate control limits for diversely-shaped attribute distributions like the binomial, the Poisson, the geometric and the negative binomial. A new control chart for theM/M/Squeueing model is developed and its performance evaluated.

ISSN:0740-817X    

DOI:10.1080/07408170008967469

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

摘要:

Maximum likelihood estimators have been developed for the gamma distribution when there is missing time-to-failure information. Data sets with missing time-to-failure data can arise from field data collection systems that rely on recorded observations of the system by the operators and maintenance personnel. In many regards, this type of data is highly desirable because it implicitly accounts for all actual usage and environmental stresses. Unfortunately the component times-to-failure are not always recorded for fielded systems because of a lack of elapsed time meters, unsatisfactory data reporting requirements, or incomplete or lost information. When only data of this type is available, it creates a non-standard form of da'ta censoring and it has generally not been possible to fit most common time-to-failure distributions. Reliability practitioners have sometimes made unsubstantiated simplifying assumptions so the data can be used. In this paper, a more rigorous approach is presented. Maximum likelihood estimators are derived and demonstrated for the gamma distribution based on merged data records where the individual failure times have not been recorded. These results are important because the gamma distribution can model diverse time-to-failure behavior. This provides a particularly useful tool for data sets that may otherwise not be satisfactorily analyzed.

ISSN:0740-817X    

DOI:10.1080/07408170008967470

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor

ISSN:0740-817X    

DOI:10.1080/07408170008967471

出版商:Taylor & Francis Group    

年代:2000

数据来源: Taylor