Pub Date : 2023-09-29DOI: 10.1080/16843703.2023.2255764
Nesma A. Saleh, Mahmoud A. Mahmoud, William H. Woodall
ABSTRACTWe show that an auxiliary information based (AIB) cumulative sum (CUSUM) chart is equivalent to a special case of the multivariate CUSUM control chart proposed by J. D. Healy. Due to this equivalence, the limitations and restrictions of the AIB-CUSUM chart also apply to Healy’s multivariate CUSUM chart.KEYWORDS: Auxiliary information-based (AIB) control chartCUSUM chartmultivariate statistical process controlstatistical process monitoring Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationNotes on contributorsNesma A. SalehNesma A. Saleh is an Associate Professor of Statistics at the Department of Statistics, Faculty of Economics and Political Science, Cairo University. She holds her B.Sc. (2009), M.Sc. (2012), and PhD (2016) in statistics from Cairo University. Her main area of interest is statistical quality control.Mahmoud A. MahmoudMahmoud A. Mahmoud is the Vice President of Cairo University. Prior to this, he was the Dean of the Faculty of Economics and Political Science, Cairo University, Vice Dean for Education and Students’ Affairs, and a Professor of Statistics at Cairo University, Faculty of Economics and Political Science. He holds his BS (1992) and MS (1997) in statistics from Cairo University, and PhD (2004) in statistics from Virginia Tech - USA. His primary area of interest is statistical quality control and improvement. He is a member of the Editorial Board of Quality and Reliability Engineering International, and Review of Economics and Political Science (REPS). He is a Deputy Editor-in-Chief in Journal of Humanities and Applied Social Sciences (JHASS).William H. WoodallWilliam H. Woodall is an Emeritus Professor in the Department of Statistics at Virginia Tech. He is a former editor of the Journal of Quality Technology (2001–2003). He is the recipient of the Box Medal (2012), Shewhart Medal (2002), Hunter Award (2019), Youden Prize (1995, 2003), Brumbaugh Award (2000, 2006), Bisgaard Award (2012), Nelson Award (2014), Ott Foundation Award (1987), and best paper award for the IIE Transactions on Quality and Reliability Engineering (1997). He is a Fellow of the American Statistical Association, a Fellow of the American Society for Quality, and an elected member of the International Statistical Institute.
摘要本文证明了基于辅助信息(AIB)累积和(CUSUM)图等价于J. D. Healy提出的多元CUSUM控制图的一个特例。由于这种等价性,AIB-CUSUM图的局限性和限制也适用于Healy的多元CUSUM图。关键词:辅助信息控制(AIB)图表cusum图表多元统计过程控制统计过程监控披露声明作者未报告潜在利益冲突。作者简介:esma A. Saleh,开罗大学经济与政治科学学院统计系统计学副教授。她拥有开罗大学统计学学士学位(2009年)、硕士学位(2012年)和博士学位(2016年)。她的主要研究领域是统计质量控制。Mahmoud A. Mahmoud是开罗大学的副校长。在此之前,他曾任开罗大学经济与政治科学学院院长、教育与学生事务副院长以及开罗大学经济与政治科学学院统计学教授。1992年获得开罗大学统计学学士学位,1997年获得统计学硕士学位,2004年获得美国弗吉尼亚理工大学统计学博士学位。他的主要兴趣领域是统计质量控制和改进。他是《国际质量与可靠性工程》和《经济与政治科学评论》(REPS)编委会成员。任《人文与应用社会科学学报》副总编辑。William H. Woodall,弗吉尼亚理工大学统计系名誉教授,曾任《质量技术杂志》编辑(2001-2003)。他获得了Box奖章(2012年)、Shewhart奖章(2002年)、Hunter奖(2019年)、Youden奖(1995年、2003年)、Brumbaugh奖(2000年、2006年)、Bisgaard奖(2012年)、Nelson奖(2014年)、Ott基金会奖(1987年)和IIE Transactions on Quality and Reliability Engineering(1997年)的最佳论文奖。他是美国统计协会的会员,美国质量学会的会员,以及国际统计学会的当选成员。
{"title":"An equivalence between multivariate cumulative sum control charts","authors":"Nesma A. Saleh, Mahmoud A. Mahmoud, William H. Woodall","doi":"10.1080/16843703.2023.2255764","DOIUrl":"https://doi.org/10.1080/16843703.2023.2255764","url":null,"abstract":"ABSTRACTWe show that an auxiliary information based (AIB) cumulative sum (CUSUM) chart is equivalent to a special case of the multivariate CUSUM control chart proposed by J. D. Healy. Due to this equivalence, the limitations and restrictions of the AIB-CUSUM chart also apply to Healy’s multivariate CUSUM chart.KEYWORDS: Auxiliary information-based (AIB) control chartCUSUM chartmultivariate statistical process controlstatistical process monitoring Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationNotes on contributorsNesma A. SalehNesma A. Saleh is an Associate Professor of Statistics at the Department of Statistics, Faculty of Economics and Political Science, Cairo University. She holds her B.Sc. (2009), M.Sc. (2012), and PhD (2016) in statistics from Cairo University. Her main area of interest is statistical quality control.Mahmoud A. MahmoudMahmoud A. Mahmoud is the Vice President of Cairo University. Prior to this, he was the Dean of the Faculty of Economics and Political Science, Cairo University, Vice Dean for Education and Students’ Affairs, and a Professor of Statistics at Cairo University, Faculty of Economics and Political Science. He holds his BS (1992) and MS (1997) in statistics from Cairo University, and PhD (2004) in statistics from Virginia Tech - USA. His primary area of interest is statistical quality control and improvement. He is a member of the Editorial Board of Quality and Reliability Engineering International, and Review of Economics and Political Science (REPS). He is a Deputy Editor-in-Chief in Journal of Humanities and Applied Social Sciences (JHASS).William H. WoodallWilliam H. Woodall is an Emeritus Professor in the Department of Statistics at Virginia Tech. He is a former editor of the Journal of Quality Technology (2001–2003). He is the recipient of the Box Medal (2012), Shewhart Medal (2002), Hunter Award (2019), Youden Prize (1995, 2003), Brumbaugh Award (2000, 2006), Bisgaard Award (2012), Nelson Award (2014), Ott Foundation Award (1987), and best paper award for the IIE Transactions on Quality and Reliability Engineering (1997). He is a Fellow of the American Statistical Association, a Fellow of the American Society for Quality, and an elected member of the International Statistical Institute.","PeriodicalId":49133,"journal":{"name":"Quality Technology and Quantitative Management","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135243862","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-22DOI: 10.1080/16843703.2023.2259589
Ulduz Mammadova, M.Revan Özkale
ABSTRACTIn this study, we first propose the r-k class estimator in COM-Poisson regression, and then we introduce the Shewhart control chart using the deviance residuals obtained from the r-k class estimator. The performance analysis of the new control chart over maximum likelihood, principal components regression, and ridge-based Shewhart control charts is evaluated via a numerical example and a simulation study by using average run length, the standard deviation of run length, the average alarm rate and percentile of run length criteria when different types of shifts are present in data.KEYWORDS: Conway-Maxwell-Poisson distributionprincipal component regressionprofile monitoringridge estimatorresidual control chartpercentile AcknowledgementsThis work was supported by the Research Fund of Çukurova University, Turkey under Project Number FDK-2019-11935.Disclosure statementNo potential conflict of interest was reported by the author(s).Notes1. If the projection matrix is not idempotent, it is called as quasi-projection matrix (Tripp, Citation1983; Özkale, Citation2013).2. The data set is available in the ‘CountsEPPM’ (Smith & Faddy, Citation2018) package.3. specifically ‘xshewhartrunsrules.crit’ function4. Bold in the table shows the optimum value.Additional informationFundingThis work was supported by the Çukurova Üniversitesi [FDK-2019-11935].Notes on contributorsUlduz MammadovaUlduz Mammadova received her Ph.D. degree in Statistics from Çukurova University, Turkey. Her main research interests are Applied Statistics, Statistical Quality Control, and Regression Analysis.M.Revan ÖzkaleM. Revan Özkale received M.S. and Ph.D. degrees in Statistics from Çukurova University in 2004 and 2007, respectively. She is a full professor at the Department of Statistics, Çukurova University. Her research interest includes Regression Analysis, Machine Learning, High Dimensional Data, Generalized Linear Models, Linear Mixed Models, Shrinkage Estimation, and Statistical Quality Control.
在本研究中,我们首先提出了COM-Poisson回归中的r-k类估计量,然后利用r-k类估计量得到的偏差残差引入了Shewhart控制图。在最大似然、主成分回归和基于脊的Shewhart控制图上,通过数值示例和模拟研究评估了新控制图的性能分析,使用平均运行长度、运行长度的标准偏差、平均报警率和运行长度标准的百分位数,当数据中存在不同类型的变化时。关键词:康威-麦克斯韦-泊松分布;主成分回归剖面监测;脊估计;残差控制;披露声明作者未报告潜在的利益冲突。如果投影矩阵不是幂等的,则称为拟投影矩阵(Tripp, Citation1983;Ozkale Citation2013)。2。该数据集可在“countppm”(Smith & Faddy, Citation2018)包中获得。特别是“xshewhartrunsrules。function4致命一击”。表中粗体表示最优值。本研究得到Çukurova Üniversitesi [FDK-2019-11935]的支持。关于投稿人的说明ulduz Mammadova ulduz Mammadova获得土耳其Çukurova大学统计学博士学位。主要研究方向为应用统计学、统计质量控制和回归分析。revan博士ÖzkaleM。Revan Özkale分别于2004年和2007年获得Çukurova大学统计学硕士和博士学位。她是Çukurova大学统计学系的正教授。她的研究兴趣包括回归分析、机器学习、高维数据、广义线性模型、线性混合模型、收缩估计和统计质量控制。
{"title":"Deviance residual-based Shewhart control chart for monitoring Conway-Maxwell-Poisson profile under the <i>r-k</i> class estimator","authors":"Ulduz Mammadova, M.Revan Özkale","doi":"10.1080/16843703.2023.2259589","DOIUrl":"https://doi.org/10.1080/16843703.2023.2259589","url":null,"abstract":"ABSTRACTIn this study, we first propose the r-k class estimator in COM-Poisson regression, and then we introduce the Shewhart control chart using the deviance residuals obtained from the r-k class estimator. The performance analysis of the new control chart over maximum likelihood, principal components regression, and ridge-based Shewhart control charts is evaluated via a numerical example and a simulation study by using average run length, the standard deviation of run length, the average alarm rate and percentile of run length criteria when different types of shifts are present in data.KEYWORDS: Conway-Maxwell-Poisson distributionprincipal component regressionprofile monitoringridge estimatorresidual control chartpercentile AcknowledgementsThis work was supported by the Research Fund of Çukurova University, Turkey under Project Number FDK-2019-11935.Disclosure statementNo potential conflict of interest was reported by the author(s).Notes1. If the projection matrix is not idempotent, it is called as quasi-projection matrix (Tripp, Citation1983; Özkale, Citation2013).2. The data set is available in the ‘CountsEPPM’ (Smith & Faddy, Citation2018) package.3. specifically ‘xshewhartrunsrules.crit’ function4. Bold in the table shows the optimum value.Additional informationFundingThis work was supported by the Çukurova Üniversitesi [FDK-2019-11935].Notes on contributorsUlduz MammadovaUlduz Mammadova received her Ph.D. degree in Statistics from Çukurova University, Turkey. Her main research interests are Applied Statistics, Statistical Quality Control, and Regression Analysis.M.Revan ÖzkaleM. Revan Özkale received M.S. and Ph.D. degrees in Statistics from Çukurova University in 2004 and 2007, respectively. She is a full professor at the Department of Statistics, Çukurova University. Her research interest includes Regression Analysis, Machine Learning, High Dimensional Data, Generalized Linear Models, Linear Mixed Models, Shrinkage Estimation, and Statistical Quality Control.","PeriodicalId":49133,"journal":{"name":"Quality Technology and Quantitative Management","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136060955","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-20DOI: 10.1080/16843703.2023.2257998
Jingchuan Zhang, Zaiming Liu, Gang Chen
ABSTRACTIn this paper, we propose a queueing-game-theoretic model and analyze the strategic behavior of customers and social optimization in an observable M/G/1 queue, in which arriving customers decide whether to join the system or balk based on a new binary and random reward-cost structure. Each incoming customer to the queue has a relative tolerance time. If the customer’s service does not begin (or end) within his or her relative tolerance time, the customer will incur a cost for his or her waiting. We first derive closed-form solutions for customers’ equilibrium and socially optimal joining strategies using the technique of the Laplace-Stieltjes transform. Furthermore, some representative numerical experiments are performed to visualize the theoretical results. The numerical scenarios illustrate the influence of the relative tolerance time on equilibrium strategy and socially optimal strategy. Finally, we compare the effect of relative tolerance time on social welfare in observable and unobservable queues. The numerical results show that observable queues lead to higher social welfare. This study provides guidance for system providers in designing more economical and sustainable public service systems.KEYWORDS: Observable M/G/1 queueimpatienceequilibrium strategiessocial welfare AcknowledgementsThe authors would like to thank the editor and two reviewers for their constructive and insightful comments and suggestions, which significantly improved the presentation and quality of this paper.Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationFundingThis work is partially supported by the National Natural Science Foundation of China (72201072, 12071487), Guangdong Provincial Philosophy and Social Science Planning Project (GD23XGL072), Scientific Research Fund of Zhejiang Provincial Education Department and Guangdong Basic and Applied Basic Research Foundation (2022B1515120060).Notes on contributorsJingchuan ZhangJingchuan Zhang is currently an assistant professor in Alibaba Business School, Hangzhou Normal University, Hangzhou, China. She received the Ph.D. degree in Mathematics from Central South University, Changsha, China, in 2022. She studied as a visiting Ph.D. candidate in McDonough School of Business, Georgetown University, Washington DC, the United States, from September 2019 to September 2020. Her main scientific interests include operations research, stochastic process, queueing theory, queueing games, and mathematical modeling. She has published several papers in international professional journals such as RAIRO-Operations Research, Operations Research Letters, Journal of Industrial & Management Optimization, etc.Zaiming LiuZaiming Liu is a professor in the School of Mathematics and Statistics, Central South University, Changsha, China. He received the Ph.D. degree in Mathematics from Central South University, Changsha, China, in 1988. He has published three books as a co-author an
{"title":"Analysis of strategic customer behavior in observable <i>M/G/</i> 1 queues with impatience","authors":"Jingchuan Zhang, Zaiming Liu, Gang Chen","doi":"10.1080/16843703.2023.2257998","DOIUrl":"https://doi.org/10.1080/16843703.2023.2257998","url":null,"abstract":"ABSTRACTIn this paper, we propose a queueing-game-theoretic model and analyze the strategic behavior of customers and social optimization in an observable M/G/1 queue, in which arriving customers decide whether to join the system or balk based on a new binary and random reward-cost structure. Each incoming customer to the queue has a relative tolerance time. If the customer’s service does not begin (or end) within his or her relative tolerance time, the customer will incur a cost for his or her waiting. We first derive closed-form solutions for customers’ equilibrium and socially optimal joining strategies using the technique of the Laplace-Stieltjes transform. Furthermore, some representative numerical experiments are performed to visualize the theoretical results. The numerical scenarios illustrate the influence of the relative tolerance time on equilibrium strategy and socially optimal strategy. Finally, we compare the effect of relative tolerance time on social welfare in observable and unobservable queues. The numerical results show that observable queues lead to higher social welfare. This study provides guidance for system providers in designing more economical and sustainable public service systems.KEYWORDS: Observable M/G/1 queueimpatienceequilibrium strategiessocial welfare AcknowledgementsThe authors would like to thank the editor and two reviewers for their constructive and insightful comments and suggestions, which significantly improved the presentation and quality of this paper.Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationFundingThis work is partially supported by the National Natural Science Foundation of China (72201072, 12071487), Guangdong Provincial Philosophy and Social Science Planning Project (GD23XGL072), Scientific Research Fund of Zhejiang Provincial Education Department and Guangdong Basic and Applied Basic Research Foundation (2022B1515120060).Notes on contributorsJingchuan ZhangJingchuan Zhang is currently an assistant professor in Alibaba Business School, Hangzhou Normal University, Hangzhou, China. She received the Ph.D. degree in Mathematics from Central South University, Changsha, China, in 2022. She studied as a visiting Ph.D. candidate in McDonough School of Business, Georgetown University, Washington DC, the United States, from September 2019 to September 2020. Her main scientific interests include operations research, stochastic process, queueing theory, queueing games, and mathematical modeling. She has published several papers in international professional journals such as RAIRO-Operations Research, Operations Research Letters, Journal of Industrial & Management Optimization, etc.Zaiming LiuZaiming Liu is a professor in the School of Mathematics and Statistics, Central South University, Changsha, China. He received the Ph.D. degree in Mathematics from Central South University, Changsha, China, in 1988. He has published three books as a co-author an","PeriodicalId":49133,"journal":{"name":"Quality Technology and Quantitative Management","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136374213","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-16DOI: 10.1080/16843703.2023.2257974
Augusto José da Silva Rodrigues, Flávia Ataide da Motta, Cristiano Alexandre Virginio Cavalcante, Alexandre Ramalho Alberti
ABSTRACTProtection systems are designed so that they can prevent disasters when critical events (demands) occur. These systems are usually inactive and their functionality is only noticeable during a demand or through inspections. Furthermore, the level of deterioration of the system can worsen due to the actions of external events (shocks), which can accelerate the process of its natural wear. Thus, in order to ensure the readiness of such systems, we modeled a hybrid inspection and replacement policy for safety brakes subject to shocks. The policy considers additional inspections beyond the scheduled inspections subject to misclassification. The system is replaced when any inspection indicates that it has failed, either immediately after the Mth inspection, or immediately after the Kth met demand, or immediately after an unmet demand – whichever comes first. Our model is motivated by a real case of a safety brake in a steel mill. We compared this policy with two other classical policies and saw that it has significant cost-saving potential in relation to both. The results indicate how important inspections are for systems with hidden failures and show when the observation of shocks should be prioritized over inspection actions.KEYWORDS: Maintenance modellingshock damagepreventive maintenanceimperfect inspection AcknowledgementsThis study was financed in part by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - Brasil (CAPES) - Finance Code 001. The work of Augusto Rodrigues has been supported by FACEPE (Fundação de Amparo à Ciência e Tecnologia do Estado de Pernambuco). The work of Cristiano Cavalcante and Alexandre Alberti has been supported by the CNPq (Conselho Nacional de Desenvolvimento Científico e Tecnológico).Disclosure statementNo potential conflict of interest was reported by the author(s).Data statementThe data presented in this article were calculated using code written in python. This code calculates the cost-rate using the expressions presented in the paper. A demonstrator of the code can be accessed here: https://augustojsrodrigues-kmt-analytical-code-yxz40z.streamlit.app/. With this code, the reader can verify the results presented and explore new cases.Additional informationFundingThe work was supported by the Conselho Nacional de Desenvolvimento Científico e Tecnológico Conselho Nacional de Desenvolvimento Científico e Tecnológico [CNPq-435591/2018-5]; Coordenação de Aperfeiçoamento de Pessoal de Nível Superior [Finance Code 001]; Fundação de Amparo à Ciência e Tecnologia do Estado de Pernambuco [IBPG-1297-3.08/19].Notes on contributorsAugusto José da Silva RodriguesAugusto José da Silva Rodrigues received his B.Sc. degree (2018) and his M.Sc. degree (2020) in Industrial Engineering from Federal University of Campina Grande (UFCG, Brazil) and Federal University of Pernambuco (UFPE, Brazil), respectively. He is currently a Ph.D student in Industrial Engineering at UFPE. Also, he is a Member of RANDOM (Research G
{"title":"A hybrid maintenance policy for a protection system under internal degradation and shocks: a case study in a steel industry","authors":"Augusto José da Silva Rodrigues, Flávia Ataide da Motta, Cristiano Alexandre Virginio Cavalcante, Alexandre Ramalho Alberti","doi":"10.1080/16843703.2023.2257974","DOIUrl":"https://doi.org/10.1080/16843703.2023.2257974","url":null,"abstract":"ABSTRACTProtection systems are designed so that they can prevent disasters when critical events (demands) occur. These systems are usually inactive and their functionality is only noticeable during a demand or through inspections. Furthermore, the level of deterioration of the system can worsen due to the actions of external events (shocks), which can accelerate the process of its natural wear. Thus, in order to ensure the readiness of such systems, we modeled a hybrid inspection and replacement policy for safety brakes subject to shocks. The policy considers additional inspections beyond the scheduled inspections subject to misclassification. The system is replaced when any inspection indicates that it has failed, either immediately after the Mth inspection, or immediately after the Kth met demand, or immediately after an unmet demand – whichever comes first. Our model is motivated by a real case of a safety brake in a steel mill. We compared this policy with two other classical policies and saw that it has significant cost-saving potential in relation to both. The results indicate how important inspections are for systems with hidden failures and show when the observation of shocks should be prioritized over inspection actions.KEYWORDS: Maintenance modellingshock damagepreventive maintenanceimperfect inspection AcknowledgementsThis study was financed in part by the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - Brasil (CAPES) - Finance Code 001. The work of Augusto Rodrigues has been supported by FACEPE (Fundação de Amparo à Ciência e Tecnologia do Estado de Pernambuco). The work of Cristiano Cavalcante and Alexandre Alberti has been supported by the CNPq (Conselho Nacional de Desenvolvimento Científico e Tecnológico).Disclosure statementNo potential conflict of interest was reported by the author(s).Data statementThe data presented in this article were calculated using code written in python. This code calculates the cost-rate using the expressions presented in the paper. A demonstrator of the code can be accessed here: https://augustojsrodrigues-kmt-analytical-code-yxz40z.streamlit.app/. With this code, the reader can verify the results presented and explore new cases.Additional informationFundingThe work was supported by the Conselho Nacional de Desenvolvimento Científico e Tecnológico Conselho Nacional de Desenvolvimento Científico e Tecnológico [CNPq-435591/2018-5]; Coordenação de Aperfeiçoamento de Pessoal de Nível Superior [Finance Code 001]; Fundação de Amparo à Ciência e Tecnologia do Estado de Pernambuco [IBPG-1297-3.08/19].Notes on contributorsAugusto José da Silva RodriguesAugusto José da Silva Rodrigues received his B.Sc. degree (2018) and his M.Sc. degree (2020) in Industrial Engineering from Federal University of Campina Grande (UFCG, Brazil) and Federal University of Pernambuco (UFPE, Brazil), respectively. He is currently a Ph.D student in Industrial Engineering at UFPE. Also, he is a Member of RANDOM (Research G","PeriodicalId":49133,"journal":{"name":"Quality Technology and Quantitative Management","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135306088","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-16DOI: 10.1080/16843703.2023.2255046
Nirpeksh Kumar, Sonam Jaiswal
ABSTRACTMonitoring both decrease and increase in the process variance has a significant value in effectively implementing any quality improvement program. This paper considers the Phase II two-sided S2-chart with estimated in-control (IC) process variance and evaluates its performance under the conditional perspective. The conditional perspective focuses on the conditional (given parameter estimates) IC run length distribution and its associated properties to evaluate chart’s performance with estimated parameters. Thus, it accounts for the practitioner-to-practitioner variability and, hence, provides a comprehensive understanding of the chart’s performance. To guard against unnecessary false alarms, we design the chart using the exceedance probability criterion under the conditional perspective, which ensures the desired IC performance with a high probability. Furthermore, because the median run length (MRL) is a more suitable representative of run length (RL) distribution, we examine the chart’s performance in terms of the median of the conditional RL distribution. We also discuss the biasedness property of the two-sided S2-chart, which is an outcome of the skewed nature of the charting statistic. It is shown that the proposed MRL-unbiased chart requires about within 500 Phase I observations to achieve a reasonably good IC and OOC performance.KEYWORDS: Average run lengthconditional and unconditional performanceexceedance probability criteriaconditional run lengthunbiasedness AcknowledgementsThe authors thank the anonymous referees and the editor for their valuable comments. First author’s work was supported by the Banaras Hindu University, India under the IoE Scheme (Grant Number 6031). The second author’s work was supported by a Research Fellowship from University Grant Commission (UGC), India within the scope of the doctoral program at the Department of Science and Technology-Centre for Interdisciplinary Mathematical Sciences (DST-CIMS), Banaras Hindu University, Varanasi.Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationFundingThe work was supported by the Banaras Hindu University with grant number IoE-6031.Notes on contributorsNirpeksh KumarNirpeksh Kumar is an associate professor at the Department of Statistics, Banaras Hindu University, Varanasi (BHU), India. He received his Master’s and PhD degree in Statistics from the University of Allahabad, India. He was awarded SARChi Postdoctoral fellowship at the Department of Statistics, University of Pretoria, South Africa. He has published in numerous accredited peer-reviewed journals and has presented his research at several national and international conferences. His research interests include statistical outlier detection, statistical process/quality control, and time series analysis.Sonam JaiswalSonam Jaiswal has an MSc degree in Statistics and Computing from the DST Center for interdisciplinary Mathematical Sciences (DST-CIMS) at BHU,
{"title":"The design of two-sided <i>S</i><sup>2</sup>-chart with estimated in-control process variance based on conditional median run length","authors":"Nirpeksh Kumar, Sonam Jaiswal","doi":"10.1080/16843703.2023.2255046","DOIUrl":"https://doi.org/10.1080/16843703.2023.2255046","url":null,"abstract":"ABSTRACTMonitoring both decrease and increase in the process variance has a significant value in effectively implementing any quality improvement program. This paper considers the Phase II two-sided S2-chart with estimated in-control (IC) process variance and evaluates its performance under the conditional perspective. The conditional perspective focuses on the conditional (given parameter estimates) IC run length distribution and its associated properties to evaluate chart’s performance with estimated parameters. Thus, it accounts for the practitioner-to-practitioner variability and, hence, provides a comprehensive understanding of the chart’s performance. To guard against unnecessary false alarms, we design the chart using the exceedance probability criterion under the conditional perspective, which ensures the desired IC performance with a high probability. Furthermore, because the median run length (MRL) is a more suitable representative of run length (RL) distribution, we examine the chart’s performance in terms of the median of the conditional RL distribution. We also discuss the biasedness property of the two-sided S2-chart, which is an outcome of the skewed nature of the charting statistic. It is shown that the proposed MRL-unbiased chart requires about within 500 Phase I observations to achieve a reasonably good IC and OOC performance.KEYWORDS: Average run lengthconditional and unconditional performanceexceedance probability criteriaconditional run lengthunbiasedness AcknowledgementsThe authors thank the anonymous referees and the editor for their valuable comments. First author’s work was supported by the Banaras Hindu University, India under the IoE Scheme (Grant Number 6031). The second author’s work was supported by a Research Fellowship from University Grant Commission (UGC), India within the scope of the doctoral program at the Department of Science and Technology-Centre for Interdisciplinary Mathematical Sciences (DST-CIMS), Banaras Hindu University, Varanasi.Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationFundingThe work was supported by the Banaras Hindu University with grant number IoE-6031.Notes on contributorsNirpeksh KumarNirpeksh Kumar is an associate professor at the Department of Statistics, Banaras Hindu University, Varanasi (BHU), India. He received his Master’s and PhD degree in Statistics from the University of Allahabad, India. He was awarded SARChi Postdoctoral fellowship at the Department of Statistics, University of Pretoria, South Africa. He has published in numerous accredited peer-reviewed journals and has presented his research at several national and international conferences. His research interests include statistical outlier detection, statistical process/quality control, and time series analysis.Sonam JaiswalSonam Jaiswal has an MSc degree in Statistics and Computing from the DST Center for interdisciplinary Mathematical Sciences (DST-CIMS) at BHU, ","PeriodicalId":49133,"journal":{"name":"Quality Technology and Quantitative Management","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135306094","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-14DOI: 10.1080/16843703.2023.2257988
Abdul Haq
ABSTRACTOccasional outliers that might be a natural part of a process may distort the properties of a control chart. In this paper, we show that a recently proposed adaptive EWMA (AE) mean chart is highly sensitive to the outliers. The false alarm rate of the AE chart increases when the proportion and/or magnitude of the outliers increase and vice versa. In order to circumvent this demerit of the AE chart, we propose a truncated normal distribution-based AE (TAE) chart for monitoring the mean of a normal process in the presence of outliers. The zero-state and steady-state average run-length profiles of the proposed chart are estimated using Monte Carlo simulations. Based on detailed run-length comparisons, it is found that the TAE chart may outperform the existing EWMA chart (based on a truncated normal distribution) when detecting various mean shift sizes of an outlier-prone normal process. Illustrative examples are also included in this study to demonstrate the implementation of the existing and proposed charts.KEYWORDS: Control chartadaptive EWMAMonte Carlo simulationprocess meanrun length propertiesstatistical process control AcknowledgementsThe author is thankful to the associate editor and two anonymous reviewers for providing useful comments that led to an improved version of the article.Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationNotes on contributorsAbdul HaqAbdul Haq is an Associate Professor at the Department of Statistics, Quaid-i-Azam University, Islamabad, Pakistan. His research interest is in Statistical Process Monitoring.
{"title":"An adaptive EWMA mean chart in the presence of outliers","authors":"Abdul Haq","doi":"10.1080/16843703.2023.2257988","DOIUrl":"https://doi.org/10.1080/16843703.2023.2257988","url":null,"abstract":"ABSTRACTOccasional outliers that might be a natural part of a process may distort the properties of a control chart. In this paper, we show that a recently proposed adaptive EWMA (AE) mean chart is highly sensitive to the outliers. The false alarm rate of the AE chart increases when the proportion and/or magnitude of the outliers increase and vice versa. In order to circumvent this demerit of the AE chart, we propose a truncated normal distribution-based AE (TAE) chart for monitoring the mean of a normal process in the presence of outliers. The zero-state and steady-state average run-length profiles of the proposed chart are estimated using Monte Carlo simulations. Based on detailed run-length comparisons, it is found that the TAE chart may outperform the existing EWMA chart (based on a truncated normal distribution) when detecting various mean shift sizes of an outlier-prone normal process. Illustrative examples are also included in this study to demonstrate the implementation of the existing and proposed charts.KEYWORDS: Control chartadaptive EWMAMonte Carlo simulationprocess meanrun length propertiesstatistical process control AcknowledgementsThe author is thankful to the associate editor and two anonymous reviewers for providing useful comments that led to an improved version of the article.Disclosure statementNo potential conflict of interest was reported by the author(s).Additional informationNotes on contributorsAbdul HaqAbdul Haq is an Associate Professor at the Department of Statistics, Quaid-i-Azam University, Islamabad, Pakistan. His research interest is in Statistical Process Monitoring.","PeriodicalId":49133,"journal":{"name":"Quality Technology and Quantitative Management","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134970095","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-05-30DOI: 10.1080/16843703.2023.2219553
Wen Zhong, Liu Liu, Wu Fan
ABSTRACTNonparametric control charts are among the most important tools of statistical process control. Such charts are useful when there is a lack of knowledge about an underlying distribution or its parameters. Most existing nonparametric control charts are used for monitoring location parameters: they may perform poorly when the scale parameters change arbitrarily over time. In this paper, we propose a new nonparametric control chart based on a powerful likelihood ratio test and the exponential weighted moving-average (EWMA) control chart. Its nonparametric property is applied via a consistent series density estimator in the exponential family. The proposed control chart does not require historical reference samples and can be monitored by fixed control limits. The Monte Carlo simulation results show that the proposed control chart performs well in monitoring both mean and variance shifts, especially in monitoring variance or large mean shifts. Furthermore, a real-data example is given to illustrate the effectiveness of the proposed method.KEYWORDS: exponential series density estimatornonparametric likelihood ratiostatistical process controlEWMA control chart AcknowledgementsThe authors thank the Editor, the Associate Editor and the anonymous referees for their many helpful comments that have resulted in significant improvements to the article. This work is supported by grants from the National Natural Science Foundation of China (No. 12075162) and the VC and VR Key Lab of Sichuan Province.Disclosure statementNo potential conflict of interest was reported by the authors.Data availability statementThe data used to support the findings of this study are available from the corresponding author upon request.Additional informationFundingThe work was supported by the National Natural Science Foundation of China (12075162).Notes on contributorsWen ZhongWen Zhong holds the BS degree in Mathematics from Sichuan Normal University. Now, she is pursuing the MS degree in statistics with the school of Mathematics, Sichuan Normal University. Her research interests include quality control and statistical process control.Liu LiuPro. Liu is the dean of the College of Mathematics and Physics at Chengdu University of Technology. He is a professor and a doctoral supervisor. He obtained his PhD degree in Mathematics from Sichuan Normal University and his research interests include big data analysis, statistical process control, and medical statistics.Wu FanFan Wu holds the BS degree in Mathematics from Qingdao University of Science and Technology. Now, He is pursuing the MS degree in statistics with the school of Mathematics, Sichuan Normal University. His research interests include quality control and statistical process control.
{"title":"Nonparametric likelihood ratio-based EWMA control chart","authors":"Wen Zhong, Liu Liu, Wu Fan","doi":"10.1080/16843703.2023.2219553","DOIUrl":"https://doi.org/10.1080/16843703.2023.2219553","url":null,"abstract":"ABSTRACTNonparametric control charts are among the most important tools of statistical process control. Such charts are useful when there is a lack of knowledge about an underlying distribution or its parameters. Most existing nonparametric control charts are used for monitoring location parameters: they may perform poorly when the scale parameters change arbitrarily over time. In this paper, we propose a new nonparametric control chart based on a powerful likelihood ratio test and the exponential weighted moving-average (EWMA) control chart. Its nonparametric property is applied via a consistent series density estimator in the exponential family. The proposed control chart does not require historical reference samples and can be monitored by fixed control limits. The Monte Carlo simulation results show that the proposed control chart performs well in monitoring both mean and variance shifts, especially in monitoring variance or large mean shifts. Furthermore, a real-data example is given to illustrate the effectiveness of the proposed method.KEYWORDS: exponential series density estimatornonparametric likelihood ratiostatistical process controlEWMA control chart AcknowledgementsThe authors thank the Editor, the Associate Editor and the anonymous referees for their many helpful comments that have resulted in significant improvements to the article. This work is supported by grants from the National Natural Science Foundation of China (No. 12075162) and the VC and VR Key Lab of Sichuan Province.Disclosure statementNo potential conflict of interest was reported by the authors.Data availability statementThe data used to support the findings of this study are available from the corresponding author upon request.Additional informationFundingThe work was supported by the National Natural Science Foundation of China (12075162).Notes on contributorsWen ZhongWen Zhong holds the BS degree in Mathematics from Sichuan Normal University. Now, she is pursuing the MS degree in statistics with the school of Mathematics, Sichuan Normal University. Her research interests include quality control and statistical process control.Liu LiuPro. Liu is the dean of the College of Mathematics and Physics at Chengdu University of Technology. He is a professor and a doctoral supervisor. He obtained his PhD degree in Mathematics from Sichuan Normal University and his research interests include big data analysis, statistical process control, and medical statistics.Wu FanFan Wu holds the BS degree in Mathematics from Qingdao University of Science and Technology. Now, He is pursuing the MS degree in statistics with the school of Mathematics, Sichuan Normal University. His research interests include quality control and statistical process control.","PeriodicalId":49133,"journal":{"name":"Quality Technology and Quantitative Management","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135643677","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-26DOI: 10.1080/16843703.2022.2145039
B.P Iskandar, U.S Pasaribu, R Wangsaputra, A Cakravastia, H Husniah
This paper deals with warranty cost analysis for a warranted product protected by lemon laws during the warranty period. The product is declared a lemon if either of two conditions are met: (i) the product has been returned to the dealer k (e.g. k = 4) times to have the failed product fixed, and the manufacturer was unable to repair the problem satisfactorily, or (ii) the product has been out of service more than the prespecified threshold (e.g. 30 days) due to one or more failures. We study two cases – (i) refund and (ii) replacement cases. For (i), if the product turns out to be a lemon then the manufacturer refund the purchase price, and replace with a new one for (ii). Since the complexity involved in the formulation of the expected warranty cost (EWC), a simulation approach is used to evaluate the EWC for the two cases considered. We give numerical examples to illustrate the EWC for refunding and replacement cases and discuss the impact of a reliability and/or quality improvement to reduce the EWC for the two cases.
{"title":"Warranty cost analysis for products protected by Lemon Laws","authors":"B.P Iskandar, U.S Pasaribu, R Wangsaputra, A Cakravastia, H Husniah","doi":"10.1080/16843703.2022.2145039","DOIUrl":"https://doi.org/10.1080/16843703.2022.2145039","url":null,"abstract":"This paper deals with warranty cost analysis for a warranted product protected by lemon laws during the warranty period. The product is declared a lemon if either of two conditions are met: (i) the product has been returned to the dealer k (e.g. k = 4) times to have the failed product fixed, and the manufacturer was unable to repair the problem satisfactorily, or (ii) the product has been out of service more than the prespecified threshold (e.g. 30 days) due to one or more failures. We study two cases – (i) refund and (ii) replacement cases. For (i), if the product turns out to be a lemon then the manufacturer refund the purchase price, and replace with a new one for (ii). Since the complexity involved in the formulation of the expected warranty cost (EWC), a simulation approach is used to evaluate the EWC for the two cases considered. We give numerical examples to illustrate the EWC for refunding and replacement cases and discuss the impact of a reliability and/or quality improvement to reduce the EWC for the two cases.","PeriodicalId":49133,"journal":{"name":"Quality Technology and Quantitative Management","volume":"76 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135996676","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-21DOI: 10.1080/16843703.2021.2021617
Shih-Wen Liu, Zih-Huei Wang
ABSTRACT This article presents a new Spk-based sample-size tightening sampling system by variables inspection for lot determination when the quality characteristic has bilateral specification limits. The proposed system has a flexible switching mechanism between normal and tightened inspection, which is adaptively employed for the occurrence of quality deterioration in submitted lots. The performances of discriminatory power, economy and sensitivity to quality shift of the proposed method are demonstrated by comparing the operating characteristic (OC) curve, average sample number (ASN) and average run length (ARL), respectively, with the existing sampling plans. Furthermore, for practical application, the solved plan parameters under certain quality conditions are tabulated for quick reference, and an example taken from the Multi-layer Ceramic Capacitor (MLCC) industry is studied for illustration.
{"title":"A new Spk -based sample-size tightening sampling system for lot determination","authors":"Shih-Wen Liu, Zih-Huei Wang","doi":"10.1080/16843703.2021.2021617","DOIUrl":"https://doi.org/10.1080/16843703.2021.2021617","url":null,"abstract":"ABSTRACT This article presents a new Spk-based sample-size tightening sampling system by variables inspection for lot determination when the quality characteristic has bilateral specification limits. The proposed system has a flexible switching mechanism between normal and tightened inspection, which is adaptively employed for the occurrence of quality deterioration in submitted lots. The performances of discriminatory power, economy and sensitivity to quality shift of the proposed method are demonstrated by comparing the operating characteristic (OC) curve, average sample number (ASN) and average run length (ARL), respectively, with the existing sampling plans. Furthermore, for practical application, the solved plan parameters under certain quality conditions are tabulated for quick reference, and an example taken from the Multi-layer Ceramic Capacitor (MLCC) industry is studied for illustration.","PeriodicalId":49133,"journal":{"name":"Quality Technology and Quantitative Management","volume":"20 1","pages":"545 - 560"},"PeriodicalIF":2.8,"publicationDate":"2023-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42588669","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-16DOI: 10.1080/16843703.2022.2132452
Kok Ming Chan, Z. L. Chong, A. Mukherjee
ABSTRACT Many existing monitoring schemes in the literature are based on the in-control (IC) average or median run-length. Several Phase-II schemes frequently fail to protect against the high rate of early false alarms. The problem may worsen when the average run-length metric is used, and the scheme is based on unknown and estimated parameters. Early false alarms can be avoided using monitoring schemes based on the lower-order percentiles of the IC run-length distribution. The exponentially weighted moving average (EWMA)-Lepage scheme is presented in this paper. The new design is based on a percentile-based approach that can effectively reduce and control the rate of early false alarms. The run-length properties of the EWMA scheme with the lower-order percentile-based design were investigated and compared with the double EWMA-Lepage and homogeneously weighted moving average-Lepage schemes. Detailed simulation studies show no clear winner among the three schemes for given sample sizes for the unknown shift. Instead, the size of the Phase-I and Phase-II samples heavily influences the choice of a potentially beneficial scheme. A case study on monitoring the time occupation of users on the Google application is presented to demonstrate the design and implementation of lower-percentile-based techniques. Some future research directions are offered.
{"title":"Exponentially weighted moving average Lepage-type schemes based on the lower-order percentile of the run-length metrics and their use in monitoring time-occupancy in Google applications","authors":"Kok Ming Chan, Z. L. Chong, A. Mukherjee","doi":"10.1080/16843703.2022.2132452","DOIUrl":"https://doi.org/10.1080/16843703.2022.2132452","url":null,"abstract":"ABSTRACT Many existing monitoring schemes in the literature are based on the in-control (IC) average or median run-length. Several Phase-II schemes frequently fail to protect against the high rate of early false alarms. The problem may worsen when the average run-length metric is used, and the scheme is based on unknown and estimated parameters. Early false alarms can be avoided using monitoring schemes based on the lower-order percentiles of the IC run-length distribution. The exponentially weighted moving average (EWMA)-Lepage scheme is presented in this paper. The new design is based on a percentile-based approach that can effectively reduce and control the rate of early false alarms. The run-length properties of the EWMA scheme with the lower-order percentile-based design were investigated and compared with the double EWMA-Lepage and homogeneously weighted moving average-Lepage schemes. Detailed simulation studies show no clear winner among the three schemes for given sample sizes for the unknown shift. Instead, the size of the Phase-I and Phase-II samples heavily influences the choice of a potentially beneficial scheme. A case study on monitoring the time occupation of users on the Google application is presented to demonstrate the design and implementation of lower-percentile-based techniques. Some future research directions are offered.","PeriodicalId":49133,"journal":{"name":"Quality Technology and Quantitative Management","volume":"20 1","pages":"577 - 600"},"PeriodicalIF":2.8,"publicationDate":"2023-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46483398","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}