Principles of system SPC. Spreading effects influencing the production process. Aplication of SPC to operation conditions. Proposal of SPC methodics for a spindle production line. Testing SPC methodics in operative conditions. Processing and interpretation of regulation cards. Total of results and suggestioning measure.

Dentro del contenido de este documento se desarrolla una propuesta para incrementar la producción de cuadernos en la línea R17de la empresa Panasa, aplicando la metodología RCM. En el capítulo 1 se presenta una revisión bibliográfica de los temas principales sobre los que se fundamenta la propuesta de mejora: el sector papelero en el Perú, la evolución del mantenimiento, definición de términos, tipos de mantenimiento, técnicas de mantenimiento avanzado (RCM, TPM), costos de mantenimiento, indicadores, herramientas de mejora continua y casos de éxitos en la implementación del RCM. En el capítulo 2 se realiza una descripción general de la empresa (reseña histórica, misión, visión, valores, organigrama, productos, clientes, ventas y el proceso productivo) para finalmente llegar al detalle de la situación actual. Luego se describe y cuantifica el principal problema que afecta al cumplimiento del plan de producción anual, posteriormente se hace el análisis de causa raíz para identificar las principales causas que están generando el problema. En el capítulo 3 se evalúa tres posibles soluciones para el problema (RCM, TPM, CBM), para la elección de la metodología a aplicar se hace uso del ranking de factores y se desarrolla cada una de las fases del RCM. En el capítulo 4 se valida la propuesta para lo cual se hace un modelamiento del proceso actual y propuesto utilizando el Software de simulación ARENA, también se hace una evaluación económica-financiera para determinar la viabilidad del proyecto. El cierre de la tesis se da mediante la presentación de las conclusiones y recomendaciones. / This document develops a proposal to increase the production of notebooks in the R17 line of the Panasa company, applying the RCM methodology. Chapter 1 presents a bibliographic review of the main topics on which the proposal for improvement is based: the paper industry in Peru, the evolution of maintenance, definition of terms, types of maintenance, advanced maintenance techniques (RCM, TPM), maintenance costs, indicators, continuous improvement tools and success stories in the implementation of the RCM. In Chapter 2 a general description of the company (historical review, mission, vision, values, organization chart, products, customers, sales and the production process) is made to finally get to the detail of the current situation. Then the main problem that affects the fulfillment of the annual production plan is described and quantified, then the root cause analysis is done to identify the main causes that are generating the problem. Chapter 3 evaluates three possible solutions to the problem (RCM, TPM, CBM), for the choice of the methodology to be applied, the ranking of factors is used and each phase of the RCM is developed. Chapter 4 validates the proposal for which a modeling of the current and proposed process is done using the ARENA simulation software, an economic-financial evaluation is also made to determine the viability of the project. The thesis is closed by presenting the conclusions and recommendations. / Tesis

Aldrig har det varit lika aktuellt med hållbar teknologi som idag. Behovet av bättre miljöpåverkan inom alla områden har snabbt ökat och energikonsumtionen är ett av dem. En enkel lösning för automatisk kontroll av energikonsumtionen i smarta hem är genom mjukvara. Med dagens IoT teknologi och maskinlärningsmodeller utvecklas den mjukvarubaserade hållbara livsstilen allt mer. För att kontrollera ett hushålls energikonsumption måste plötsligt avvikande beteenden detekteras och regleras för att undvika onödig konsumption. Detta examensarbete använder en tidsserie av temperaturdata för att implementera detektering av anomalier. Fyra modeller implementerades och testades; en linjär regressionsmodell, Pandas EWM funktion, en EWMA modell och en PEWMA modell. Varje modell testades genom att använda dataset från nio olika lägenheter, från samma tidsperiod. Därefter bedömdes varje modell med avseende på Precision, Recall och F-measure, men även en ytterligare bedömning gjordes för linjär regression med R^2-score. Resultaten visar att baserat på noggrannheten hos varje modell överträffade PEWMA de övriga modellerna. EWMA modeller var något bättre än den linjära regressionsmodellen, följt av Pandas egna EWM modell. / Today's society has become more aware of its surroundings and the focus has shifted towards green technology. The need for better environmental impact in all areas is rapidly growing and energy consumption is one of them. A simple solution for automatically controlling the energy consumption of smart homes is through software. With today's IoT technology and machine learning models the movement towards software based ecoliving is growing. In order to control the energy consumption of a household, sudden abnormal behavior must be detected and adjusted to avoid unnecessary consumption. This thesis uses a time-series data set of temperature data for implementation of anomaly detection. Four models were implemented and tested; a Linear Regression model, Pandas EWM function, an exponentially weighted moving average (EWMA) model and finally a probabilistic exponentially weighted moving average (PEWMA) model. Each model was tested using data sets from nine different apartments, from the same time period. Then an evaluation of each model was conducted in terms of Precision, Recall and F-measure, as well as an additional evaluation for Linear Regression, using R^2 score. The results of this thesis show that in terms of accuracy, PEWMA outperformed the other models. The EWMA model was slightly better than the Linear Regression model, followed by the Pandas EWM model.

In this dissertation, we study two important problems related to additive manufacturing (AM). In the first part, we investigate the economic feasibility of using AM to fabricate biomedical implants at the sites of hospitals AM versus traditional manufacturing (TM). We propose a cost model to quantify the supply-chain level costs associated with the production of biomedical implants using AM technology, and formulate the problem as a two-stage stochastic programming model, which determines the number of AM facilities to be established and volume of product flow between manufacturing facilities and hospitals at a minimum cost. We use the sample average approximation (SAA) approach to obtain solutions to the problem for a real-world case study of hospitals in the state of Mississippi. We find that the ratio between the unit production costs of AM and TM (ATR), demand and product lead time are key cost parameters that determine the economic feasibility of AM. In the second part, we investigate the AM facility deployment approaches which affect both the supply chain network cost and the extent of benefits derived from AM. We formulate the supply chain network cost as a continuous approximation model and use optimization algorithms to determine how centralized or distributed the AM facilities should be and how much raw materials these facilities should order so that the total network cost is minimized. We apply the cost model to a real-world case study of hospitals in 12 states of southeastern USA. We find that the demand for biomedical implants in the region, fixed investment cost of AM machines, personnel cost of operating the machines and transportation cost are the major factors that determine the optimal AM facility deployment configuration. In the last part, we propose an enhanced sample average approximation (eSAA) technique that improves the basic SAA method. The eSAA technique uses clustering and statistical techniques to overcome the sample size issue inherent in basic SAA. Our results from extensive numerical experiments indicate that the eSAA can perform up to 699% faster than the basic SAA, thereby making it a competitive solution approach of choice in large scale stochastic optimization problems.

I Sverige användes det år 2010 ca 907 miljoner kubikmeter dricksvatten från kommunala uttag. Allt detta vatten måste kunna transporteras, vilket görs genom vattenledningar. För att dimensionera dessa krävs att man vet hur mycket vatten som skall distribueras och hur det varierar bl.a. beroende på när under dygnet, veckan och året som uttag sker. Vid dagens tillvägagångssätt för dimensionering av vattenledningar till nya områden använder man bland annat typexempel på förbrukningsvariationer under dygnet för ett liknande område. Dessutom används erfarenhetsbaserade värden på maxtim- och maxdygnsfaktorer. Dagens dimensioneringsätt har ej kunnat säkerställas på grund av otillräcklig och bristfälligt detaljerad data över förbrukningsmängd. Syftet med detta arbete är att säkerställa eller motbevisa dagens dimensioneringssätt. För att kontrollera dagens dimensioneringssätt har vi använt mätdata från Norrvatten och tagit fram nya dimensioneringsfaktorer. Genom att mäta vattenförbrukningen för 13 kommuner och jämföra mot varandra med hänsyn till invånarantal och fördelning över förbrukarkategorier har vi kunnat få ut olika dimensioneringsfaktorer. Examensarbetet har påvisat ett behov av en uppdatering vad gäller maxtim- och maxdygnsfaktorer. För att vidare studera faktorerna bör ett system införas för att kontrollera hur stor del av vattenförbrukningen som förbrukas av respektive förbrukarkategori på ett mer detaljerat sätt. / In Sweden, 2010, approximately 907 million cubic meters of drinking water was withdrawn from municipalities. All of this water must be transported, which is done through water pipes. To dimension these it requires that we know how much water that is to be distributed and it varies among others depending on the time of the day, week and year that the withdrawals occur. In today’s approach of designing new water pipes, amongst other ways, we use typical examples of consumption variations during the day of a similar area. In addition, arbitrary and experiential values of ‘ratio of peak hour to average day’ and ‘ratio of peak hour to average hour’ are used. Unfortunately today’s way of dimensioning water pipes has not been ensured due to inadequate detailed data on consumption quantity. The main purpose of this study is to confirm or refute today’s way of dimensioning water pipes. To verify this we have with detailed data from Norrvatten been able to see consumption quantity on an hourly basis which helps us assess today’s dimensioning process. By measuring the flow into 13 municipalities and then comparing them against each other regarding population size, distribution over categories of users and more, we have been able to get different dimensioning factors. In this report we can conclude that there is a need to update the factors regarding ‘ratio of peak hour to average day’ and ‘ratio of peak hour to average hour’. In order to further study the dimensioning factors, a system must be developed that can measure the precise consumer flow for different consumer categories on a more detailed level.

Media consumption has shown a tremendous increase in recent years, and with this increase, new audience expectations are put on the features offered by media-streaming services. One of these expectations is the ability to skip redundant content, which most probably is not of interest to the user. In this work, intro sequences which have sufficient length and a high degree of image similarity across all episodes of a show is targeted for detection. A statistical prediction model for classifying video intros based on these features was proposed. The model tries to identify frame similarities across videos from the same show and then filter out incorrect matches. The performance evaluation of the prediction model shows that the proposed solution for unguided predictions had an accuracy of 90.1%, and precision and recall rate of 93.8% and 95.8% respectively.The mean margin of error for a predicted start and end was 1.4 and 2.0 seconds. The performance was even better if the model had prior knowledge of one or more intro sequences from the same TV series confirmed by a human. However, due to dataset limitations the result is inconclusive. The prediction model was integrated into an automated system for processing internet videos available on SVT Play, and included administrative capabilities for correcting invalid predictions. / Under de senaste åren så har konsumtionen av TV-serier ökat markant och med det tillkommer nya förväntningar på den funktionalitet som erbjuds av webb-TVtjänster. En av dessa förväntningar är förmågan att kunna hoppa över redundant innehåll, vilket troligen inte är av intresse för användaren. I detta arbete så ligger fokus på att detektera video intron som bedöms som tillräckligt långa och har en hög grad av bildlighet över flera episoder från samma TV-program. En statistisk modell för att klassificera intron baserat på dessa egenskaper föreslogs. Modellen jämför bilder från samma TV-program för att försöka identifiera matchande sekvenser och filtrera bort inkorrekta matchningar. Den framtagna modellen hade en träffsäkerhet på 90.1%, precision på 93.8% och en återkallelseförmåga på 95.8%. Medelfelmarginalen uppgick till 1.4 sekunder för start och 2.0 sekunder för slut av ett intro. Modellen presterade bättre om den hade tillgång till en eller fler liknande introsekvenser från relaterade videor från sammaTV-program bekräftat av en människa. Eftersom datasetet som användes för testning hade vissa brister så ska resultatet endast ses som vägledande. Modellen integrerades i ett system som automatiskt processar internet videos frånSVT-Play. Ett tillhörande administrativt verktyg skapades även för att kunna rätta felaktiga gissningar.

[pt] As operações das empresas de óleo e gás são naturalmente perigosas e suscetíveis a ocorrência de acidentes. As perdas financeiras associadas a acidentes podem ser elevadas. Para evitar esse risco, é comum que as empresas adquiram seguros. No entanto, determinar seus parâmetros adequados requer estimativas de exposição ao risco, o que ainda é uma tarefa difícil. Para lidar com essa questão, alguns autores sugerem uma caracterização de incerteza baseada em barreiras de segurança. Essa abordagem facilita a definição das consequências e também atua de forma mais preditiva quando comparada aos modelos baseados apenas em dados históricos. Um modelo de otimização é sugerido, utilizando os resultados obtidos com o método de caracterização de incerteza mencionado. Como as funções de perdas não são completamente conhecidas, de forma a resolver o problema estocástico, uma abordagem de Sample Average Approximation (SAA) é usada. Os resultados obtidos foram comparados à situação sem seguro e a outras duas opções de contrato de seguros. O modelo de otimização proposto foi o que conferiu maior previsibilidade dos valores de perdas, apresentando o menor desvio-padrão. Ressalta-se que a segunda melhor opção obteve um desvio-padrão 102 por cento a mais do que o obtido com o seguro otimizado. Além disso, o modelo também proporcionou maior proteção contra os eventos extremos, característica representada pelos menores valores de VaR e CVaR, com a segunda melhor opção apresentando um CVaR 41 por cento maior do que o obtido com o seguro otimizado. / [en] Operations in oil and gas companies are naturally dangerous and susceptible to the occurrence of accidents. The financial losses due to accident damages can be elevated. To avoid the risk of high expenses, it is usual for firms to acquire insurance. However, setting the right parameters for an insurance contract requires estimating the firm s risk exposure, which is still a hard task. To handle this issue, some authors suggest uncertainty characterization models based on safety barriers and precursor information. This approach facilitates the definition of consequences and also acts in a more predictive way when compared to usual models based only on historical data. Then, an optimization model is suggested, using the results obtained with the uncertainty characterization method mentioned as one of its inputs. As loss functions are not fully known, in order to solve the stochastic problem, a Sample Average Approximation (SAA) approach is used. The results obtained were compared to the situation where the company does not acquire insurance and to other two insurance contract options. The optimization model proposed was the one that granted greater predictability to the loss values, presenting the smallest standard deviation. The second best option presented a standard deviation 102 percent greater than the one obtained with the optimized insurance. Also, the model provided greater protection against extreme events, characteristic shown by smaller VaR and CVaR values, with the second best option presenting a CVaR 41 percent greater than the optimized model s CVaR.

<p>The multivariate cumulative sum (MCUSUM) and the multivariate exponentially weighted moving average (MEWMA) control charts are the two leading methods to monitor a multivariate process. This thesis focuses on the MEWMA control chart. Specifically, using the Markov chain method, we study in detail several aspects of the run length distribution both for the on- and off- target cases. Regarding the on-target run length analysis, we express the probability mass function of the run length distribution, the average run length (ARL), the variance of run length (V RL) and higher moments of the run length distribution in mathematically closed forms. In previous studies, with respect to the off-target performance for the MEWMA control chart, the process mean shift was usually assumed to take place at the beginning of the process. We extend the classical off-target case and introduce a generalization of the probability mass function of the run length distribution, the ARL and the V RL. What Prabhu and Runger (1996) proposed can be derived from our new model. By evaluating the off-target ARL values for the MEWMA control chart, we determine the optimal smoothing parameters by using the partition method that provides an easy algorithm to find the optimal smoothing parameters and study how they respond as the process mean shift time changes. We compare the ARL performance of the MEWMA control chart with that of the multivariate Shewhart control chart to see whether the MEWMA chart is still effective in detecting a small mean shift as the process mean shift time changes. In order to apply the model to semiconductor manufacturing processes, we use a bivariate normal distribution to generate sample data and compare the MEWMA control chart with the multivariate Shewhart control chart to evaluate how the MEWMA control chart behaves when a delayed mean shift happens. We also apply the variation transmission model introduced by Lawless et al. (1999) to the semiconductor manufacturing process and show an extension of the model to make our application to semiconductor manufacturing processes more realistic. All the programming and calculations were done in R</p> / Master of Science (MS)

Increasing sophistication of exchange traded fund (ETF) indexation methods required that a comparison be drawn between various methodologies. A performance and risk evaluation of four pre-selected ETF indexation categories were conducted to establish the diversification benefits that each contain. Fundamentally weighted, equally weighted and leveraged ETFs were compared to traditional market capitalisation weighted ETFs on the basis of risk and return. While a literature review presented the theory on ETFs and the various statistical measures used for this study, the main findings were obtained empirically from a sample of South African and American ETFs. Several risk-adjusted performance measures were employed to assess the risk and return of each indexation category. Special emphasis was placed on the Omega ratio due to the unique interpretation of the return series‟ distribution characteristics. The risk of each ETF category was evaluated using the exponentially weighted moving average (EWMA), while the diversification potential was determined by means of a regression analysis based on the single index model. According to the findings, fundamentally weighted ETFs perform the best during an upward moving market when compared by standard risk-adjusted performance measures. However, the Omega ratio analysis revealed the inherent unsystematic risk of alternatively indexed ETFs and ranked market capitalisation weighted ETFs as the best performing category. Equal weighted ETFs delivered consistently poor rankings, while leveraged ETFs exhibited a high level of risk associated with the amplified returns of this category. The diversification measurement concurred with the Omega ratio analysis and highlighted the market capitalisation weighted ETFs to be the most diversified ETFs in the selection. Alternatively indexed ETFs consequently deliver higher absolute returns by incurring greater unsystematic risk, while simultaneously reducing the level of diversification in the fund. / MCom (Risk Management), North-West University, Vaal Triangle Campus, 2014

Increasing sophistication of exchange traded fund (ETF) indexation methods required that a comparison be drawn between various methodologies. A performance and risk evaluation of four pre-selected ETF indexation categories were conducted to establish the diversification benefits that each contain. Fundamentally weighted, equally weighted and leveraged ETFs were compared to traditional market capitalisation weighted ETFs on the basis of risk and return. While a literature review presented the theory on ETFs and the various statistical measures used for this study, the main findings were obtained empirically from a sample of South African and American ETFs. Several risk-adjusted performance measures were employed to assess the risk and return of each indexation category. Special emphasis was placed on the Omega ratio due to the unique interpretation of the return series‟ distribution characteristics. The risk of each ETF category was evaluated using the exponentially weighted moving average (EWMA), while the diversification potential was determined by means of a regression analysis based on the single index model. According to the findings, fundamentally weighted ETFs perform the best during an upward moving market when compared by standard risk-adjusted performance measures. However, the Omega ratio analysis revealed the inherent unsystematic risk of alternatively indexed ETFs and ranked market capitalisation weighted ETFs as the best performing category. Equal weighted ETFs delivered consistently poor rankings, while leveraged ETFs exhibited a high level of risk associated with the amplified returns of this category. The diversification measurement concurred with the Omega ratio analysis and highlighted the market capitalisation weighted ETFs to be the most diversified ETFs in the selection. Alternatively indexed ETFs consequently deliver higher absolute returns by incurring greater unsystematic risk, while simultaneously reducing the level of diversification in the fund. / MCom (Risk Management), North-West University, Vaal Triangle Campus, 2014