No description available.

No description available.

No description available.

This study uses Monte Carlo simulation to examine the performance of a variable frequency sampling cumulative sum control chart scheme for controlling the mean of a normal process. The study compares the performance of the method with that of a standard fixed interval sampling cumulative sum control chart scheme. The results indicate that the variable frequency sampling cumulative sum control chart scheme is superior to the standard cumulative sum control chart scheme in detecting a small to moderate shift in the process mean.

Control charts are designed to monitor population parameters. Selection of a control chart sampling plan involves determination of the frequency of samples, size of each sample, and critical values to determine when the system is sending an out-of-control signal. Since the main use of control charts is in industry, a widely accepted measure of a good sampling plan is one that minimizes the total cost of operating the system per unit time. Methods for selection of control chart sampling plans for economically optimal X charts are well established. These plans focus on single stage sampling at each sampling period. However, some populations naturally call for two stage sampling. Here, the cost of operating a system per unit time is redefined in terms of two stage sampling plans, and computer search techniques are developed to determine the control chart parameters. First the sample sizes and critical values are fixed, and Newton's method is used to determine the optimal time between samples. Then, a Hooke - Jeeves search is used to simultaneously determine the optimal critical value, sample sizes and time between samples. Adjustment to the latter is required whenever any of the other three parameters change. Alternative methods are also discussed. Information from a single sample is usually used to control shifts in both the process mean and variance. With two stage sampling, this means two additional control charts are used, one for each variance component. The computer algorithm developed for selection of parameters for X charts is adapted by expanding the Hooke Jeeves search region to a six dimensional space, now over three critical values, sample sizes for both stages of sampling, and the time between samples. These methods are applied to a real data set that requires two stage sampling. A representative analysis of the sensitivity of the optimal sampling scheme to the input parameters completes the paper. / Graduation date: 1990

No description available.

In statistical process control, it is usually assumed that observations on the process output at different times are lID. However, for many processes the observations are correlated and control charts for monitoring these processes have recently received much attention. For monitoring the process level, this study evaluates the properties of control charts, such as the EWMA chart and the CUSUM chart, based on the residuals from the forecast values of an ARMA model. It is assumed that the process mean is a ftrst order autoregressive (AR(l)) model and the observations are the mean plus a random error. Properties of these charts are evaluated using a Markov chain approach or an integral equation approach. The performance of control charts based on the residuals is compared to the performance of control charts based on the original observations. A combined chart using forecasts and residuals as the control statistics as well as a combined chart using the EWMA of observations and the EWMA of residuals as the control statistics are also studied by simulation. It is found that no universally "good" chart exists among all the charts investigated in this study. In addition, for monitoring the process variance, two kinds of EWMA chart based on residuals are studied and compared. / Ph. D.

A control chart that simultaneously tracks the mean and variance of a normally distributed variable with no compensation effect is defined in this work. This joint control chart is compared to five other charts: an Χ chart, an s² chart, a Reynolds and Ghosh chart, a Repko process capability plot, and a t-statistic chart. The criterion for comparison is the probability of a Type II sampling error. Several out-of-control cases are examined. In the case of Repko, an equation is defined to compute the Type II error probability. The results indicate that the Reynolds and Ghosh statistic is powerful for cases when the variance shifts out of control. The Χ chart is powerful when the mean shifts with moderate changes in the variance. The joint chart is powerful for moderate changes in the mean and variance. / Master of Science

Most control charts monitor only one quality characteristic. There are, however, many manufactured products for which good quality requires meeting specifications in more than one physical characteristic. Typical practice when dealing with multiple quality characteristics is to take a separate sample for each characteristic and then create individual univariate control charts which are independently monitored. This method can result in errors due to not accounting for the effects of correlation. In order to avoid these errors, an alternate approach to multivariate quality control problems is proposed and studied here. The original problem is converted into a univariate problem by using the following transformation: y=Σ a_ix_i i where αi = weighting coefficient for the i^th quality characteristic X_i = represents the i^th quality characteristic This transformation retains sensitivity to changes in the original quality variables. The resulting univariate quality control model takes into account the sampling error probabilities for each of several candidate hypotheses. The probabilities of correctly diagnosing process shifts when an out-of-control state occurs are calculated and tabulated as are the probabilities that the model will signal when an out-of-control state occurs. / Master of Science

In recent years, variable sampling interval (VSI) control charts have been intensively investigated. In contrast to traditional fixed sampling interval (FSI) control charts, VSI charts vary the sampling interval as a function of the data. VSI charts detect many process changes faster than their FSI counterparts. A disadvantage, however, of VSI charts as recently formulated is that the advance prediction of sampling times is impossible for more than the next sample. A control chart is proposed which applies a sequential probability ratio test (SPRT) at fixed sampling intervals, the SPRT chart, to monitor the mean of a process with a normal distribution. A natural modification of the SPRT chart, the SPRT chart with sampling at fired times (SFT), is also proposed in which samples are always taken at pre-specified, equally spaced fixed times, with additional samples taken between these times as indicated by the data. A third control chart is introduced as a generalization of the VSI cumulative sum (CUSUM) chart that uses two sampling intervals, called the universal CUSUM (UC) chart, in order to address the need for a general framework for the study of control charts that are equivalent to a sequence of SPRT’s. The UC chart can also be viewed as a generalization of the SPRT chart. The integral equation approach is adapted for the evaluation of properties of both the unmodified and modified with SFT versions of the SPRT chart, such as average time to signal (ATS), steady state ATS (SSATS), and average number of observations to signal (ANOS). After comparisons are performed within the general framework of the UC chart, the unmodified SPRT chart is found to be more efficient than both the FSI and VSI X charts and the FSI CUSUM chart, though very similar in efficiency to the VSI CUSUM chart. The modified SPRT chart with SFT is found to be more efficient than all five of the other control charts, including its unmodified version and the VSI CUSUM chart. General guidelines are provided for the design of both versions of the SPRT chart. / Ph. D.