O objetivo deste trabalho é construir um modelo do tráfego de redes de computadores e aplicar a este modelo o conjunto de técnicas de Controle Estatístico de Processo (CEP) de forma a viabilizar ações preventivas sobre a rede. Trabalhou-se com a hipótese de que é possível determinar estatisticamente o comportamento da rede em um dado número de variáveis de interesse. O modelo, representado em sua forma final por um conjunto de variáveis que descrevem o tráfego modelado, foi construído a partir da observação da rede local do Instituto de Física de São Carlos (IFSC). Recolheram-se aproximadamente 10 milhões de registros, pelo software NeTraMet, classificados em fluxos e posteriormente processados por aplicativos criados especificamente para esta finalidade. Dado que o CEP pressupõe a normalidade dos dados, cuidou-se de verificar formalmente esta propriedade nas amostras colhidas, pela aplicação do teste qui-quadrado aos valores individuais. Em conformidade a referências da literatura, fez-se o mesmo em relação aos valores médios das amostras. Em ambas as situações, comprovou-se a não-normalidade das distribuições. Investigaram-se os efeitos desta constatação no CEP e desenvolveu-se uma nova metodologia de cálculo dos limites de controle, fundamentada nos trabalhos do matemático russo Pafnuty Lvovich Chebyshev (1821 – 1894), sobre teoria das probabilidades. Adaptou-se, pois, o CEP às condições reais observadas, expandindo-se a possibilidade de seu uso em distribuições não-normais. Aplicou-se o CEP devidamente adaptado aos dados da rede do IFSC, gerando-se um estudo de caso. Verificou-se que o modelo capta adeqüadamente a realidade da rede. Sua utilidade foi ilustrada pela efetiva detecção de situações anômalas. As cartas CEP geradas sugeriram a inserção de um ajuste de sensibilidade nos controles, deixado para futuros trabalhos. Os objetivos da pesquisa foram atingidos pela criação de um modelo original e comprovação da hipótese inicialmente apresentada. Foram excedidas as expectativas pela obtenção de resultados importantes e inesperados e pelo desenvolvimento de uma nova metodologia de cálculo para um ferramental já consagrado. / This work aims the development of a computer network traffic model, and subject it to the set of Statistical Process Control (SPC) techniques, in order to allow preventive actions to the network. The hypothesis of a possible statistical determination of the network behavior, at a certain number of specific parameters, was analysed. The model was developed based on local observations of the Instituto de Física de São Carlos (IFSC) network, and the final version of the model was represented by a set of parameters that describes its traffic. The NeTraMet software collected around 10 million reports, classified as flows and later on processed by specific applications. Since the SPC assumes the normality of the data, a chi-square test was applied to individual values, to confirm this characteristic in the samples collected. The same was done to the average values of the samples, as recommended by the literature. Both tests showed the no-normality of the distributions. This effect on SPC was studied, and then a new methodology to calculate the control limits was developed, based on the work of the Russian mathematician Pafnuty Lvovich Chebyshev (1821-1894), about the probability theory. SPC was adapted to real conditions making its use in no-normal distributions possible. A well-adapted SPC was applied to the IFSC network data, resulting in a study case, and it could be verified that the model properly captured the reality of the network. Its use was demonstrated by the effective detection of anomalous situations. The SPC charts generated suggested an adjustment of the control sensibility, what was left for future research. The development of an original model and the confirmation of the hypothesis above, make clear that the goals of this work were achieved. In fact, important and unexpected results surpassed the expectations of this study, as much as the development of a new calculation methodology for a well-stated tool.

Dans l’industrie, des méthodes de Maîtrise Statistique des Procédés (MSP) sont utilisées pour savoir si des pièces usinées lors d’un processus de fabrication sont non conformes aux spécifications. Les deux méthodes utilisées sont la méthode de Shewhart et la méthode EWMA (moyenne mobile à pondération exponentielle). Une adaptation de ces deux méthodes à la bourse est faite pour créer un modèle qui anticipe les cours sur les marchés à termes de matières premières. Ces deux méthodes sont utilisées simultanément, ce qui est une première. Le modèle présenté différencie plusieurs types de mouvements et plusieurs types d’investisseurs sur les marchés. C’est un modèle prudent. L’obtention de fortes performances est importante mais la diminution du risque et la limitation des pertes le sont également. Une simulation de la gestion d’un portefeuille pouvant être investi dans douze marchés à terme est faite. Ces marchés sont les suivants : le gaz naturel, le pétrole, le blé, le maïs, le soja, le bois, le jus d’orange concentré surgelé, le café, le cacao, le sucre, le coton et le cuivre. Cette simulation dans laquelle le portefeuille n’est pas « en levier » donne des résultats impressionnants. La simulation est faite du 3 janvier 2000 au 31 décembre 2013. Le capital initial est de $ 10 000 000 et à la fin de la simulation il est de $ 189 868 766. Le taux de rendement actuariel est de 23%. La seule rentabilité annuelle négative est celle de 2013 (-0.5%) et la meilleure est celle de 2010 (67%) La volatilité annualisée est de 17%. Le ratio d’information est exceptionnel : 0.85 ! La capacité au market-timing est de 47%. Ce pourcentage est ordinaire mais il recouvre le fait que la performance moyenne d’une position gagnante est de 17% tandis que celle d’une position perdante est de -6%. La performance d’une position gagnante compense, en moyenne, celle de trois positions perdantes. / Methods of Statistical Process Control (SPC) are used in the industrial sector to know if work pieces are conforms to specifications. Two methods are used: the Shewhart method and the Exponentially-weighted moving average method (EWMA). An adaptation of these methods to the financial markets is done to create a model which anticipates prices on commodities markets. Both methods are used simultaneously which is the first time. The developed model distinguishes several types of market movements and various types of investors. It is a safe model. Obtaining strong performances is important but reducing risk and limiting losses are too. A simulation of the management of a portfolio which may be invested of twelve commodities is done. The markets are: natural gas, oil, wheat, corn, soybeans, lumber, frozen concentrated orange juice, coffee, cocoa, sugar, cotton and copper. We decide to simulate a portfolio without “leverage” and results are impressive. The simulation is done from January 3rd 2000 to December 31th 2013. The initial capital of the portfolio is $ 10,000,000 and at the end of the simulation is $ 189,868,766. The rate of annual return is 23%. The only negative annual return is that of 2013 (-0.5%) and the best is that of 2010 (67%). The annualized volatility is 17%. The information ratio is exceptional: 0.85! The ability to market timing is 47%. This percentage is ordinary, but the average performance of winning positions is 17% while that of a losing position is -6%. The performance of a winning position, on average, corrects that of three losing positions.

Esta dissertação aborda a redução das perdas de qualidade em um processo de fabricação de fraldas descartáveis, através da implantação da ferramenta de Controle Estatístico de Processo (CEP), que tem por objetivo analisar e monitorar as principais variáveis e características de qualidade que influenciam no processo produtivo. Depois de implantada a ferramenta do CEP, são propostos alguns indicadores de desempenho para a área de produção da empresa que servirão de base para medir e acompanhar o desempenho de alguns processos, importantes para se atingir e acompanhar as metas de melhoria de qualidade almejadas pela empresa. A dissertação apresenta uma revisão detalhada da literatura abordando a qualidade, as perdas existentes no processo produtivo, o Desdobramento da Função Qualidade (QFD - Quality Function Deployment), o Controle Estatístico do Processo (CEP) e os indicadores de desempenho. Os resultados obtidos através da implantação do CEP mostram que a empresa deve investir na tecnologia do seu processo produtivo, pois em muitos aspectos sua qualidade esbarra na falta da mesma, mas deve se deter também na substituição de alguns fornecedores de suas matérias-primas, além de investir no treinamento de seus operadores, pois os mesmos devem estar constantemente renovando seus conhecimentos para prevenir falhas do processo. / This dissertation is about the reduction of the quality losses on a manufacturing process of diapers, through the implantation of the Statistical Process Control (SPC), which main purpose is to analyse and control the main variables and quality characteristics of the process that can inspire the improvement of the productive process. After introduce the tool, will be proposed some performance indicators for the production sector, just for accompanying and control some process in order that the company can reach it's purpose. The dissertation presents a specify revision o f the literature, approa~hing the quality, the losses in the productive process, the Quality Function Deployment (QFD), SPC and the performance indicators. The results gained with the implant of CEP show that the company should invest on the technology o f its manufacturing process, because in many ways the quality collides with a missing policy, but the company should also pay attention to the suppliers ofraw material and maybe replace them. Besides that, the company should invest on training its operator because they should be constantly renovating their knowledge to prevent failure on the process.

Neste trabalho, foram analisados quatro tipos peças fabricadas pelo processo de Metalurgia do Pó. Três das quatro peças apresentavam variações dimensionais após a compactação, o que levou a uma análise da variação dimensional das peças compactadas. Na quarta peça, uma engrenagem de dente inclinado, foram analisadas as variações de densidade nos dentes, tendo em vista a importância de se manter estas variações dentro de um padrão para assegurar que a peça não entre em colapso durante sua utilização. Dos resultados obtidos após a compactação, utilizando-se a ferramenta de Controle Estatístico de Processo (CEP), pode-se ter uma visão mais clara sobre as variações dimensionais apresentadas pelos gráficos de controle. Duas das peças medidas depois de compactadas ficaram dentro de uma faixa dimensional aceitável. A terceira peça medida após compactação não ficou dentro da especificação do desenho. Foram levantados gráficos de controle onde as medições mais importantes foram consideradas. Também foram analisadas variações de densidades após a compactação em peças onde a relação resistência mecânica/densificação é considerada muito importante. As peças “chapa” e “braço da ponteira” apresentaram Cp menor que 1, sendo o processo considerado incapaz. A peça “gatilho Baldan” também apresentou Cp menor que 1. A peça “engrenagem” apresentou Cp maior que 1 (1,347). O processo é considerado capaz quando Cp é maior que 1,33. Em relação ao Cpk (mínimo igual a 1,1744), o processo é considerado aceitável. / In this study, it was analyzed four parts manufactured by powder metallurgy process. Three of the four parts had dimensional variations after compression, leading to a dimensional variation analysis of the compacted parts. In the fourth piece, an inclined tooth gear, the density variations in the teeth were analyzed in view of the importance of maintaining these variations within a standard to ensure that the part does not collapse during use. Starting from results obtained after pressing, using the Statistical Process Control (SPC) it can have a clearer view of the dimensional variations presented by the control charts. Two of the parts measured after pressing were within an acceptable dimensional range. The third part measured after pressing was not within the design specification. Control charts were made where the most important measurements were considered. Density variations were also analyzed after pressing of the parts where the ratio strength / densification is considered very important. The pieces "plate" and "tip arm" presented Cp less than 1, the process being considered incapable. The "Baldan trigger" also showed Cp less than 1. The "cog" piece had Cp greater than 1 (1,347). The process is considered capable when Cp is greater than 1.33. In relation to Cpk (minimum 1,174), the process is considered acceptable.

Na colheita mecanizada de cana-de-açúcar, existem algumas peculiaridades relacionadas às interações solo-máquina-planta, que tem causado preocupações, devido às perdas de matériaprima deixada no campo e à redução da longevidade do canavial, ocasionados pela deficiência do controle de altura de corte. A melhoria da qualidade do corte e da matéria-prima é proposta na bibliografia por meio de intervenções na colheita e em outras práticas culturais existentes, e de mudanças nos projetos das colhedoras. Os fabricantes desses equipamentos têm desenvolvido dispositivos para auxiliar o operador no controle da altura de corte. Tendo em vista a importância do corte de base na qualidade e perda de matéria-prima e na longevidade da soqueira, o objetivo desse trabalho foi avaliar a influência de um dispositivo semi-automático de controle de altura do corte de base, DAC, na qualidade do corte de base e seu desempenho ao longo de uma jornada de trabalho. Para tanto, os ensaios foram realizados em duas usinas de açúcar e álcool, com colhedoras equipadas com o DAC. Para a avaliação da qualidade do corte de base, foram utilizadas duas metodologias distintas, denominadas de etapa 1 e etapa 2. A primeira procurou identificar a influência da utilização do DAC na qualidade operacional. A segunda foi voltada para a avaliação da qualidade operacional com o uso DAC em situação normal de trabalho. Nas duas etapas, utilizaram-se técnicas do controle estatístico do processo. Os resultados mostraram que, em termos gerais e nas condições do trabalho, os parâmetros qualitativos analisados do corte de base realizado por colhedoras de cana-de-açúcar não atendem aos padrões especificados pelas usinas, independente do uso do DAC. / In sugar cane mechanized harvesting, there are some peculiarities related to soil-machineplant interaction which has been causing some concern due to raw material left on the field losses and the reduction in sugar cane crop longevity caused by deficiency in cut height control. Improvement in cut quality and raw material are proposed in bibliography by means of intervention at harvest and other crop practices available and changes in harvester design. Harvester producers have developed devices to aid the operator in controlling cut height. Whit the importance of base cutting in raw material quality and losses and crop longevity in mind, this study aimed at evaluating the influence of a semi-automatic base cutting control device, DAC, on base cutting quality and its performance on a normal working day. Thus, the trials were carried out in two sugar and alcohol mills with harvesters equipped with DAC. Two different methodologies, denominated stage one and stage two, were used in order to evaluate base cutting quality. The first one tried to identify the influence of DAC utilization on operational quality. The second one evaluated the operational quality with DAC use on a normal working condition. On both stages, techniques of statistical process control were used. The results showed that, in general and under the harvester operation conditions, the analyzed qualitative parameters of base cutting done sugar cane harvesters do not meet the standard specified by sugar mills regardless the DAC use.

A operação de adubação responde por parte significativa dos custos de produção agrícola. Melhorar a qualidade dessa operação acarreta benefícios econômicos e ambientais. O processo de adubação normalmente é realizado a uma taxa média, representativa de uma área, no entanto, propriedades químicas do solo podem variar consideravelmente dentro dessa área. Desse modo, alguns locais poderão receber fertilizantes e/ou corretivos em excesso, enquanto outros poderão receber quantidades insuficientes. A alternativa à taxa média é a realizar a aplicação à taxa variada, que se caracteriza por aplicar os insumos de acordo com as necessidades específicas dentro da área. Para que essa aplicação aconteça, mecanismos dosadores controlam a aplicação. O objetivo deste estudo é avaliar os mecanismos dosadores de uma carreta adubadora de arrasto, comportas e esteiras, atendem as prescrições de doses previstas no mapa de recomendação de adubação. Para avaliar a uniformidade da operação utilizou-se o controle estatístico do processo. De acordo com os resultados obtidos pode-se afirmar que os mecanismos dosadores não atenderam a condição de realizar a aplicação à taxa variável de maneira uniforme. / The operation fertilization accounts for a significant portion of the costs of agricultural production. Improve the quality of this operation entails economic and environmental benefits. The process of fertilization is usually performed at an average rate representative of an area, however, the chemical properties of soil can vary considerably within the area. Thus, some locations may receive fertilizer and / or lime in excess, while others may receive insufficient amounts. The alternative is to average the application to perform variable rate, characterized by applying inputs according to the specific requirements within the area. For this application happens, metering mechanisms control the application. The aim of this study is to evaluate the dosing mechanisms of a truck hauling fertilizer, locks and mats, meet the requirements of the prescribed dose map fertilizer recommendation. To evaluate the uniformity of operation used the statistical process control. According to the obtained results it can be stated that the meter mechanism did not meet the condition to perform variable rate application to uniformly.

Queuing systems are important parts of our daily lives and to keep their operations at an efficient level they need to be monitored by using queuing Performance Metrics, such as average queue lengths and average waiting times. On the other hand queue lengths and waiting times are generally random variables and their distributions depend on different properties like arrival rates, service times, number of servers. We focused on detecting the change in service rates in this report. Therefore, we monitored queues by using Cumulative Sum(CUSUM) charts based on likelihood ratios and compared the Average Run Length values of different service rates.

The exchange rate market has traditionally played a key role in the financial market. The variation of the exchange rate which is called volatility is also an important feature for studying the exchange rate market because the increased volatility may have a negative effect on a nation's economy by increasing the uncertainty in the exchange market. In this paper the volatility of the exchange rate is considered by means of a Heterogeneous Autoregression Conditional Heteroskedastictity (HARCH) Model. It explains the volatility of the exchange rate market well. In addition, it is assumed that at a random time point a change of a parameter in the distribution of the random process underobservation may occur. Some methods such as the Shewhart method, the Culumative Sum Method (CUSUM) and the ExponentiallyWeighted Moving Average Method (EWMA) are investigated within the frames of this change-point problem. In order to evaluate them, Average Run Length (ARL) and Conditional Expected Delay (CED) will be used asperformance measures.

Nowadays, facing the severe pressure of globalization and strong demand of high products quality from customers, enterprises in Taiwan are forced to enhance the quality and yield rate of manufactured products in order to gain their competitive edges. An enterprise usually relies on the statistical process control (SPC) software system to achieve this goal. The SPC approach measures, understands, and controls the variation of the products manufacturing process. This study uses the structure-behavior coalescence architecture description language (SBC-ADL) to construct the architecture-oriented statistical process control model (AOSPCM). A model constructed by the SBC-ADL differs from others software model in its using six golden rules which help integrate the structure and behavior of a software system. AOSPCM constructed in this study improved substantially both training and communication endeavors within an enterprise, reduced costs due to estimation errors, requirement uncertainties, and project delays. Overall, AOSPCM benefits a great deal to both developers and users of a software project. In general, most manufacturing and high-tech industries rely heavily on the SPC software system. Therefore, AOSPCM constructed in this study provides a standard model for other software developers to follow. Following the AOSPCM, any SPC software developer shall improve lots of development efforts and cost savings within an enterprise.

Statistical process control (SPC) which includes very powerful techniques used in other mature engineering disciplines for providing process control is not used by many software organizations. In software engineering domain, SPC is currently utilized only by organizations which have high maturity levels according to the process improvement models like CMM, ISO/IEC 15504 and CMMI. Guidelines and software tools to implement SPC techniques should be developed for effective use and dissemination of SPC especially for low maturity organizations. In this thesis, a software tool (SPC-AAT) which we developed to assess the suitability of software processes and metrics for SPC and use of SPC tools is presented. With SPC-AAT, we aim to ease and enhance application of SPC especially for emergent and low maturity organizations. Control charts, histograms, bar charts and pareto charts are the supported SPC tools for this purpose. We also explained the validation of the tool over two processes of a software organization in three case studies.