Statistical Process Control (SPC), and in particular control charting, is widely used to achieve and maintain control of various processes in manufacturing. A control chart is a graphical display that plots quality characteristics versus the sample number or the time line. Interest in effective implementation of control charts for autocorrelated processes has increased in recent years. However, because of the complexities involved, few systematic design approaches have thus far been developed. Many control charting methods can be viewed as the charting of the output of a linear filter applied to the process data. In this dissertation, we generalize the concept of linear filters for control charts and propose new control charting schemes, the general linear filter (GLF) and the 2nd-order linear filter, based on the generalization. In addition, their optimal design methodologies are developed, where the filter parameters are optimally selected to minimize the out-of-control Average Run Length (ARL) while constraining the in-control ARL to some desired value. The optimal linear filters are compared with other methods in terms of ARL performance, and a number of their interesting characteristics are discussed for various types of mean shifts (step, spike, sinusoidal) and various ARMA process models (i.i.d., AR(1), ARMA(1,1)). Also, in this work, a new discretization approach for substantially reducing the computational time and memory use for the Markov chain method of calculating the ARL is proposed. Finally, a gradient-based optimization strategy for searching optimal linear filters is illustrated.

With the globalization era, software companies around the world not only have to face competition in the domestic industry, as well as the subsequent challenge of large international companies. For this reason, domestic software companies must to upgrade their own software quality. Domestic government agencies and non-governmental units together promote Capability Maturity Model Integration (CMMI). Hope to improve their quality of software development process through internationalized professional evaluation. Towards the high-maturity software development process, software development process should be estimated quantitatively in CMMI Level 4. There are frequently used statistical process control (SPC) methods, including control charts, fishbone diagram, pareto charts ... and other related practices. Its goal is to maintain stability of overall software development process, so the output performance can be expected. Primitive SPC applied in manufacturing industry, successfully improving the quality of their products. But some characteristics of software, such as software development is human-intensive and innovative activities. It increases not only variability of control, but also difficulties of implementation. In this study, collate and analyze the operational framework of SPC and CMMI Level 4 through study of literature and case study with the case company-A company's practices. It contains two points, one is organization point of view, the other is methodological point of view. Organizational point of view includes stage of CMMI Level 4 and SPC implemented in the software industry, as well as how to design the organizational structure. Methodological point of view includes the steps to run SPC¡Buseful methods and tools. Methodological point of view also uses control theory to collate relevant control mechanisms. Finally, we illustrate how to integrate SPC into the company's system development life cycle. The framework can provide a reference for domestic software companies of longing for implementing CMMI Level 4 and SPC.

Generalized likelihood ratio (GLR) control charts are investigated for two types of statistical process monitoring (SPC) problems. The first part of this dissertation considers the problem of monitoring a normally distributed process variable when a special cause may produce a time varying linear drift in the mean. The design and application of a GLR control chart for drift detection is investigated. The GLR drift chart does not require specification of any tuning parameters by the practitioner, and has the advantage that, at the time of the signal, estimates of both the change point and the drift rate are immediately available. An equation is provided to accurately approximate the control limit. The performance of the GLR drift chart is compared to other control charts such as a standard CUSUM chart and a CUSCORE chart designed for drift detection. We also compare the GLR chart designed for drift detection to the GLR chart designed for sustained shift detection since both of them require only a control limit to be specified. In terms of the expected time for detection and in terms of the bias and mean squared error of the change-point estimators, the GLR drift chart has better performance for a wide range of drift rates relative to the GLR shift chart when the out-of-control process is truly a linear drift. The second part of the dissertation considers the problem of monitoring a linear functional relationship between a response variable and one or more explanatory variables (a linear profile). The design and application of GLR control charts for this problem are investigated. The likelihood ratio test of the GLR chart is generalized over the regression coefficients, the variance of the error term, and the possible change-point. The performance of the GLR chart is compared to various existing control charts. We show that the overall performance of the GLR chart is much better than other options in detecting a wide range of shift sizes. The existing control charts designed for certain shifts that may be of particular interest have several chart parameters that need to be specified by the user, which makes the design of such control charts more difficult. The GLR chart is very simple to design, as it is invariant to the choice of design matrix and the values of in-control parameters. Therefore there is only one design parameter (the control limit) that needs to be specified. Especially, the GLR chart can be constructed based on the sample size of n=1 at each sampling point, whereas other charts cannot be applied. Another advantage of the GLR chart is its built-in diagnostic aids that provide estimates of both the change-point and the values of linear profile parameters. / Ph. D.

The generalized likelihood ratio (GLR) control charts are studied for monitoring a process proportion of defective or nonconforming items. The type of process change considered is an abrupt sustained increase in the process proportion, which implies deterioration of the process quality. The objective is to effectively detect a wide range of shift sizes. For the first part of this research, we assume samples are collected using rational subgrouping with sample size n>1, and the binomial GLR statistic is constructed based on a moving window of past sample statistics that follow a binomial distribution. Steady state performance is evaluated for the binomial GLR chart and the other widely used binomial charts. We find that in terms of the overall performance, the binomial GLR chart is at least as good as the other charts. In addition, since it has only two charting parameters that both can be easily obtained based on the approach we propose, less effort is required to design the binomial GLR chart for practical applications. The second part of this research develops a Bernoulli GLR chart to monitor processes based on the continuous inspection, in which case samples of size n=1 are observed. A constant upper bound is imposed on the estimate of the process shift, preventing the corresponding Bernoulli GLR statistic from being undefined. Performance comparisons between the Bernoulli GLR chart and the other charts show that the Bernoulli GLR chart has better overall performance than its competitors, especially for detecting small shifts. / Ph. D.

The CUSUM control charts have been widely used in detecting small process shifts since it was first introduced by Page (1954). And recent studies have shown that adaptive charts can improve the efficiency and performance of traditional Shewhart charts. To monitor the process mean and variance in a single chart, the loss function is used as a measure statistic in this article. The loss function can measure the process quality loss while the process mean and/or variance has shifted. This study combines the three features: adaption, CUSUM and the loss function, and proposes the optimal VSSI, VSI, and FP CUSUM Loss chart. The performance of the proposed charts is measured by using Average Time to Signal (ATS) and Average Number of Observations to Signal (ANOS). The ATS and ANOS calculations are based on Markov chain approach. The performance comparisons between the proposed charts and some existing charts, such as X-bar+S^2 charts and CUSUM X-bar+S^2 charts, are illustrated by numerical analyses and some examples. From the results of the numerical analyses, it shows that the optimal VSSI CUSUM Loss chart has better performance than the optimal VSI CUSUM Loss chart, optimal FP CUSUM Loss chart, CUSUM X-bar+S^2 charts and X-bar+S^2 charts. Furthermore, using a single chart to monitor a process is not only easier but more efficient than using two charts simultaneously. Hence, the adaptive CUSUM Loss charts are recommended in real process. / The CUSUM control charts have been widely used in detecting small process shifts since it was first introduced by Page (1954). And recent studies have shown that adaptive charts can improve the efficiency and performance of traditional Shewhart charts. To monitor the process mean and variance in a single chart, the loss function is used as a measure statistic in this article. The loss function can measure the process quality loss while the process mean and/or variance has shifted. This study combines the three features: adaption, CUSUM and the loss function, and proposes the optimal VSSI, VSI, and FP CUSUM Loss chart. The performance of the proposed charts is measured by using Average Time to Signal (ATS) and Average Number of Observations to Signal (ANOS). The ATS and ANOS calculations are based on Markov chain approach. The performance comparisons between the proposed charts and some existing charts, such as X-bar+S^2 charts and CUSUM X-bar+S^2 charts, are illustrated by numerical analyses and some examples. From the results of the numerical analyses, it shows that the optimal VSSI CUSUM Loss chart has better performance than the optimal VSI CUSUM Loss chart, optimal FP CUSUM Loss chart, CUSUM X-bar+S^2 charts and X-bar+S^2 charts. Furthermore, using a single chart to monitor a process is not only easier but more efficient than using two charts simultaneously. Hence, the adaptive CUSUM Loss charts are recommended in real process.

The aims of this dissertation are to analyze the current state of process control, to identify the product range in selected organization and to design the process planning methodology to ensure an optimal implementation. Optimization is understood as costs minimization while keeping an acceptable continuity of supply. The dissertation contains a description of technological and non-manufacturing processes of brick products, as well as the summary and description of the basic tools of quality management.

Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal.

Gráficos de controle têm sido amplamente utilizados na manufatura para melhoria de processos. Diversas abordagens tem sido propostas para melhorar o desempenho dos gráficos existentes na literatura. Além disso, o uso de gráficos de controle tem se estendido para outras áreas, tais como, economia, finanças, medicina, etc. O objetivo deste trabalho é comparar o gráfico CUSUM com o gráfico EWMA para monitoramento do número diário de internações hospitalares. Para tanto, utilizou-se uma série histórica de internações devido a doenças respiratórias para a população acima de 65 anos. Um modelo linear foi ajustado considerando que o número de internações segue uma distribuição Binomial Negativa. São simulados diversos cenários de mudança no número médio de internações e utilizando diferentes estatísticas baseadas em transformações, é feita uma comparação entre estes gráficos. Verifica-se que o gráfico EWMA com limite de controle assintótico possui desempenho muito similar ao gráfico CUSUM. Já o EWMA implementado com limite de controle exato apresenta melhor desempenho em relação ao gráfico CUSUM quando se atribui pesos menores aos dados atuais. / Control charts have been widely used for process improvement in manufacturing. In literature several approaches have been proposed to improve the current charts performance. In addition, the use of control charts has been extended to other areas such as economics, finance, medicine, and others. The objective of this study is to compare CUSUM control chart with EWMA control chart for monitoring daily number of hospital admissions. Using a historical hospitalizations series due to respiratory diseases for people over 65 years old, a Negative Binomial regression model is fitted. Several scenarios are simulated using different shifts in the mean and using different statistics based on transformations, in order to compare these charts. It is shown that EWMA control chart with asymptotic control limit has similar performance as CUSUM control chart. However, using smaller values for new observations the EWMA control chart with exact control limit has better performance than CUSUM control chart.

Este trabalho procurou analisar os fatores influentes nos processos erosivos na bacia do córrego Tuncum, município de São Pedro-SP, através de características observadas, tanto no campo como em laboratório (ensaios geotécnicos de caracterização de solos e ensaio de erodibilidade), onde se constatou que as áreas que apresentam alta susceptibilidade aos processos erosivos estão associados principalmente ao material geológico constituinte da bacia. Para o estudo da evolução das feições erosivas foram utilizadas fotografias aéreas de três diferentes datas (1972, 1995 e 2000), e com auxílio de técnicas de geoprocessamento realizou-se um tratamento qualificado das informações adquiridas. A análise das informações obtidas permitiu o estabelecimento da susceptibilidade à erosão que associada às informações de uso e ocupação conduziu a definição de prognósticos acerca da evolução dos processos erosivos na área. Os documentos cartográficos elaborados foram o mapa de documentação, mapa de Landforms, carta de declividade, mapa de materiais inconsolidados, carta de susceptibilidade à erosão e carta de prognósticos ao desenvolvimento de erosões lineares. / This work aims to analyze the main factors related to the erosion processes in the Tuncum creek watershed, city of São Pedro-SP, based on the observed geological-geotechnical characteristics in the field and laboratory (soil geotechnical characterization and erodibility tests). It was verified that high susceptibility area to the erosion processes are mainly associated to geological materials of the watershed. For the study of the evolution erosion features were used aerial photographs of three different dates (1972, 1995 and 2000), and with aid of geoprocessing techniques realized a qualified treatment to the acquired informations. The analysis of the obtained informations allowed the establishment of the erosion susceptibility that associated to the information of use and occupation lead the definition of prognostics concerning the evolution of the erosive processes in the area. The cartographic documents elaborated were documentation, landforms and unconsolidated materials maps, declivity, susceptibility to erosion and prognostic to the development of linear erosions charts.

Taiwan Security Market is a typical order-driven market. The electronic trading system of Taiwan Security Market launched in 1998 significantly reduces the trade matching time (the current matching time is around 20 seconds) and promptly provides updated online trading information to traders. In this study, we establish an online transaction simulation system which can be applied to predict trade prices and study market efficiency. Models are established for the times and volumes of the newly added bid/ask orders on the match list. Exponentially weighted moving average (EWMA) method is adopted to update the model parameters. Match prices are predicted dynamically based on the EWMA updated models. Further, high frequency bid/ask order data are used to find the supply and demand curves as well as the equilibrium prices. Differences between the transaction prices and the equilibrium prices are used to investigate the efficiency of Taiwan Security Market. Finally, EWMA and cusum control charts are used to monitor the market efficiency. In empirical study, we analyze the intra-daily (April, 2005) high frequency match data of Uni-president Enterprises Corporation and Formosa Plastics Corporation.