Sharif Digital Repository

Motivated by numerous applications in Monte Carlo techniques and as of late, in deriving non dominated solutions in multi-objective optimization problems, this article addresses generating uniform random variables (λi, λi ≥ 0, i = 1,..., n) over a simplex in ℝ2 (n ≥ 2), i.e., Σi=1 n λi = 1. In this article, first, conditional distribution of λi where Σi=1 n λi = 1 is derived and then inverse method is applied to generate random variables  

Although multivariate statistical process control has been receiving a well-deserved attention in the literature, little work has been done to deal with multi-attribute processes. While by the NORTA algorithm one can generate an arbitrary multi-dimensional random vector by transforming a multi-dimensional standard normal vector, in this article, using inverse transformation method, we initially transform a multi-attribute random vector so that the marginal probability distributions associated with the transformed random variables are approximately normal. Then, we estimate the covariance matrix of the transformed vector via simulation. Finally, we apply the well-known T2 control chart to the... 

To monitor the quality of a multi-attribute process, some issues arise. One of them being the occurrence of a high number of false alarms (type I error) and the other an increase in the probability of not detecting defects when the process is monitored by a set of independent uni-attribute control charts. In this paper, based upon the artificial neural network capabilities we develop a new methodology to overcome this problem. We design a perceptron neural network to monitor either the proportions of several types of product nonconformities (instead of using several np charts) or the number of different types of defects (instead of using several c charts) in a product. Moreover, while the... 

In a production process, when the quality of a product depends on more than one characteristic, multivariate quality control techniques are used. Although multivariate statistical process control is receiving increased attention in the literature, little work has been done to deal with multi-attribute processes. In this paper, a new methodology has been developed to monitor multi-attribute processes, in which the defect counts are important and different types of defect are dependent random variables. In order to do this, based on the symmetric square root transformation concept, first, multi-attribute data is transformed, such that the correlation between variables either vanishes or... 

In a production process, when the quality of a product depends on more than one correlated characteristic, multivariate quality control techniques are used. Although multivariate statistical process control is receiving increased attention in the literature, little work has been done to deal with multi-attribute processes. In monitoring the quality of a product or process in multi-attribute environments in which the attributes are correlated, several issues arise. For example, a high number of false alarms (type I error) occur and the probability of not detecting defects (type II error) increases when the process is monitored by a set of independent uni-attribute control charts. In this... 

Over the last decade, there have been an increasing interest in the techniques of process monitoring of high-quality processes. Based upon the cumulative counts of conforming (CCC) items, Geometric distribution is particularly useful in these cases. Nonetheless, in some processes the number of one or more types of defects on a nonconforming observation is also of great importance and must be monitored simultaneously. However, there usually exist some correlations between these two measures, which obligate the use of multi-attribute process monitoring. In the literature, by assuming independence between the two measures and for the cases in which there is only one type of defect in... 

Since the product quality of many industrial processes depends upon more than one dependent variable or attribute, they are either multivariate or multi-attribute in nature. Although multivariate statistical process control is receiving increased attention in the literature, little work has been done to deal with multi-attribute processes. In this article, we develop a new methodology to monitor multi-attribute processes. To do this, first we transform multi-attribute data in a way that their marginal probability distributions have almost zero skewness. Then, we estimate the transformed covariance matrix and apply the well-known T2 control chart. In order to illustrate the proposed method... 

Cell formation and cellular layout design are the two main steps in designing a cellular manufacturing system (CMS). In this paper, we will present an integrated methodology based on a new concept of similarity coefficients and the use of simulated annealing (SA) as an optimization tool. In comparison with the previous works, the proposed methodology takes into account relevant production data, such as alternative process routings and the production volumes of parts. The SA-based optimization tool is parallel in nature and, hence, can reduce the computation time significantly, so it is capable of handling large-scale problems. Finally, the SA-based procedure is compared with a genetic... 

Statistical process control methods for monitoring processes with univariate or multivariate measurements are used widely when the quality variables fit to known probability distributions. Some processes, however, are better characterized by a profile or a function of quality variables. For each profile, it is assumed that a collection of data on the response variable along with the values of the corresponding quality variables is measured. While the linear function is the simplest, it occurs frequently that many of the nonlinear functions may be transferred to linear functions easily. This paper proposes a control chart based on the generalized linear test (GLT) to monitor coefficients of... 

Growing technology, escalating capability, and increasing complexity in many real world systems demand the applications of multivariate statistical analysis approaches by simulation. In these approaches, generating multivariate random vectors is a crucial part of the system modeling and analyzing. The NORTA algorithm, in which generating the correlation matrices of normal random vectors is the most important task, is one of the most efficient methods in this area. To do this, we need to solve some complicated equations. Many researchers have tried to solve these equations by three general approaches of (1) solving nonlinear equations analytically, (2) solving equations numerically, and (3)... 

Most multivariate quality control procedures evaluate the in-control or out-of-control condition based upon an overall statistic, like Hotelling's T2. Although T2 is optimal for finding a general shift in mean vectors, it is not optimal for shifts that occur for some subset of variables. This introduces a persistent problem in multivariate control charts, namely the interpretation of a signal that often discourages practitioners in applying them. In this paper, we propose an artificial neural network based model to diagnose faults in out-of-control conditions and to help identify aberrant variables when Shewhart-type multivariate control charts based on Hotelling's T2 are used. The results... 

In this paper, the flexible flow shop sequence-dependent group scheduling problem (FFSDGS) with minimisation of makespan as the criterion (FF m|fmls, S plk|C max) is investigated. For the first time a mathematical model for the proposed research problem is developed. Since the problem is shown to be NP-hard, six metaheuristic algorithms based on tabu search (TS) are developed to efficiently solve the problem. The proposed metaheuristics are different to the only available metaheuristic algorithm in the literature based on TS. By applying randomised complete block design and using available test problems in the literature, the best of the proposed TS algorithms in this research is identified.... 

Estimating the process capability index (PCI) for non-normal processes has been discussed by many researches. There are two basic approaches to estimating the PCI for non-normal processes. The first commonly used approach is to transform the non-normal data into normal data using transformation techniques and then use a conventional normal method to estimate the PCI for transformed data. This is a straightforward approach and is easy to deploy. The alternate approach is to use non-normal percentiles to calculate the PCI. The latter approach is not easy to implement and a deviation in estimating the distribution of the process may affect the efficacy of the estimated PCI. The aim of this... 

There is a great deal of interest in the manufacturing industry for quantitative measures of process performance with multiple quality characteristics. Unfortunately, multivariate process capability indices that are currently employed, except for a handful of cases, depend intrinsically on the underlying data being normally distributed. In this paper, we propose a general multivariate capability index based on the Mahanalobis distance, which is very easy to use. We also approximate the distribution of these distances by the Burr XII distribution and then estimate its parameters using a simulated annealing search algorithm. Finally, we give an example, based on real manufacturing process... 

The usual key assumptions in designing quality control charts are the normality and independency of serial samples. While the normality assumption holds in most cases, in many continuous-flow processes such as the chemical processes, serial samples have some degrees of autocorrelation associated with them. Ignoring the autocorrelation structure in constructing control charts, results in decreasing the in-control run length, and so increasing the false alarms. Moreover, when the object is to detect small shifts in the mean vector of a process, the performance of Cumulative Sum (CUSUM) control charts is dramatically better than Schewhart control charts. One of the methods, which have been... 

The Burr III distribution properly approximates many familiar distributions such as Normal, Lognormal, Gamma, Weibull, and Exponential distributions. It plays an important role in reliability engineering, statistical quality control, and risk analysis models. The Burr III distribution has four parameters known as location, scale, and two shape parameters. The estimation process of these parameters is controversial. Although the maximum likelihood estimation (MLE) is understood as a straightforward method in parameters estimation, using MLE to estimate the Burr III parameters leads to maximize a complicated function with four unknown variables, where using a conventional optimization such as... 

Different multivariate process capability indices are developed by researchers to evaluate process capability when vectors of quality characteristics are considered in a study. This paper presents two indices referred to as NCpM,and MCpM, in order to evaluate process capability in multivariate environment. The performance of the proposed indices is investigated numerically. Simulation results indicate that the proposed indices have descended estimation error and improved performance compared to the existing ones. These results can be important to researchers and practitioners who are interested in evaluating process capability in multivariate domain