Loading...
Search for: mewma
0.008 seconds

    Step change-point estimation of multivariate binomial processes

    , Article International Journal of Quality and Reliability Management ; Vol. 31, Issue 5 , April , 2014 , pp. 566-587 ; ISSN: 0265-671X Niaki, S. T. A ; Khedmati, M ; Sharif University of Technology
    Abstract
    Purpose: The purpose of this paper is to propose two control charts to monitor multi-attribute processes and then a maximum likelihood estimator for the change point of the parameter vector (process fraction non-conforming) of multivariate binomial processes. Design/methodology/approach: The performance of the proposed estimator is evaluated for both control charts using some simulation experiments. At the end, the applicability of the proposed method is illustrated using a real case. Findings: The proposed estimator provides accurate and useful estimation of the change point for almost all of the shift magnitudes, regardless of the process dimension. Moreover, based on the results obtained... 

    Economic Design of Variable Sample Size and Variable Sampling Interval Multi-Attribute Control Charts using Skewness Reduction Approach

    , M.Sc. Thesis Sharif University of Technology Jahani, Parvaneh (Author) ; Akhavan Niaki, Taghi (Supervisor)
    Abstract
    Since little attention has been given to multiattribute compared to multivariate control charts, this research is concerned with developing a new methodology to employ the multivariate exponentially weighted moving average (MEWMA) charts for multi-attribute processes. Moreover, since the variable sample size and sampling interval (VSSI) MEWMA charts detect small process mean-shifts faster than the traditional MEWMA, an economic design of VSSI MEWMA chart is proposed to obtain the optimum design parameters of the chart. The sample size, the sampling interval, and the warning/action limit coefficients are obtained using a genetic algorithm such that the expected total cost per hour is... 

    A Max-EWMA approach to monitor and diagnose faults of multivariate quality control processes

    , Article International Journal of Advanced Manufacturing Technology ; Volume 68, Issue 9-12 , 2013 , Pages 2283-2294 ; 02683768 (ISSN) Nezhad, M. S. F ; Niaki, S. T. A ; Sharif University of Technology
    2013
    Abstract
    A new approach is developed in this paper to detect general mean shifts of multivariate quality control systems and to determine the quality characteristic(s) responsible for the shift. This approach takes advantage of both a decomposition method and an EWMA-based control statistics that are employed for multivariate normal distributions. In order to evaluate the performance of the proposed methodology, simulation studies are provided to estimate the in- and out-of-control average run lengths under different mean and variance shift scenarios. Simulation experiments are also given to compare the performances of the proposed procedure with the ones of the well-known MEWMA and MCUSUM methods.... 

    A hybrid Nelder-Mead simplex and PSO approach on economic and economic-statistical designs of MEWMA control charts

    , Article International Journal of Advanced Manufacturing Technology ; Volume 65, Issue 9-12 , 2013 , Pages 1339-1348 ; 02683768 (ISSN) Barzinpour, F ; Noorossana, R ; Niaki, S. T. A ; Ershadi, M. J ; Sharif University of Technology
    2013
    Abstract
    Economic design of a control chart involves determining its basic parameters such that a cost function is minimized. This design when statistical performance measures are also considered is referred to as the economic-statistical design. In this paper, a simplex-based Nelder-Mead algorithm is used in combination with a particle swarm meta-heuristic procedure to solve both the economic and economic-statistical designs of a MEWMA control chart. The application results on extensive simulation experiments show that the particle swarm can lead the Nelder-Mead algorithm to better results. Furthermore, a comparative study is performed on the performances of three different algorithms of the... 

    A hybrid ant colony, Markov chain, and experimental design approach for statistically constrained economic design of MEWMA control charts

    , Article Expert Systems with Applications ; Volume 39, Issue 3 , February , 2012 , Pages 3265-3275 ; 09574174 (ISSN) Niaki, S. T. A ; Ershadi, M. J ; Sharif University of Technology
    2012
    Abstract
    The multivariate exponentially weighted moving average, MEWMA, control chart is an effective statistical tool for detecting small shifts in process mean vectors. On the one hand, the economic design process of a MEWMA control chart involves determining the main parameters of the chart, namely, the sample size n, the sampling interval h, the smoothing constant r, and the control limit L such that a quality cost function is minimized. On the other hand, the statistically constrained economic design of MEWMA chart is to determine the chart parameters such that a cost function is minimized while the statistical performance of the chart is maintained at a desire level. In this paper, the... 

    A particle swarm optimization approach on economic and economic-statistical designs of MEWMA control charts

    , Article Scientia Iranica ; Volume 18, Issue 6 , December , 2011 , Pages 1529-1536 ; 10263098 (ISSN) Niaki, S. T. A ; Malaki, M ; Ershadi, M. J ; Sharif University of Technology
    2011
    Abstract
    Control charts are the best tools to monitor main process parameters, and the Multivariate Exponentially Weighted Moving Average, MEWMA, type of this tool is used when there are several correlated quality characteristics to be monitored simultaneously where detecting small deviations of the characteristics is desired. In this paper, the models of both the economic and the economic-statistical design problems of MEWMA control charts are solved by a Particle Swarm Optimization (PSO) approach. The comparison study between the economic and the economic-statistical designs shows better statistical performances of the economic-statistical design with negligible increase in cost. Furthermore, in... 

    Decision-making in detecting and diagnosing faults of multivariate statistical quality control systems

    , Article International Journal of Advanced Manufacturing Technology ; Volume 42, Issue 7-8 , 2009 , Pages 713-724 ; 02683768 (ISSN) Akhavan Niaki, T ; Fallah Nezhad, M. S ; Sharif University of Technology
    2009
    Abstract
    A new methodology is proposed in this paper to both monitor an overall mean shift and classify the states of a multivariate quality control system. Based on the Bayesian rule (Montgomery, Introduction to statistical quality control, 5th edn. Wiley, New York, USA, 2005), the belief that each quality characteristic is in an out-of-control state is first updated in an iterative approach and the proof of its convergence is given. Next, the decision-making process of the detection and classification the process mean shift is modeled. Numerical examples by simulation are provided in order to understand the proposed methodology and to evaluate its performance. Moreover, the in-control and... 

    Phase II monitoring of binary response profiles

    , Article Scientia Iranica ; Volume 20, Issue 6 , 2013 , Pages 2238-2246 ; 10263098 (ISSN) Soleymanian, M. E ; Khedmati, M ; Mahlooji, H ; Sharif University of Technology
    Sharif University of Technology  2013
    Abstract
    In many situations, the quality of a process can be characterized better by a relationship, known as a profile, between a response variable and one or more predictors. Almost all research efforts assume that response variable is continuous and follows a normal distribution, while there are instances in which the response is a binary variable, and methods such as logistic regression are commonly used. In this paper, four control schemes namely Hotelling T2, MEWMA, Likelihood Ratio Test (LRT) and LRT/EWMA are proposed to monitor binary response profiles in phase II. The performance of the proposed control charts is evaluated and compared by simulation experiments for different shift values in... 

    Economic and economic-statistical designs of MEWMA control charts - A hybrid Taguchi loss, Markov chain, and genetic algorithm approach

    , Article International Journal of Advanced Manufacturing Technology ; Volume 48, Issue 1-4 , 2010 , Pages 283-296 ; 02683768 (ISSN) Akhavan Niaki, S. T ; Ershadi, M. J ; Malaki, M ; Sharif University of Technology
    Abstract
    Economic design of multivariate exponentially weighted moving average (MEWMA) control charts for monitoring the process mean vector involves determining economically the optimum values of the three control parameters: the sample size, the sampling interval between successive samples, and the control limits or the critical region of the chart. In the economic-statistical design, constraints (including the requirements of type I error probability and power) are added such that the statistical property of the chart is satisfied. In this paper, using the multivariate Taguchi loss approach, the Lorenzen-Vance (Technometrics 28:3-10, 1) cost function of implementing the control chart is extended...