Comparison of change-points in multivariate statistical process control using the performance of Lapage-type (nonparametric)

The inability of the Shewhart‟s, the EWMA, and the CUSUM, Hotelling‟s T2 and many other control charts to indicate the time of shift poses great problems in production, Medicine, etc. To overcome the problems the need to identify the period of change (shift) in the process becomes inevitable. The study used Lapage-type Change-point (LCP) to detect the simultaneous shift in both mean and variance. In the study we compare the performance of generalized likelihood ratio change-point (GLRCP) a parametric-base with our proposed method (LCP) at different varying start-ups using real life data. We run the data on Normal, Laplace and Lognormal distributions and also Average Run Length (ARL0) to assess the performance of the methods. Evaluating in-control ARLs (IC-ARLs) for each of the methods at change-point 250 and ARL0 500 indicates the same performance irrespective of the start-up value; LCP and GLR methods have rather a similar performance IC-ARLs at change-point 50 and change-point 100 under the normality assumptions, but under non-normal distributions, LCP has substantially higher IC-ARLs compared to GLRCP at 20. The LCP outperformed the GLRCP when applied to children bronchial pneumonia status. We therefore recommend that new method be used in short-run situations and also when underlying distributions are usually unknown

Nonparametric (distribution-free) control charts : an updated overview and some results

Control charts that are based on assumption(s) of a specific form for the underlying process distribution are referred to as parametric control charts. There are many applications where there is insufficient information to justify such assumption(s) and, consequently, control charting techniques with a minimal set of distributional assumption requirements are in high demand. To this end, nonparametric or distribution-free control charts have been proposed in recent years. The charts have stable in-control properties, are robust against outliers and can be surprisingly efficient in comparison with their parametric counterparts. Chakraborti and some of his colleagues provided review papers on nonparametric control charts in 2001, 2007 and 2011, respectively. These papers have been received with considerable interest and attention by the community. However, the literature on nonparametric statistical process/quality control/monitoring has grown exponentially and because of this rapid growth, an update is deemed necessary. In this article, we bring these reviews forward to 2017, discussing some of the latest developments in the area. Moreover, unlike the past reviews, which did not include the multivariate charts, here we review both univariate and multivariate nonparametric control charts. We end with some concluding remarks.https://www.tandfonline.com/loi/lqen20hj2020Science, Mathematics and Technology Educatio

Distribution-free Phase II CUSUM control chart for joint monitoring of location and scale

Mukherjee and Chakraborti1 proposed a single distribution-free (nonparametric) Shewhart-type chart based on the Lepage2 statistic for simultaneously monitoring both the location and the scale parameters of a continuous distribution when both of these parameters are unknown. In the present work, we consider a single distribution-free CUSUM chart, based on the Lepage2 statistic, referred to as the CUSUM-Lepage (denoted by CL) chart. The proposed chart is distribution-free (nonparametric) and therefore, the in control (denoted IC) properties of the chart remain invariant and known for all continuous distributions. Control limits are tabulated for implementation of the proposed chart in practice. The IC and out of control (denoted OOC) performance properties of the chart are investigated through simulation studies in terms of the average, the standard deviation, the median and some percentiles of the run length distribution. Detailed comparison with a competing Shewhart-type chart is presented. Several existing CUSUM charts are also considered in the performance comparison. The proposed CL chart is found to perform very well in the location-scale models. We also examine the effect of the choice of the reference value (k) of CUSUM chart on the performance of the CL chart. The proposed chart is illustrated with a real data set. Summary and conclusions are presented.http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1099-16382016-02-28hb201

Statistical Quality Control with the qcr Package

[Abstract] The R package qcr for Statistical Quality Control (SQC) is introduced and described. It includes a comprehensive set of univariate and multivariate SQC tools that completes and increases the SQC techniques available in R. Apart from integrating different R packages devoted to SQC (qcc, MSQC), qcr provides nonparametric tools that are highly useful when Gaussian assumption is not met. This package computes standard univariate control charts for individual measurements, (Formula presented), S, R, p, np, c, u, EWMA, and CUSUM. In addition, it includes functions to perform multivariate control charts such as Hotelling T2, MEWMA and MCUSUM. As representative features, multivariate nonparametric alternatives based on data depth are implemented in this package: r, Q and S control charts. The qcr library also estimates the most complete set of capability indices from first to the fourth generation, covering the nonparametric alternatives, and performing the corresponding capability analysis graphical outputs, including the process capability plots. Moreover, Phase I and II control charts for functional data are included.The work of Salvador Naya, Javier Tarrío-Saavedra, Miguel Flores and Rubén Fernández-Casal has been supported by MINECO grant MTM2017-82724-R, and by the Xunta de Galicia (Grupos de Referencia Competitiva ED431C-2020-14 and Centro de Investigación del Sistema universitario de Galicia ED431G 2019/01), all of them through the ERDF. The research of Miguel Flores has been partially supported by Grant PII-DM-002-2016 of Escuela Politécnica Nacional of Ecuador. In addition, the research of Javier Tarrío-Saavedra has been also founded by the eCOAR project (PC18/03) of CITICXunta de Galicia; ED431C-2020-14Xunta de Galicia; ED431G 2019/01Escuela Politécnica Nacional de Ecuador; PII-DM-002-201

ISBIS 2016: Meeting on Statistics in Business and Industry

This Book includes the abstracts of the talks presented at the 2016 International Symposium on Business and Industrial Statistics, held at Barcelona, June 8-10, 2016, hosted at the Universitat Politècnica de Catalunya - Barcelona TECH, by the Department of Statistics and Operations Research. The location of the meeting was at ETSEIB Building (Escola Tecnica Superior d'Enginyeria Industrial) at Avda Diagonal 647. The meeting organizers celebrated the continued success of ISBIS and ENBIS society, and the meeting draw together the international community of statisticians, both academics and industry professionals, who share the goal of making statistics the foundation for decision making in business and related applications. The Scientific Program Committee was constituted by: David Banks, Duke University Amílcar Oliveira, DCeT - Universidade Aberta and CEAUL Teresa A. Oliveira, DCeT - Universidade Aberta and CEAUL Nalini Ravishankar, University of Connecticut Xavier Tort Martorell, Universitat Politécnica de Catalunya, Barcelona TECH Martina Vandebroek, KU Leuven Vincenzo Esposito Vinzi, ESSEC Business Schoo

An Assorted Design for Joint Monitoring of Process Parameters: An Efficient Approach for Fuel Consumption

Due to high fuel consumption, we face the problem of not only the increased cost, but it also affects greenhouse gas emission. This paper presents an assorted approach for monitoring fuel consumption in trucks with the objective to minimize fuel consumption. We propose a control charting structure for joint monitoring of mean and dispersion parameters based on the well-known max approach. The proposed joint assorted chart is evaluated through various performance measures such as average run length, extra quadratic loss, performance comparison index, and relative average run length. The comparison of the proposed chart is carried out with existing control charts, including a combination of X and S, the maximum exponentially weighted moving average (Max-EWMA), combined mixed exponentially weighted moving average-cumulative sum (CMEC), maximum double exponentially weighted average (MDEWMA), and combined mixed double EWMA-CUSUM (CMDEC) charts. The implementation of the proposed chart is presented using real data regarding the monitoring of fuel consumption in trucks. The outcomes revealed that the joint assorted chart is very efficient to detect different kinds of shifts in process behaviors and has superior performance than its competitor charts.Deanship of Scientific Research, King Saud University, King Fahd University of Petroleum and MineralsScopu