On Data Depth and the Application of Nonparametric Multivariate Statistical Process Control Charts

The purpose of this article is to summarize recent research results for constructing nonparametric multivariate control charts with main focus on data depth based control charts. Data depth provides data reduction to large-variable problems in a completely nonparametric way. Several depth measures including Tukey depth are shown to be particularly effective for purposes of statistical process control in case that the data deviates normality assumption. For detecting slow or moderate shifts in the process target mean, the multivariate version of the EWMA is generally robust to non-normal data, so that nonparametric alternatives may be less often required

Nonparametric statistical process control : an overview and some results

An overview of the literature on some nonparametric or distribution-free quality control procedures is presented for univariate data. A nonparametric control chart is defined along with some general motivations and formulations. Various advantages of these charts are highlighted while some disadvantages of the more traditional, distribution-based. control charts are pointed out. Specific observations are made in the course of the review of articles and constructive criticism is offered. so that opportunities for further research can be identified. Connections to some areas of active research are made. such as sequential analysis, that are of relevance to process control. It is hoped that this article would lead to a wider acceptance of distribution-free control charts among the practitioners and would serve as an impetus to future research and development in this area

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

A Proposed Single EWMA Chart Combining The X And R Charts For A Joint Monitoring Of The Process Mean And Variance [TS156. Y46 2008 f rb].

Dua carta kawalan biasanya digunakan untuk kawalan min proses dan varians proses secara berasingan di industri pengeluaran. In manufacturing industries, two control charts are usually used to monitor the process mean and the process variance separately

Number of Replications Required in Monte Carlo Simulation Studies: A Synthesis of Four Studies

Monte Carlo simulations are used extensively to study the performance of statistical tests and control charts. Researchers have used various numbers of replications, but rarely provide justification for their choice. Currently, no empirically-based recommendations regarding the required number of replications exist. Twenty-two studies were re-analyzed to determine empirically-based recommendations

Parametric, Nonparametric, and Semiparametric Linear Regression in Classical and Bayesian Statistical Quality Control

Statistical process control (SPC) is used in many fields to understand and monitor desired processes, such as manufacturing, public health, and network traffic. SPC is categorized into two phases; in Phase I historical data is used to inform parameter estimates for a statistical model and Phase II implements this statistical model to monitor a live ongoing process. Within both phases, profile monitoring is a method to understand the functional relationship between response and explanatory variables by estimating and tracking its parameters. In profile monitoring, control charts are often used as graphical tools to visually observe process behaviors. We construct a practitioner’s guide to provide a stepby- step application for parametric, nonparametric, and semiparametric methods in profile monitoring, creating an in-depth guideline for novice practitioners. We then consider the commonly used cumulative sum (CUSUM), multivariate CUSUM (mCUSUM), exponentially weighted moving average (EWMA), multivariate EWMA (mEWMA) charts under a Bayesian framework for monitoring respiratory disease related hospitalizations and global suicide rates with parametric, nonparametric, and semiparametric linear models

Adaptive EWMA Control Charts with a Time Varying Smoothing Parameter

It is known that time-weighted charts like EWMA or CUSUM are designed to be optimal to detect a specific shift. If they are designed to detect, for instance, a very small shift, they can be inefficient to detect moderate or large shifts. In the literature, several alternatives have been proposed to circumvent this limitation, like the use of control charts with variable parameters or adaptive control charts. This paper has as main goal to propose some adaptive EWMA control charts (AEWMA) based on the assessment of a potential misadjustment, which is translated into a time-varying smoothing parameter. The resulting control charts can be seen as a smooth combination between Shewhart and EWMA control charts that can be efficient for a wide range of shifts. Markov chain procedures are established to analyze and design the proposed charts. Comparisons with other adaptive and traditional control charts show the advantages of the proposals.Acknowledgements: financial support from the Spanish Ministry of Education and Science, research project ECO2012-38442