Statistical Process Control Using a Dynamic Sampling Scheme

This article considers statistical process control (SPC) of univariate processes, and tries to make two contributions to the univariate SPC problem. First, we propose a continuously variable sampling scheme, based on a quantitative measure of the likelihood of a process distributional shift at each observation time point, provided by the p-value of the conventional cumulative sum (CUSUM) charting statistic. For convenience of the design and implementation, the variable sampling scheme is described by a parametric function in the flexible Box–Cox transformation family. Second, the resulting CUSUM chart using the variable sampling scheme is combined with an adaptive estimation procedure for determining its reference value, to effectively protect against a range of unknown shifts. Numerical studies show that it performs well in various cases. A real data example from a chemical process illustrates the application and implementation of our proposed method. This article has supplementary materials online.

[1]  W. H. Deitenbeck Introduction to statistical process control. , 1995, Healthcare facilities management series.

[2]  Marion R. Reynolds,et al.  Variable Sampling Interval X Charts in the Presence of Correlation , 1996 .

[3]  J. Macgregor,et al.  The exponentially weighted moving variance , 1993 .

[4]  Gemai Chen,et al.  An Extended EWMA Mean Chart , 2005 .

[5]  Fugee Tsung,et al.  False Discovery Rate-Adjusted Charting Schemes for Multistage Process Monitoring and Fault Identification , 2009, Technometrics.

[6]  Wei Jiang,et al.  A Markov Chain Model for the Adaptive CUSUM Control Chart , 2006 .

[7]  Douglas C. Montgomery,et al.  Introduction to Statistical Quality Control , 1986 .

[8]  M. Kenward,et al.  An Introduction to the Bootstrap , 2007 .

[9]  D. A. Evans,et al.  An approach to the probability distribution of cusum run length , 1972 .

[10]  S. W. Roberts Control chart tests based on geometric moving averages , 2000 .

[11]  William H. Woodall,et al.  Controversies and Contradictions in Statistical Process Control , 2000 .

[12]  E. S. Page CONTINUOUS INSPECTION SCHEMES , 1954 .

[13]  David J. Spiegelhalter,et al.  An Empirical Approximation to the Null Unbounded Steady-State Distribution of the Cumulative Sum Statistic , 2008, Technometrics.

[14]  S. Weisberg Applied Linear Regression, 2nd Edition. , 1987 .

[15]  A. R. Crathorne,et al.  Economic Control of Quality of Manufactured Product. , 1933 .

[16]  Peihua Qiu,et al.  Distribution-free monitoring of univariate processes , 2011 .

[17]  Snigdhansu Chatterjee,et al.  Distribution-free cumulative sum control charts using bootstrap-based control limits , 2009, 0906.1421.

[18]  G. Moustakides Optimal stopping times for detecting changes in distributions , 1986 .

[19]  Marion R. Reynolds,et al.  EWMA control charts with variable sample sizes and variable sampling intervals , 2001 .

[20]  Peihua Qiu,et al.  On Nonparametric Statistical Process Control of Univariate Processes , 2011, Technometrics.

[21]  S. W. Roberts,et al.  Control Chart Tests Based on Geometric Moving Averages , 2000, Technometrics.

[22]  T. Hassard,et al.  Applied Linear Regression , 2005 .

[23]  James M. Lucas,et al.  Exponentially weighted moving average control schemes: Properties and enhancements , 1990 .

[24]  D. Siegmund Sequential Analysis: Tests and Confidence Intervals , 1985 .

[25]  Peihua Qiu,et al.  Using p values to design statistical process control charts , 2013 .

[26]  Smiley W. Cheng,et al.  Monitoring Process Mean and Variability with One EWMA Chart , 2001 .

[27]  Douglas C. Montgomery,et al.  SPC research—Current trends , 2007, Qual. Reliab. Eng. Int..

[28]  Zhonghua Li,et al.  Adaptive CUSUM control chart with variable sampling intervals , 2009, Comput. Stat. Data Anal..

[29]  D. Cox,et al.  An Analysis of Transformations , 1964 .

[30]  S. Weisberg Applied Linear Regression: Weisberg/Applied Linear Regression 3e , 2005 .

[31]  G. Lorden PROCEDURES FOR REACTING TO A CHANGE IN DISTRIBUTION , 1971 .

[32]  William H. Woodall,et al.  CUSUM charts with variable sampling intervals , 1990 .

[33]  Peihua Qiu,et al.  A Rank-Based Multivariate CUSUM Procedure , 2001, Technometrics.

[34]  David Hinkley,et al.  Bootstrap Methods: Another Look at the Jackknife , 2008 .

[35]  Roger M. Sauter,et al.  Introduction to Statistical Quality Control (2nd ed.) , 1992 .

[36]  E. S. Page CONTROL CHARTS WITH WARNING LINES , 1955 .

[37]  George C. Runger,et al.  Steady-state-optimal adaptive control charts based on variable sampling intervals , 2001 .

[38]  D. Hawkins,et al.  Cumulative Sum Charts and Charting for Quality Improvement , 1998, Statistics for Engineering and Physical Science.

[39]  M. Pollak Optimal Detection of a Change in Distribution , 1985 .

[40]  Ross Sparks,et al.  CUSUM Charts for Signalling Varying Location Shifts , 2000 .

[41]  Antonio Fernando Branco Costa,et al.  Joint X̄ and R charts with variable parameters , 1998 .

[42]  Sheng Zhang,et al.  A CUSUM scheme with variable sample sizes and sampling intervals for monitoring the process mean and variance , 2007, Qual. Reliab. Eng. Int..

[43]  Arthur B. Yeh,et al.  Unified CUSUM Charts for Monitoring Process Mean and Variability , 2004 .