Simultaneous identification of mean shift and correlation change in AR(1) processes

In this paper, we propose a neural-network-based identification system for both mean shift and correlation parameter change. The identifier is trained to detect mean shift, to recognize the presence of autocorrelation, and to identify shift and correlation magnitudes. Various magnitudes of process mean shift, under the presence of various levels of autocorrelation, are considered. Both in-control and out-of-control average run length are computed to measure the performance of the trained identifier. Additionally, we also measure the correction classification rate of shift and/or correlation magnitudes. The identifier is designed to work under two modes, i.e., with or without shift magnitude identification. When properly trained, the identifier is capable of simultaneously indicating whether the process change is due to mean shift, correlation change, or both. This approach is unique since all the statistical control charts developed so far can only detect mean (or variance) shift or parameter change when the deviation is beyond a certain specified control limit, but are incapable of distinguishing whether the shift is due to mean, correlation change, or both when they are concurrently taking place. The result is significant since it provides additional specific information about the process change and the graphical plot reveals the time and progression of the shift/change magnitude. Therefore, the result narrows down the scope of the assignable causes and speeds up the troubleshooting process.

[1]  G. Box,et al.  Cumulative score charts , 1992 .

[2]  H. Brian Hwarng Detecting process mean shift in the presence of autocorrelation: a neural-network based monitoring scheme , 2004 .

[3]  Richard A. Johnson,et al.  Sequential Procedures for Detecting Parameter Changes in a Time-Series Model , 1977 .

[4]  Chuen-Sheng Cheng A multi-layer neural network model for detecting changes in the process mean , 1995 .

[5]  Robert A. Jacobs,et al.  Increased rates of convergence through learning rate adaptation , 1987, Neural Networks.

[6]  Chinmo Roan,et al.  CHANGE PATTERNS OF TIME SERIES-BASED CONTROL CHARTS , 1996 .

[7]  Deborah F. Cook,et al.  Utilization of neural networks for the recognition of variance shifts in correlated manufacturing process parameters , 2001 .

[8]  N F Hubele,et al.  X¯ CONTROL CHART PATTERN IDENTIFICATION THROUGH EFFICIENT OFF-LINE NEURAL NETWORK TRAINING , 1993 .

[9]  H. Brian Hwarng,et al.  A neural network approach to identifying cyclic behaviour on control charts: a comparative study , 1997, Int. J. Syst. Sci..

[10]  John R. English,et al.  Detecting changes in autoregressive processes with X¯ and EWMA charts , 2000 .

[11]  Marion R. Reynolds,et al.  Control Charts for Monitoring the Mean and Variance of Autocorrelated Processes , 1999 .

[12]  J. D. T. Tannock,et al.  A review of neural networks for statistical process control , 1998, J. Intell. Manuf..

[13]  Herbert Moskowitz,et al.  Control Charts in the Presence of Data Correlation , 1992 .

[14]  Shing I. Chang,et al.  An integrated neural network approach for simultaneous monitoring of process mean and variance shifts a comparative study , 1999 .

[15]  H. Brian Hwarng Proper and effective training of a pattern recognizer for cyclic data , 1995 .

[16]  Layth C. Alwan,et al.  Time-Series Modeling for Statistical Process Control , 1988 .

[17]  H. B. Hwarng,et al.  Detecting process non-randomness through a fast and cumulative learning ART-based pattern recognizer , 1995 .

[18]  Ali A. Minai,et al.  Back-propagation heuristics: a study of the extended delta-bar-delta algorithm , 1990, 1990 IJCNN International Joint Conference on Neural Networks.

[19]  Norma Faris Hubele,et al.  Back-propagation pattern recognizers for X¯ control charts: methodology and performance , 1993 .

[20]  Nien Fan Zhang,et al.  A statistical control chart for stationary process data , 1998 .

[21]  H. B. Hwarng Multilayer perceptions for detecting cyclic data on control charts , 1995 .

[22]  H. Brian Hwarng,et al.  Boltzmann machines that learn to recognize patterns on control charts , 1992 .

[23]  Kevin J. Dooley,et al.  Distinguishing between mean, variance and autocorrelation changes in statistical quality control , 1995 .

[24]  Shing I. Chang,et al.  A neural fuzzy control chart for detecting and classifying process mean shifts , 1996 .

[25]  Tayfur Altiok,et al.  The Case for Modeling Correlation in Manufacturing Systems , 2001 .

[26]  Kevin J. Dooley,et al.  Identification of change structure in statistical process control , 1992 .