Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives
|
|
- Geoffrey McCormick
- 5 years ago
- Views:
Transcription
1 hps://doi.org/0.545/mjis Exponenially Weighed Moving Average (EWMA) Char Based on Six Dela Iniiaives KALPESH S. TAILOR Deparmen of Saisics, M. K. Bhavnagar Universiy, Bhavnagar Received: December 5, 07 Revised: February 0, 08 Acceped: February 8, 08 Published online: March 0, 08 The Auhor(s) 08. This aricle is published wih open access a Absrac A conrol char is a graphical device for represenaion of he daa for knowing he exen of variaions from he expeced sandard. The echnique of conrol char was suggesed by W.A. Shewhar of Bell Telephone Company based on hree sigma limis. M. Harry, he engineer of Moorola has inroduced he concep of six sigma in 980. In six sigma iniiaives, i is expeced o produce 3.4 or less number of defecs per million of opporuniies. Moderae disribuion proposed by Naik and Desai is a sound alernaive of normal disribuion, which has mean and mean deviaion as pivoal parameers and which has properies similar o normal disribuion. Naik and Tailor have developed various conrol chars based on his disribuion. In his paper an aemp is made o consruc a conrol char based on six dela iniiaives for exponenially weighed moving average char. Suiable Table for mean deviaion is also consruced and presened for he engineers for making quick decisions. Keywords Moderae disribuion, EWMA, Six Dela.. INTRODUCTION The echnique of qualiy conrol was developed by W. A. Shewhar (93). I was based on 3sigma conrol limis. Mikel Harry (980), he engineer of Moorola has inroduced he concep of six sigma. He developed mehods for problem solving ha combined formal echniques, paricularly relaing o measuremen, o achieve measurable savings in millions of dollars. The companies, which are pracicing Six Sigma, are expeced o produce 3.4 or less number of defecs per million opporuniies R.Radhakrishnan and P.Balamurugan (00, 00, and 06) have developed six sigma based conrol chars for he number of defecives, exponenially weighed moving average and sandard deviaion. Mahemaical Journal of Inerdisciplinary Sciences Vol-6, No-, March 08 pp. 7 35
2 Tailor, KS Naik and Desai have proposed an alernaive of normal disribuion called moderae disribuion, which has mean ( µ ) and mean deviaion (δ ) as pivoal parameers and which has properies similar o normal disribuion. Naik and Tailor (05, 06) have suggesed 3δ (3 mean deviaion) conrol limis based on moderae disribuion. On he basis of 3 conrol limis, hey have developed X -char, R-char, s-char and d-char. Tailor (06) has also developed moving average and moving range char and exponenially moving average char under moderaeness assumpion. Similar o six sigma concep, he conceps of six dela can be developed. So here an aemp is made o develop six dela conceps similar o six sigma concep. The six sigma conrol limis are based on normaliy assumpion and he conrol limis are deermined by using sandard deviaion (σ-sigma) of he saisic, whereas he six dela conrol limis are based on moderaeness assumpion and he conrol limis are deermined by using mean deviaion (δ-dela) of he saisic. In six dela iniiaives, i is expeced o produce.7 or less number of defecs per million of opporuniies. If he companies pracicing Six Dela iniiaives use he conrol limis, hen no poin fall ouside he conrol limis because of he improvemen in he qualiy of he process. Tailor has proposed sample sandard deviaion(s) char and sample mean deviaion (d) char based on six dela iniiaives. Here an aemp is made o consruc a conrol char based on six dela iniiaives for exponenially weighed moving average. Suiable Table for mean deviaion is also consruced and presened for he engineers for making quick decisions.. CONCEPTS AND TERMINOLOGIES A. Upper specificaion limi (USL) I is he greaes amoun specified by he producer for a process or produc o have he accepable performance. B. Lower specificaion limi (LSL) I is he smalles amoun specified by he producer for a process or produc o have he accepable performance. C. Tolerance level (TL) I is he difference beween USL and LSL, TL = USL-LSL D. Process capabiliy (Cp) This is he raio of olerance level o six imes mean deviaion of he process. Cp = (TL/ 6 π δ ) = (TL/0.6369δ) = (USL-LSL)/0.6369δ 8
3 E. Mean deviaion (δ 6δ ): For many purposes mean deviaion is he mos useful measure of dispersion of a se of numbers. I is he mean of absolue deviaion. F. Qualiy Conrol Consan (M md ) The consan M md is inroduced in his paper o deermine he conrol limis based on six dela iniiaives for sample mean deviaion. G. Consan Facor (α) I is a consan, 0<, which is used o calculae exponenially weighed moving average. Exponenially Weighed Moving Average (EWMA) Char Based on Six Dela Iniiaives 3. THREE DELTA CONTROL LIMITS FOR EXPONENTIAL WEIGHTED MOVING AVERAGE (EWMA) CHART Tailor has proposed exponenially weighed moving average (EWMA) char under he moderaeness wih 3δ conrol limis. Suppose ha he main variable of he process x follows moderae disribuion. The mean of x is E(x) = μ and mean deviaion of x is δ = x δ. The EWMA funcion is defined as, Z = xi + ( ) Z, where 0<. i If he individual X are independen random variables wih variance σ n, hen he variance of Z is defined as Therefore σ σ = α n ( ) σ σ σ = α = α n ( ) ( ) n Since we are assuming moderaeness, he mean error of Z is defined as () δ = α n ( ) () Thus, he 3δ- conrol limis of EWMA char can be deermined as follows Cenral line (C.L) = E( X ) Lower conrol limi (L.C.L) = E( X ) 3δ = X (3) 9
4 Tailor, KS = X 3 n ( α) δ = X ( α ) (4) n Upper conrol limi (U.C.L) = EX ( ) + 3δ = X + 3 n ( α) δ = X n ( α) (5) Where X and δ are ypically esimaed from preliminary daa as sample mean and sample mean deviaion. As α is small and if increases, he effec of saring value soon dissipaes and he mean error converges o is asympoic value. i.e δ = n The conrol limis for EWMA char are usually based on he asympoic mean deviaion of he saisic. Hence asympoic 3-conrol limis for his char can be derived as following way, Cenral line (C.L) = EX ( ) Lower conrol limi (L.C.L) = EX ( ) 3δ = X (6) = X 3 n = X δ n (7) 30
5 Upper conrol limi (U.C.L) = EX ( ) + 3δ = X + 3 n Exponenially Weighed Moving Average (EWMA) Char Based on Six Dela Iniiaives = X δ (8) n 4. SIX DELTA BASED CONTROL LIMITS FOR EXPONENTIAL WEIGHTED MOVING AVERAGE (EWMA) CHART Fix he olerance level (TL) and process capabiliy (C p ) o deermine he process mean deviaion δ(ermed as δ 6δ ), which is calculaed from Cp = (TL/0.6369δ). For a specified TL and C p of he process, he values of δ 6δ is calculaed, and presened in able. The value of M md is obained by using 6 P( Z M md )= α, where α = 7. 0 and Z is a sandard moderae variae. Thus, he conrol limis for six dela based conrol char for EWMA are deermined as, LCL UCL CLδ X 6 δ = (9) = X Mmd n ( α ) (0) 6 6 = X + M 6 md 6 n ( α) Similarly, asympoic 6δ-conrol limis for his char can also be derived. 5. AN EMPIRICAL STUDY FOR EWMA CONTROL CHART AND COMPARISION OF THREE DELTA LIMITS AGAINST SIX DELTA INITIATIVES () To illusrae he use of EWMA conrol char wih hree dela and six dela limis, a daa se is aken from Lucas J. M and Crosier R.B. The daa, ogeher wih he corresponding EWMA values, are shown in Table. The arge value is aken o be 0. Three dela and six dela conrol limis are compued from his daa se, and conrol chars are ploed under hese wo limis. 3
6 Tailor, KS Table : Daa se. Observed value EWMA = + (- ) (a) Three dela conrol limis (asympoic) for EWMA char: Here he parameers of he EWMA are chosen o be α = 0.5, δ =, n = and he arge mean is aken as zero. Hence, he hree dela conrol limis are found as, LCL = -.00, CL = 0 and UCL =.00 (b) Conrol limis (asympoic) based on six dela iniiaives for EWMA char: 3
7 For a given daa se USL =.393, LSL = -0.03, TL = = and C p =.5. The value of δ 6 δ = , which is found from he Table, M md = 5.85 which is calculaed from P(Z M md ) = - α, where 6 α = The oher parameers are chosen o be α = 0.5, n = and he arge mean is aken as zero.. Hence, he conrol limis based on six dela iniiaives for EWMA char for a specified TL and M md are deermined as, CL = 0, LCL = , UCL = δ 6δ 6δ Exponenially Weighed Moving Average (EWMA) Char Based on Six Dela Iniiaives Table : Values of for a specified C p and TL TL Cp (c) EWMA-chars for daa se given in Table based on hree dela and six dela limis: 33
8 Tailor, KS Figure SUMMARY AND CONCLUSION In his paper, EWMA char is discussed under hree dela and six dela conrol limis wih an illusraion. From figure, i can be seen ha he producion process is in saisical conrol in boh he cases. If we compare he UCL and LCL of boh he ypes of chars, six dela conrol limis are always smaller han he hree dela conrol limis. So i can be concluded ha he char under six dela conrol lifs are more effecive owards deecing he shif in he value of EWMA han he chars under hree dela conrol limis. This is a nex generaion conrol char echnique and i will replace exising six sigma echnique. So i is recommended ha he conrol chars under six dela conrol limis should be used for he bes resuls. REFERENCES [] Huner J. S. (986): The Exponenially Weighed Moving Average, Journal of Qualiy Technology, 8, [] Lucas J.M. and Crosier R.B. (98): Fas Iniial Response for CUSUM Qualiy Conrol Schemes, Technomerics, 4, [3] Lucas J.M. and Saccucci M.S. (990): Exponenially Weighed Moving average Schemes, Properies and Enhancemens, Technomerics, 3, -9 [4] K.S.Tailor(06): Moving Average And Moving Range Chars Under The Assumpion Of Moderaeness And Is 3 Conrol Limis, Sankhya Vignan, December-06,, 8-3 [5] K.S.Tailor(07): Exponenially Weighed Moving Average (EWMA)Chars Under The Assumpion Of Moderaeness And Is 3-dela Conrol Limis, Mahemaical Journal of Inerdisciplinary Sciences(MJIS), March-07, Vol. 5,, -9 34
9 [6] K.S.Tailor(07): Sample Sandard Deviaion(s) Char Under The Assumpion Of Moderaeness And Is Performance Analysis, Inernaional Journal of Research-Granhaalayah (IJRG), Vol. 5, Issue 6, June- 07, [7] K.S.Tailor(07): Sample Mean Deviaion (d) Conrol Char Based on Six Sigma Iniiaives, Sankhya Vignan, June-07, 8-36 [8] K.S.Tailor(07): Sample Mean Deviaion (d) Char Under he Assumpion of Moderaeness and is Performance Analysis Under Normaliy Agains Moderaeness, Inernaional Journal of Engineering and managemen research(ijemr), Vol. 7, Issue 4,July-Augus -07, 9-96 [9] R.Radhakrishnan and P.Balamurugan(06):Consrucion of conrol char based on six sigma iniiaives for sandard deviaion,american Inernaional Journal of Research in Science, Technology, Engineering & Mahemaics, June- Augus, pp [0] R.Radhakrishnan and P.Balamurugan(00):Six Sigma based Conrol chars for he number of defecives, Proceedings of he 00 Inernaional Conference on Indusrial Engineering and Operaions Managemen (IEOM 00) organized by Bangladesh Sociey of Mechanical Engineers, Dhaka, Bangladesh, Jan 9-0, (00a), 9. [] R.Radhakrishnan and P.Balamurugan(00):Six Sigma based Exponenially Weighed Moving Average Conrol Char, Indian journal of Science and Technology (IJST), Vol.3, No. 0, Ocober, pp [] Robers S.W. (959): Conrol char Tess Based on Geomeric Moving Average Chars. Technomerics, Vol.-, No.-3, pp [3] V.D. Naik and K.S. Tailor (05):On performance of and R-chars under he assumpion of moderaeness raher han normaliy and wih 3 conrol limis raher han 3 conrol limis, VNSGU Journal of Science and Technology, Vol.4, No., [4] W.A. Shewhar(93):Economic Conrol of Qualiy of Manufacured Produc, New York: Van Nosrand,. [5] W.A. Shewhar(93):Economic Conrol of Qualiy of Manufacured Produc, New York: Van Nosrand,. Exponenially Weighed Moving Average (EWMA) Char Based on Six Dela Iniiaives 35
Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits
DOI: 0.545/mjis.07.5009 Exponenial Weighed Moving Average (EWMA) Char Under The Assumpion of Moderaeness And Is 3 Conrol Limis KALPESH S TAILOR Assisan Professor, Deparmen of Saisics, M. K. Bhavnagar Universiy,
More informationPerformance of X-Bar Chart Associated With Mean Deviation under Three Delta Control Limits and Six Delta Initiatives
IOSR Journal of Engineering (IOSRJEN) ISSN (e): 2250-3021, ISSN (p): 2278-8719 Vol. 08, Issue 7 (July. 2018), V (I) PP 12-16 www.iosrjen.org Performance of X-Bar Chart Associated With Mean Deviation under
More informationA Robust Exponentially Weighted Moving Average Control Chart for the Process Mean
Journal of Modern Applied Saisical Mehods Volume 5 Issue Aricle --005 A Robus Exponenially Weighed Moving Average Conrol Char for he Process Mean Michael B. C. Khoo Universii Sains, Malaysia, mkbc@usm.my
More informationGINI MEAN DIFFERENCE AND EWMA CHARTS. Muhammad Riaz, Department of Statistics, Quaid-e-Azam University Islamabad,
GINI MEAN DIFFEENCE AND EWMA CHATS Muhammad iaz, Deparmen of Saisics, Quaid-e-Azam Universiy Islamabad, Pakisan. E-Mail: riaz76qau@yahoo.com Saddam Akbar Abbasi, Deparmen of Saisics, Quaid-e-Azam Universiy
More informationVehicle Arrival Models : Headway
Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where
More informationTHE CUSUM VERSUS MCUSUM MODIFIED CONTROL CHARTS WHEN APPLIED ON DIESEL ENGINES PARAMETERS CONTROL
Proceedings of he 6h Inernaional Conference on Mechanics and Maerials in Design, Ediors: J.F. Silva Gomes & S.A. Meguid, P.Delgada/Azores, 26-30 July 2015 PAPER REF: 5649 THE CUSUM VERSUS MCUSUM MODIFIED
More information20. Applications of the Genetic-Drift Model
0. Applicaions of he Geneic-Drif Model 1) Deermining he probabiliy of forming any paricular combinaion of genoypes in he nex generaion: Example: If he parenal allele frequencies are p 0 = 0.35 and q 0
More informationSmoothing. Backward smoother: At any give T, replace the observation yt by a combination of observations at & before T
Smoohing Consan process Separae signal & noise Smooh he daa: Backward smooher: A an give, replace he observaion b a combinaion of observaions a & before Simple smooher : replace he curren observaion wih
More informationInventory Control of Perishable Items in a Two-Echelon Supply Chain
Journal of Indusrial Engineering, Universiy of ehran, Special Issue,, PP. 69-77 69 Invenory Conrol of Perishable Iems in a wo-echelon Supply Chain Fariborz Jolai *, Elmira Gheisariha and Farnaz Nojavan
More informationComparing Means: t-tests for One Sample & Two Related Samples
Comparing Means: -Tess for One Sample & Two Relaed Samples Using he z-tes: Assumpions -Tess for One Sample & Two Relaed Samples The z-es (of a sample mean agains a populaion mean) is based on he assumpion
More informationFITTING OF A PARTIALLY REPARAMETERIZED GOMPERTZ MODEL TO BROILER DATA
FITTING OF A PARTIALLY REPARAMETERIZED GOMPERTZ MODEL TO BROILER DATA N. Okendro Singh Associae Professor (Ag. Sa.), College of Agriculure, Cenral Agriculural Universiy, Iroisemba 795 004, Imphal, Manipur
More informationInternational Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015
Inernaional Journal of Compuer Science Trends and Technology (IJCST) Volume Issue 6, Nov-Dec 05 RESEARCH ARTICLE OPEN ACCESS An EPQ Model for Two-Parameer Weibully Deerioraed Iems wih Exponenial Demand
More informationSPC Procedures for Monitoring Autocorrelated Processes
Qualiy Technology & Quaniaive Managemen Vol. 4, No. 4, pp. 501-540, 007 QTQM ICAQM 007 SPC Procedures for Monioring Auocorrelaed Processes S. Psarakis and G. E. A. Papaleonida Ahens Universiy of Economics
More informationRobust estimation based on the first- and third-moment restrictions of the power transformation model
h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,
More informationSTRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN
Inernaional Journal of Applied Economerics and Quaniaive Sudies. Vol.1-3(004) STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN 001-004 OBARA, Takashi * Absrac The
More informationOutline. lse-logo. Outline. Outline. 1 Wald Test. 2 The Likelihood Ratio Test. 3 Lagrange Multiplier Tests
Ouline Ouline Hypohesis Tes wihin he Maximum Likelihood Framework There are hree main frequenis approaches o inference wihin he Maximum Likelihood framework: he Wald es, he Likelihood Raio es and he Lagrange
More informationOBJECTIVES OF TIME SERIES ANALYSIS
OBJECTIVES OF TIME SERIES ANALYSIS Undersanding he dynamic or imedependen srucure of he observaions of a single series (univariae analysis) Forecasing of fuure observaions Asceraining he leading, lagging
More informationA Group Acceptance Sampling Plans Based on Truncated Life Tests for Type-II Generalized Log-Logistic Distribution
ProbSa Forum, Volume 09, July 2016, Pages 88 94 ISSN 0974-3235 ProbSa Forum is an e-journal. For deails please visi www.probsa.org.in A Group Accepance Sampling Plans Based on Truncaed Life Tess for Type-II
More information5.2. The Natural Logarithm. Solution
5.2 The Naural Logarihm The number e is an irraional number, similar in naure o π. Is non-erminaing, non-repeaing value is e 2.718 281 828 59. Like π, e also occurs frequenly in naural phenomena. In fac,
More informationSummer Term Albert-Ludwigs-Universität Freiburg Empirische Forschung und Okonometrie. Time Series Analysis
Summer Term 2009 Alber-Ludwigs-Universiä Freiburg Empirische Forschung und Okonomerie Time Series Analysis Classical Time Series Models Time Series Analysis Dr. Sevap Kesel 2 Componens Hourly earnings:
More informationIntroduction to Probability and Statistics Slides 4 Chapter 4
Inroducion o Probabiliy and Saisics Slides 4 Chaper 4 Ammar M. Sarhan, asarhan@mahsa.dal.ca Deparmen of Mahemaics and Saisics, Dalhousie Universiy Fall Semeser 8 Dr. Ammar Sarhan Chaper 4 Coninuous Random
More informationShiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran
Curren Trends in Technology and Science ISSN : 79-055 8hSASTech 04 Symposium on Advances in Science & Technology-Commission-IV Mashhad, Iran A New for Sofware Reliabiliy Evaluaion Based on NHPP wih Imperfec
More informationTypes of Exponential Smoothing Methods. Simple Exponential Smoothing. Simple Exponential Smoothing
M Business Forecasing Mehods Exponenial moohing Mehods ecurer : Dr Iris Yeung Room No : P79 Tel No : 788 8 Types of Exponenial moohing Mehods imple Exponenial moohing Double Exponenial moohing Brown s
More informationAppendix to Creating Work Breaks From Available Idleness
Appendix o Creaing Work Breaks From Available Idleness Xu Sun and Ward Whi Deparmen of Indusrial Engineering and Operaions Research, Columbia Universiy, New York, NY, 127; {xs2235,ww24}@columbia.edu Sepember
More informationApplying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Capacity Constraints
IJCSI Inernaional Journal of Compuer Science Issues, Vol 9, Issue 1, No 1, January 2012 wwwijcsiorg 18 Applying Geneic Algorihms for Invenory Lo-Sizing Problem wih Supplier Selecion under Sorage Capaciy
More informationAn Adaptive Generalized Likelihood Ratio Control Chart for Detecting an Unknown Mean Pattern
An adapive GLR conrol char... 1/32 An Adapive Generalized Likelihood Raio Conrol Char for Deecing an Unknown Mean Paern GIOVANNA CAPIZZI and GUIDO MASAROTTO Deparmen of Saisical Sciences Universiy of Padua
More informationMaintenance Models. Prof. Robert C. Leachman IEOR 130, Methods of Manufacturing Improvement Spring, 2011
Mainenance Models Prof Rober C Leachman IEOR 3, Mehods of Manufacuring Improvemen Spring, Inroducion The mainenance of complex equipmen ofen accouns for a large porion of he coss associaed wih ha equipmen
More informationSolutions to Odd Number Exercises in Chapter 6
1 Soluions o Odd Number Exercises in 6.1 R y eˆ 1.7151 y 6.3 From eˆ ( T K) ˆ R 1 1 SST SST SST (1 R ) 55.36(1.7911) we have, ˆ 6.414 T K ( ) 6.5 y ye ye y e 1 1 Consider he erms e and xe b b x e y e b
More informationExcel-Based Solution Method For The Optimal Policy Of The Hadley And Whittin s Exact Model With Arma Demand
Excel-Based Soluion Mehod For The Opimal Policy Of The Hadley And Whiin s Exac Model Wih Arma Demand Kal Nami School of Business and Economics Winson Salem Sae Universiy Winson Salem, NC 27110 Phone: (336)750-2338
More informationImproved Approximate Solutions for Nonlinear Evolutions Equations in Mathematical Physics Using the Reduced Differential Transform Method
Journal of Applied Mahemaics & Bioinformaics, vol., no., 01, 1-14 ISSN: 179-660 (prin), 179-699 (online) Scienpress Ld, 01 Improved Approimae Soluions for Nonlinear Evoluions Equaions in Mahemaical Physics
More informationBias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé
Bias in Condiional and Uncondiional Fixed Effecs Logi Esimaion: a Correcion * Tom Coupé Economics Educaion and Research Consorium, Naional Universiy of Kyiv Mohyla Academy Address: Vul Voloska 10, 04070
More informationDevelopment of a new metrological model for measuring of the water surface evaporation Tovmach L. Tovmach Yr. Abstract Introduction
Developmen of a new merological model for measuring of he waer surface evaporaion Tovmach L. Tovmach Yr. Sae Hydrological Insiue 23 Second Line, 199053 S. Peersburg, Russian Federaion Telephone (812) 323
More informationComputer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures
MPRA Munich Personal RePEc Archive Compuer Simulaes he Effec of Inernal Resricion on Residuals in Linear Regression Model wih Firs-order Auoregressive Procedures Mei-Yu Lee Deparmen of Applied Finance,
More informationOn Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature
On Measuring Pro-Poor Growh 1. On Various Ways of Measuring Pro-Poor Growh: A Shor eview of he Lieraure During he pas en years or so here have been various suggesions concerning he way one should check
More informationACE 564 Spring Lecture 7. Extensions of The Multiple Regression Model: Dummy Independent Variables. by Professor Scott H.
ACE 564 Spring 2006 Lecure 7 Exensions of The Muliple Regression Model: Dumm Independen Variables b Professor Sco H. Irwin Readings: Griffihs, Hill and Judge. "Dumm Variables and Varing Coefficien Models
More informationCOMPUTATION OF THE PERFORMANCE OF SHEWHART CONTROL CHARTS. Pieter Mulder, Julian Morris and Elaine B. Martin
COMUTATION OF THE ERFORMANCE OF SHEWHART CONTROL CHARTS ieer Mulder, Julian Morris and Elaine B. Marin Cenre for rocess Analyics and Conrol Technology, School of Chemical Engineering and Advanced Maerials,
More informationNavneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi
Creep in Viscoelasic Subsances Numerical mehods o calculae he coefficiens of he Prony equaion using creep es daa and Herediary Inegrals Mehod Navnee Saini, Mayank Goyal, Vishal Bansal (23); Term Projec
More informationAn Improved Adaptive CUSUM Control Chart for Monitoring Process Mean
An Improved Adapive CUSUM Conrol Char for Monioring Process Mean Jun Du School of Managemen Tianjin Universiy Tianjin 37, China Zhang Wu, Roger J. Jiao School of Mechanical and Aerospace Engineering Nanyang
More information1 Evaluating Chromatograms
3 1 Evaluaing Chromaograms Hans-Joachim Kuss and Daniel Sauffer Chromaography is, in principle, a diluion process. In HPLC analysis, on dissolving he subsances o be analyzed in an eluen and hen injecing
More informationNature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time.
Supplemenary Figure 1 Spike-coun auocorrelaions in ime. Normalized auocorrelaion marices are shown for each area in a daase. The marix shows he mean correlaion of he spike coun in each ime bin wih he spike
More informationv A Since the axial rigidity k ij is defined by P/v A, we obtain Pa 3
The The rd rd Inernaional Conference on on Design Engineering and Science, ICDES 14 Pilsen, Czech Pilsen, Republic, Czech Augus Republic, 1 Sepember 1-, 14 In-plane and Ou-of-plane Deflecion of J-shaped
More informationNonlinearity Test on Time Series Data
PROCEEDING OF 3 RD INTERNATIONAL CONFERENCE ON RESEARCH, IMPLEMENTATION AND EDUCATION OF MATHEMATICS AND SCIENCE YOGYAKARTA, 16 17 MAY 016 Nonlineariy Tes on Time Series Daa Case Sudy: The Number of Foreign
More informationACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H.
ACE 56 Fall 005 Lecure 5: he Simple Linear Regression Model: Sampling Properies of he Leas Squares Esimaors by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Inference in he Simple
More informationTesting for a Single Factor Model in the Multivariate State Space Framework
esing for a Single Facor Model in he Mulivariae Sae Space Framework Chen C.-Y. M. Chiba and M. Kobayashi Inernaional Graduae School of Social Sciences Yokohama Naional Universiy Japan Faculy of Economics
More informationHas the Business Cycle Changed? Evidence and Explanations. Appendix
Has he Business Ccle Changed? Evidence and Explanaions Appendix Augus 2003 James H. Sock Deparmen of Economics, Harvard Universi and he Naional Bureau of Economic Research and Mark W. Wason* Woodrow Wilson
More informationA unit root test based on smooth transitions and nonlinear adjustment
MPRA Munich Personal RePEc Archive A uni roo es based on smooh ransiions and nonlinear adjusmen Aycan Hepsag Isanbul Universiy 5 Ocober 2017 Online a hps://mpra.ub.uni-muenchen.de/81788/ MPRA Paper No.
More informationDiebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles
Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance
More informationCourse Notes for EE227C (Spring 2018): Convex Optimization and Approximation
Course Noes for EE7C Spring 018: Convex Opimizaion and Approximaion Insrucor: Moriz Hard Email: hard+ee7c@berkeley.edu Graduae Insrucor: Max Simchowiz Email: msimchow+ee7c@berkeley.edu Ocober 15, 018 3
More informationThe General Linear Test in the Ridge Regression
ommunicaions for Saisical Applicaions Mehods 2014, Vol. 21, No. 4, 297 307 DOI: hp://dx.doi.org/10.5351/sam.2014.21.4.297 Prin ISSN 2287-7843 / Online ISSN 2383-4757 The General Linear Tes in he Ridge
More informationAn introduction to the theory of SDDP algorithm
An inroducion o he heory of SDDP algorihm V. Leclère (ENPC) Augus 1, 2014 V. Leclère Inroducion o SDDP Augus 1, 2014 1 / 21 Inroducion Large scale sochasic problem are hard o solve. Two ways of aacking
More informationPhysics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle
Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,
More informationA new flexible Weibull distribution
Communicaions for Saisical Applicaions and Mehods 2016, Vol. 23, No. 5, 399 409 hp://dx.doi.org/10.5351/csam.2016.23.5.399 Prin ISSN 2287-7843 / Online ISSN 2383-4757 A new flexible Weibull disribuion
More informationTime Series Models for Growth of Urban Population in SAARC Countries
Advances in Managemen & Applied Economics, vol., no.1, 01, 109-119 ISSN: 179-7544 (prin version), 179-755 (online) Inernaional Scienific Press, 01 Time Series Models for Growh of Urban Populaion in SAARC
More informationA DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS
A DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS Xinping Guan ;1 Fenglei Li Cailian Chen Insiue of Elecrical Engineering, Yanshan Universiy, Qinhuangdao, 066004, China. Deparmen
More informationAir Traffic Forecast Empirical Research Based on the MCMC Method
Compuer and Informaion Science; Vol. 5, No. 5; 0 ISSN 93-8989 E-ISSN 93-8997 Published by Canadian Cener of Science and Educaion Air Traffic Forecas Empirical Research Based on he MCMC Mehod Jian-bo Wang,
More informationSTATE-SPACE MODELLING. A mass balance across the tank gives:
B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing
More informationDEPARTMENT OF STATISTICS
A Tes for Mulivariae ARCH Effecs R. Sco Hacker and Abdulnasser Haemi-J 004: DEPARTMENT OF STATISTICS S-0 07 LUND SWEDEN A Tes for Mulivariae ARCH Effecs R. Sco Hacker Jönköping Inernaional Business School
More informationSub Module 2.6. Measurement of transient temperature
Mechanical Measuremens Prof. S.P.Venkaeshan Sub Module 2.6 Measuremen of ransien emperaure Many processes of engineering relevance involve variaions wih respec o ime. The sysem properies like emperaure,
More informationDynamic Probability Control Limits for Risk-Adjusted Bernoulli Cumulative Sum Charts
Dynamic Probabiliy Conrol Limis for Risk-Adjused Bernoulli Cumulaive Sum Chars Xiang Zhang Disseraion submied o he faculy of he Virginia Polyechnic Insiue and Sae Universiy in parial fulfillmen of he requiremens
More informationCONFIDENCE LIMITS AND THEIR ROBUSTNESS
CONFIDENCE LIMITS AND THEIR ROBUSTNESS Rajendran Raja Fermi Naional Acceleraor laboraory Baavia, IL 60510 Absrac Confidence limis are common place in physics analysis. Grea care mus be aken in heir calculaion
More informationGeorey E. Hinton. University oftoronto. Technical Report CRG-TR February 22, Abstract
Parameer Esimaion for Linear Dynamical Sysems Zoubin Ghahramani Georey E. Hinon Deparmen of Compuer Science Universiy oftorono 6 King's College Road Torono, Canada M5S A4 Email: zoubin@cs.orono.edu Technical
More informationA First Course on Kinetics and Reaction Engineering. Class 19 on Unit 18
A Firs ourse on Kineics and Reacion Engineering lass 19 on Uni 18 Par I - hemical Reacions Par II - hemical Reacion Kineics Where We re Going Par III - hemical Reacion Engineering A. Ideal Reacors B. Perfecly
More informationA Study of Inventory System with Ramp Type Demand Rate and Shortage in The Light Of Inflation I
Inernaional Journal of Mahemaics rends and echnology Volume 7 Number Jan 5 A Sudy of Invenory Sysem wih Ramp ype emand Rae and Shorage in he Ligh Of Inflaion I Sangeea Gupa, R.K. Srivasava, A.K. Singh
More informationApplication of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing
Applicaion of a Sochasic-Fuzzy Approach o Modeling Opimal Discree Time Dynamical Sysems by Using Large Scale Daa Processing AA WALASZE-BABISZEWSA Deparmen of Compuer Engineering Opole Universiy of Technology
More informationUnderstanding the asymptotic behaviour of empirical Bayes methods
Undersanding he asympoic behaviour of empirical Bayes mehods Boond Szabo, Aad van der Vaar and Harry van Zanen EURANDOM, 11.10.2011. Conens 2/20 Moivaion Nonparameric Bayesian saisics Signal in Whie noise
More informationStochastic Model for Cancer Cell Growth through Single Forward Mutation
Journal of Modern Applied Saisical Mehods Volume 16 Issue 1 Aricle 31 5-1-2017 Sochasic Model for Cancer Cell Growh hrough Single Forward Muaion Jayabharahiraj Jayabalan Pondicherry Universiy, jayabharahi8@gmail.com
More informationCHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK
175 CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 10.1 INTRODUCTION Amongs he research work performed, he bes resuls of experimenal work are validaed wih Arificial Neural Nework. From he
More informationThe Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form
Chaper 6 The Simple Linear Regression Model: Reporing he Resuls and Choosing he Funcional Form To complee he analysis of he simple linear regression model, in his chaper we will consider how o measure
More informationR t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t
Exercise 7 C P = α + β R P + u C = αp + βr + v (a) (b) C R = α P R + β + w (c) Assumpions abou he disurbances u, v, w : Classical assumions on he disurbance of one of he equaions, eg. on (b): E(v v s P,
More informationSchool and Workshop on Market Microstructure: Design, Efficiency and Statistical Regularities March 2011
2229-12 School and Workshop on Marke Microsrucure: Design, Efficiency and Saisical Regulariies 21-25 March 2011 Some mahemaical properies of order book models Frederic ABERGEL Ecole Cenrale Paris Grande
More informationChapter 4. Location-Scale-Based Parametric Distributions. William Q. Meeker and Luis A. Escobar Iowa State University and Louisiana State University
Chaper 4 Locaion-Scale-Based Parameric Disribuions William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based on he auhors
More informationSOFTWARE RELIABILITY GROWTH MODEL WITH LOGISTIC TESTING-EFFORT FUNCTION CONSIDERING LOG-LOGISTIC TESTING-EFFORT AND IMPERFECT DEBUGGING
Inernaional Journal of Compuer Science and Communicaion Vol. 2, No. 2, July-December 2011, pp. 605-609 SOFTWARE RELIABILITY GROWTH MODEL WITH LOGISTIC TESTING-EFFORT FUNCTION CONSIDERING LOG-LOGISTIC TESTING-EFFORT
More informationA Specification Test for Linear Dynamic Stochastic General Equilibrium Models
Journal of Saisical and Economeric Mehods, vol.1, no.2, 2012, 65-70 ISSN: 2241-0384 (prin), 2241-0376 (online) Scienpress Ld, 2012 A Specificaion Tes for Linear Dynamic Sochasic General Equilibrium Models
More informationCombined Bending with Induced or Applied Torsion of FRP I-Section Beams
Combined Bending wih Induced or Applied Torsion of FRP I-Secion Beams MOJTABA B. SIRJANI School of Science and Technology Norfolk Sae Universiy Norfolk, Virginia 34504 USA sirjani@nsu.edu STEA B. BONDI
More informationSmooth Transition Autoregressive-GARCH Model in Forecasting Non-linear Economic Time Series Data
Journal of Saisical and conomeric Mehods, vol., no., 03, -9 ISSN: 05-5057 (prin version), 05-5065(online) Scienpress d, 03 Smooh Transiion Auoregressive-GARCH Model in Forecasing Non-linear conomic Time
More informationPade and Laguerre Approximations Applied. to the Active Queue Management Model. of Internet Protocol
Applied Mahemaical Sciences, Vol. 7, 013, no. 16, 663-673 HIKARI Ld, www.m-hikari.com hp://dx.doi.org/10.1988/ams.013.39499 Pade and Laguerre Approximaions Applied o he Acive Queue Managemen Model of Inerne
More informationComparing Theoretical and Practical Solution of the First Order First Degree Ordinary Differential Equation of Population Model
Open Access Journal of Mahemaical and Theoreical Physics Comparing Theoreical and Pracical Soluion of he Firs Order Firs Degree Ordinary Differenial Equaion of Populaion Model Absrac Populaion dynamics
More informationGroup B Human
/9/009 -Tes for wo independen samples aisical Tess A sep-by-sep guide Is here a significan difference beween he abiliies of rained homing pigeons o locae survivors a sea and he abiliies of rained human
More informationReliability Estimate using Degradation Data
Reliabiliy Esimae using Degradaion Daa G. EGHBALI and E. A. ELSAYED Deparmen of Indusrial Engineering Rugers Universiy 96 Frelinghuysen Road Piscaaway, NJ 8854-88 USA Absrac:-The use of degradaion daa
More informationAnalysis of Microstrip Coupling Gap to Estimate Polymer Permittivity
Analysis of Microsrip Couplin Gap o Esimae Polymer Permiiviy Chanchal Yadav Deparmen of Physics & Elecronics Rajdhani Collee, Universiy of Delhi Delhi, India Absrac A ap in he microsrip line can be modeled
More informationEVALUATING FORECASTING MODELS FOR UNEMPLOYMENT RATES BY GENDER IN SELECTED EUROPEAN COUNTRIES
Inerdisciplinary Descripion of Complex Sysems 15(1), 16-35, 217 EVALUATING FORECASTING MODELS FOR UNEMPLOYMENT RATES BY GENDER IN SELECTED EUROPEAN COUNTRIES Ksenija Dumičić*, Berislav Žmuk and Ania Čeh
More informationMath 10B: Mock Mid II. April 13, 2016
Name: Soluions Mah 10B: Mock Mid II April 13, 016 1. ( poins) Sae, wih jusificaion, wheher he following saemens are rue or false. (a) If a 3 3 marix A saisfies A 3 A = 0, hen i canno be inverible. True.
More information2017 3rd International Conference on E-commerce and Contemporary Economic Development (ECED 2017) ISBN:
7 3rd Inernaional Conference on E-commerce and Conemporary Economic Developmen (ECED 7) ISBN: 978--6595-446- Fuures Arbirage of Differen Varieies and based on he Coinegraion Which is under he Framework
More informationStat 601 The Design of Experiments
Sa 601 The Design of Experimens Yuqing Xu Deparmen of Saisics Universiy of Wisconsin Madison, WI 53706, USA December 1, 2016 Yuqing Xu (UW-Madison) Sa 601 Week 12 December 1, 2016 1 / 17 Lain Squares Definiion
More informationA Nonparametric Multivariate Control Chart Based on. Data Depth. Abstract
A Nonparameric Mulivariae Conrol Char Based on Daa Deph Amor Messaoud, Claus Weihs and Franz Hering Deparmen of Saisics, Universiy of Dormund, 44221 Dormund, Germany email: messaoud@saisik.uni-dormund.de
More informationApplying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Space
Inernaional Journal of Indusrial and Manufacuring Engineering Applying Geneic Algorihms for Invenory Lo-Sizing Problem wih Supplier Selecion under Sorage Space Vichai Rungreunganaun and Chirawa Woarawichai
More informationArticle from. Predictive Analytics and Futurism. July 2016 Issue 13
Aricle from Predicive Analyics and Fuurism July 6 Issue An Inroducion o Incremenal Learning By Qiang Wu and Dave Snell Machine learning provides useful ools for predicive analyics The ypical machine learning
More informationFinal Spring 2007
.615 Final Spring 7 Overview The purpose of he final exam is o calculae he MHD β limi in a high-bea oroidal okamak agains he dangerous n = 1 exernal ballooning-kink mode. Effecively, his corresponds o
More informationMATHEMATICAL MODELING OF THE TRACTOR-GRADER AGRICULTURAL SYSTEM CINEMATIC DURING LAND IMPROVING WORKS
Bullein of he Transilvania Universiy of Braşov Series II: Foresry Wood Indusry Agriculural Food Engineering Vol. 5 (54) No. 1-2012 MATHEMATICA MODEING OF THE TRACTOR-GRADER AGRICUTURA SYSTEM CINEMATIC
More informationCENTRALIZED VERSUS DECENTRALIZED PRODUCTION PLANNING IN SUPPLY CHAINS
CENRALIZED VERSUS DECENRALIZED PRODUCION PLANNING IN SUPPLY CHAINS Georges SAHARIDIS* a, Yves DALLERY* a, Fikri KARAESMEN* b * a Ecole Cenrale Paris Deparmen of Indusial Engineering (LGI), +3343388, saharidis,dallery@lgi.ecp.fr
More informationAnalyze patterns and relationships. 3. Generate two numerical patterns using AC
envision ah 2.0 5h Grade ah Curriculum Quarer 1 Quarer 2 Quarer 3 Quarer 4 andards: =ajor =upporing =Addiional Firs 30 Day 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 andards: Operaions and Algebraic Thinking
More informationInternational Journal of Scientific & Engineering Research, Volume 4, Issue 10, October ISSN
Inernaional Journal of Scienific & Engineering Research, Volume 4, Issue 10, Ocober-2013 900 FUZZY MEAN RESIDUAL LIFE ORDERING OF FUZZY RANDOM VARIABLES J. EARNEST LAZARUS PIRIYAKUMAR 1, A. YAMUNA 2 1.
More informationACE 562 Fall Lecture 8: The Simple Linear Regression Model: R 2, Reporting the Results and Prediction. by Professor Scott H.
ACE 56 Fall 5 Lecure 8: The Simple Linear Regression Model: R, Reporing he Resuls and Predicion by Professor Sco H. Irwin Required Readings: Griffihs, Hill and Judge. "Explaining Variaion in he Dependen
More informationSome Basic Information about M-S-D Systems
Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,
More informationEFFECT OF AUTOCORRELATION ON SPC CHART PERFORMANCE
3 rd Research/Exper Conference wih Inernaional Paricipaions QUALIT 3, Zenica, B&H, 13 and 14 ovember, 3. EFFECT OF AUTOCORRELATIO O SPC CHART PERFORMACE Vesna Bucevsa, Ph.D. Universiy S. Cyril and Mehodius,
More informationnot to be republished NCERT MATHEMATICAL MODELLING Appendix 2 A.2.1 Introduction A.2.2 Why Mathematical Modelling?
256 MATHEMATICS A.2.1 Inroducion In class XI, we have learn abou mahemaical modelling as an aemp o sudy some par (or form) of some real-life problems in mahemaical erms, i.e., he conversion of a physical
More informationGENERAL INTRODUCTION AND SURVEY OF LITERATURE
CHAPTER 1 GENERAL INTRODUCTION AND SURVEY OF LITERATURE 1.1 Inroducion In reliabiliy and survival sudies, many life disribuions are characerized by monoonic failure rae. Trayer (1964) inroduced he inverse
More informationControl Charts Limits Flexibility Based on the Equipment Conditions
Conrol Chars Limis Flexibiliy Based on he quipmen Condiions S. Lampreia, V. Vairinhos, V. Lobo & R. Parreira 1, vlobo@isegi.unl.p, ribeiro.parreira@marinha.p, Cenro de Invesigação Naval (CINAV), Alfeie,
More informationVariational Iteration Method for Solving System of Fractional Order Ordinary Differential Equations
IOSR Journal of Mahemaics (IOSR-JM) e-issn: 2278-5728, p-issn: 2319-765X. Volume 1, Issue 6 Ver. II (Nov - Dec. 214), PP 48-54 Variaional Ieraion Mehod for Solving Sysem of Fracional Order Ordinary Differenial
More informationPET467E-Analysis of Well Pressure Tests/2008 Spring Semester/İTÜ Midterm Examination (Duration 3:00 hours) Solutions
M. Onur 03.04.008 PET467E-Analysis of Well Pressure Tess/008 Spring Semeser/İTÜ Miderm Examinaion (Duraion 3:00 hours) Soluions Name of he Suden: Insrucions: Before saring he exam, wrie your name clearly
More information