THE APPLICATION OF BOX-BEHNKEN METHOD TO OPTIMIZE THE DESIGN OF EWMA CHART FOR AUTOCORRELATED PROCESSES
Journal Title: International Journal for Quality Research - Year 2013, Vol 7, Issue 2
Abstract
This research aims to evaluate the performance of the exponentially weighted moving average (EWMA) control chart under the situation that the observations are autocorrelated. Three autoregressive integrated moving average (ARIMA) models, AR (1), ARMA (1, 1) and IMA (1, 1), and a step func tion were utilized to characterize the process model. The auto correlated observations were monitored by the exponentially weighted moving average (EWMA) chart and the average run length (ARL) was used as the performance index. A response surface method, Box- Behnken design, was utilized to carry out the optimal design of the EWMA parameters, λ and L, while the robustness of the control chart was still maintained when there was no shift in the process. The empirical results show that the auto correlation has asignificant effect on the value of the ARL, i.e., the ability to detect a special cause and the occurrence frequency of a false alarm. Another important finding is that, under the autocorrelated situation (both stationary and non-stationary), the control limits of the EWMA chart should be narrowed down to L = 2 for the best performance. On the other hand, the value of λ does not seem to have a significant effect on the ARL except only when the observation follows ARMA (1, 1). Moreover, the results also reveal that the size of a shift will impact the detection sensitivity of the EWMA to a shift only when the process is stationary. According to the study, if the EWMA chart utilized under the autocorrelated environment is appropriately designed, the practitioners on the shop floor will have a state of the art guidelines for achieving the highest possible performance when deploying the EWMA chart.
Authors and Affiliations
Karin Kandananond
Keywords
Related Articles
- EP ID EP218076
- DOI -
- Views 123
- Downloads 0
A STUDY OF SERVICE QUALITY OF BLOOD BANKS
Indian blood transfusion service industry is not able to meet the needs of the society and is still reliant, at least partially, on professional donors. Hence, major focus has to be on encouraging voluntary donors and in...
IDENTIFYING AND SELECTING THE STRATEGIC PROCESS USING THE CROSS-EFFICIENCY APPROACH BASED ON SATISFACTION LEVEL AND EXTENDDED BALANCED SCORECARD
The strategy is a macro and strategic plan, and will only be implemented when it is defined in the form of various projects. In order to exploit the benefits of lean six sigma projects, these projects should be in line w...
COMPARATIVE ANALYSIS OF INNOVATION PERFORMANCE IN CERTIFIED FIRMS IN MONTENEGRO AND REPUBLIC OF SRPSKA
Research subjects of this study are certified companies and their commitment to innovation, as well as their own development and implementation of innovation. Certified companies are those companies that have set one or...
ISO 10004-BASED MEASUREMENT AND INTEGRATIVE AUGMENTATION IN A HEALTH CARE CONTINUUM
This paper investigates an application of ISO 10004 in a specific care continuum assumed to be an integrated health care case. It also illustrates the integrative augmentation of ISO 10001- and ISO 10002-based promise an...
STAKEHOLDER MANAGEMENT IN REVERSE SUPPLY CHAINS - THE RANKING OF REVERSE SUPPLY CHAINS ENTITIES UPON REQUIREMENTS' FULFILLMENT
Stakeholder management encompasses different activities which have a significant impact on the project realization. Business practice indicates that before and during the project realization, an organization that impleme...