Constructing a Sensitive Control Chart to Monitor Process Mean using Optimal Filter: Time-Frequency Analysis Approach

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2023-06-20 DOI:10.24200/sci.2023.61463.7321

Maryam Askari, O. Ahmadi, Younes Javid

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Abstract

Control charts are one of the critical tools for process monitoring. Test statistics are computed as a function of sample means in control charts for monitoring the process mean. In this study, these functions are modeled by filters. These filters have essential properties in both time and frequency domains. In previous studies, only their properties in the time domain have been considered. Thus, the resulting filters have sub-optimal performance. This study investigates the optimal design of these filters for monitoring the process mean. The behavior of these filters is analyzed not only in the time domain but also in the frequency domain. Properties such as stability are considered in designing this filter. An optimization model is designed and solved using a Genetic Algorithm to minimize the Average Run Length. The proposed optimal filter is compared with other control charts using simulation studies. Results showed the high speed of the proposed filter in detecting shifts in the process mean. The proposed optimal filter is also used to monitor the oil price of the OPEC basket. The results showed that shifts were detected at the right time using the proposed optimal filter.

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用最优滤波器构造敏感控制图监测过程均值:时频分析方法

控制图是过程监控的关键工具之一。检验统计量作为控制图中样本均值的函数来计算，以监测过程均值。在本研究中，这些函数通过过滤器建模。这些滤波器在时域和频域都具有基本的特性。在以往的研究中，只考虑了它们在时域的性质。因此，所得到的过滤器具有次优性能。本研究探讨了这些滤波器的优化设计，以监测过程均值。分析了这些滤波器在时域和频域的性能。在设计这种滤波器时考虑了稳定性等特性。设计了一个优化模型，并利用遗传算法求解了最小平均运行长度的优化模型。通过仿真研究，将所提出的最优滤波器与其他控制图进行了比较。结果表明，该滤波器在检测过程均值偏移方面具有较高的速度。所提出的最优滤波器也被用于监测欧佩克篮子的石油价格。结果表明，所提出的最优滤波器能在正确的时间检测到偏移。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.