José Jorge Muñoz, Manuel J. Campuzano, Verónica Deibe-Blanco
{"title":"Design and Optimization of c-Control Chart Using a Triple Sampling Scheme","authors":"José Jorge Muñoz, Manuel J. Campuzano, Verónica Deibe-Blanco","doi":"10.1515/eqc-2023-0012","DOIUrl":"https://doi.org/10.1515/eqc-2023-0012","url":null,"abstract":"Abstract In this paper, a c-control chart using a triple sampling scheme (TS-c) is studied. The chart design, procedure, and a bi-objective optimization model are given to optimize the TS-c-chart. The Average Run Length for in-control and out-of-control ( ARL 1 mathrm{ARL}_{1} ), and Average Sample Number metrics are calculated. A Comparison among TS-c, Fixed parameters c (FP-c), VSS-c, EWMA-c, and Double Sampling c (DS-c) control charts are carried out in terms of ARL 1 mathrm{ARL}_{1} . The proposed TS-c-chart has lower ARL 1 mathrm{ARL}_{1} values for detecting small and moderate shifts in the mean number of non-conformities in control compared with FP-c, VSS-c, EWMA-c, and DS-c.","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"135 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76725330","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An Extension of Yang and Rahim’s Model to Determine Design Parameters in Multivariate Control Charts Under Multiple Assignable Causes and Weibull Shock Model","authors":"Rahmat Shojaei, M. Bameni Moghadam","doi":"10.1515/eqc-2022-0053","DOIUrl":"https://doi.org/10.1515/eqc-2022-0053","url":null,"abstract":"Abstract One of the most important issues in the operation of any one- or multi-variable control chart is to determine the design parameters. Because in practice, production processes are affected by several assignable causes, several papers have been published to determine the design parameters. In all the papers presented so far, it has been assumed that after the occurrence of one of the assignable causes until the issuance of the true alarm, no other assignable cause occurs. Contrary to popular opinion, this paper argues that the formulas presented under this assumption for the average cost and quality cycle time in previous papers are incorrect and shows how the formula can be corrected. Therefore, this paper theoretically and numerically examines the conditions of occurrence of this assumption and its relationship with the design parameters in the design of multivariate control charts. A new economic model for determining design parameters is also presented. Numerical results show that the old formulas have a significant under-estimation of the average cost per unit time of the quality cycle. Also, a numerical study for economic and economic-statistical design of T 2 {T^{2}} control chart is presented under the proposed model.","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"47 1","pages":"25 - 46"},"PeriodicalIF":0.0,"publicationDate":"2023-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74257450","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Reliability Estimation of Parallel Repairable System under Uncertainty in Lifetime Data","authors":"Sruthi K., Mahesh Kumar","doi":"10.1515/eqc-2022-0044","DOIUrl":"https://doi.org/10.1515/eqc-2022-0044","url":null,"abstract":"Abstract Reliability is a popular concept that has been used in the manufacturing industry. In this paper, we consider a parallel system containing n non-identical and independent components in which each component is repairable except when all components are failed. As a special case, estimating the reliability of the system with identical components is considered. In real life, the data obtained for repair rate and failure rate could be subject to uncertainty. Here, to address this situation, failure and repair rates are considered as fuzzy numbers to estimate the reliability of the system. Fuzzy system reliability is estimated using fuzzy failure and repair rates, which are obtained by using confidence intervals and point estimators of failure rate and repair rate.","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"76 1","pages":"1 - 9"},"PeriodicalIF":0.0,"publicationDate":"2023-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83842653","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An ARL-Unbiased Modified np-Chart for Autoregressive Binomial Counts","authors":"M. Morais, P. Wittenberg, Camila Jeppesen Cruz","doi":"10.1515/eqc-2022-0052","DOIUrl":"https://doi.org/10.1515/eqc-2022-0052","url":null,"abstract":"Abstract Independence between successive counts is not a sensible premise while dealing, for instance, with very high sampling rates. After assessing the impact of falsely assuming independent binomial counts in the performance of np-charts, such as the one with 3-σ control limits, we propose a modified np-chart for monitoring first-order autoregressive counts with binomial marginals. This simple chart has an in-control average run length (ARL) larger than any out-of-control ARL, i.e., it is ARL-unbiased. Moreover, the ARL-unbiased modified np-chart triggers a signal at sample t with probability one if the observed value of the control statistic is beyond the lower and upper control limits L and U. In addition to this, the chart emits a signal with probability γ L {gamma_{L}} (resp. γ U {gamma_{U}} ) if that observed value coincides with L (resp. U). This randomization allows us to set the control limits in such a way that the in-control ARL takes the desired value ARL 0 {operatorname{ARL}_{0}} , in contrast to traditional charts with discrete control statistics. Several illustrations of the ARL-unbiased modified np-chart are provided, using the statistical software R and resorting to real and simulated data.","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"52 1","pages":"11 - 24"},"PeriodicalIF":0.0,"publicationDate":"2023-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78822353","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"General Independent Competing Risks for Maintenance Analysis","authors":"Makram Krit","doi":"10.1515/eqc-2022-0029","DOIUrl":"https://doi.org/10.1515/eqc-2022-0029","url":null,"abstract":"Abstract Repairable systems are submitted to corrective maintenance and condition-based preventive maintenance actions. Condition-based preventive maintenance occurs at times which are determined according to the results of inspections and degradation or operation controls. The generalization of the models suggested makes it possible to integrate the dependence between corrective and preventive maintenances. In order to take into account this dependency and the possibility of imperfect maintenances, generalized competing risks models have been presented in Doyen and Gaudoin (2006). In this study, we revise the general case in which the potential times to next corrective and preventive maintenance are independent conditionally to the past of the maintenance process. We address the identifiability issue and we find a result similar to that of Zhou, Lu, Shi and Cheng (2018) for usual competing risks. We propose realistic models with exponential risks and derive their likelihood functions.","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"51 1","pages":"117 - 126"},"PeriodicalIF":0.0,"publicationDate":"2022-11-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86564024","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On Normal-Laplace Stochastic Volatility Model","authors":"Shiji Kavungal, Rahul Thekkedath","doi":"10.1515/eqc-2022-0013","DOIUrl":"https://doi.org/10.1515/eqc-2022-0013","url":null,"abstract":"Abstract This paper analyses a stochastic volatility model generated by first order normal-Laplace autoregressive process. The model parameters are estimated by the generalized method of moments. A simulation experiment is carried out to check the performance of the estimates. Finally, a real data analysis is provided to illustrate the practical utility of the proposed model and show that it captures the stylized factors of the financial return series.","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"65 1","pages":"127 - 136"},"PeriodicalIF":0.0,"publicationDate":"2022-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89613788","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimation and Confidence Intervals of Modified Process Capability Index Using Robust Measure of Variability","authors":"Mahendra Saha, S. Dey","doi":"10.1515/eqc-2022-0014","DOIUrl":"https://doi.org/10.1515/eqc-2022-0014","url":null,"abstract":"Abstract The process capability index (PCI), denoted by 𝐼, is a well-known characteristic in quality control analysis. Using Gini’s mean difference, we construct a new PCI, I G I_{G} say, assuming the two-parameter Weibull distribution (WD). In order to estimate the proposed I G I_{G} when the process follows the WD, we use five classical methods of estimation and compare the performance of the obtained estimators with respect to their mean squared errors (MSEs) through a simulation study. Confidence intervals for the proposed PCI are constructed based on five bootstrap confidence intervals (BCIs) methods. Monte Carlo simulation study has been carried out to compare the performance of these five BCIs in terms of average widths and coverage probabilities. Finally, three real data sets from electronic and food industries are employed for illustrating the effectiveness of the proposed study. All these data sets show that the width of bias-corrected accelerated bootstrap interval is minimum among all other considered BCIs.","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"1 1","pages":"153 - 164"},"PeriodicalIF":0.0,"publicationDate":"2022-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79087138","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
A. Salmasnia, samrad Jafarian-Namin, Behnam Abdzadeh
{"title":"Robust Optimization of an Imperfect Process when the Mean and Variance are Jointly Monitored under Dependent Multiple Assignable Causes","authors":"A. Salmasnia, samrad Jafarian-Namin, Behnam Abdzadeh","doi":"10.1515/eqc-2022-0018","DOIUrl":"https://doi.org/10.1515/eqc-2022-0018","url":null,"abstract":"Abstract Imperfect processes experience fault productions over time due to specific causes. Integrating the statistical process control, maintenance policy, and economic production quantity has led to more favorable results for the imperfect processes in literature. When monitoring a process, multiple assignable causes (ACs) may shift it to an out-of-control state. As indicated recently, if the interdependency of ACs is neglected, the total cost will be underestimated. Moreover, the mean and variance can simultaneously be affected by the occurrence of ACs. A non-central chi-square (NCS) chart was suggested for its decent performance against X-R chart in detecting the process disturbances and lowering quality loss cost. Besides, the increased occurrence rate of ACs over time leads to higher quality and maintenance costs. Employing a non-uniform sampling (NUS) scheme can significantly reduce costs. In the literature of modeling for imperfect processes under multiple ACs, all input parameters have always been fixed. The effectiveness of the models depends somewhat on the accurate estimates of these parameters. In reality, the estimation of parameters may be associated with uncertainty. For the first time, a robust design approach is proposed for designing NCS chart by considering the interval estimation of uncertain parameters. A particle swarm optimization (PSO) algorithm is used to present solutions. The proposed model is investigated through a real numerical example.","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"38 1","pages":"137 - 151"},"PeriodicalIF":0.0,"publicationDate":"2022-10-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73617968","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The 𝑛𝑝-Chart with 3-𝜎 Limits and the ARL-Unbiased 𝑛𝑝-Chart Revisited","authors":"M. Morais, P. Wittenberg, Camila Jeppesen Cruz","doi":"10.1515/eqc-2022-0032","DOIUrl":"https://doi.org/10.1515/eqc-2022-0032","url":null,"abstract":"Abstract In the statistical process control literature, counts of nonconforming items are frequently assumed to be independent and have a binomial distribution with parameters ( n , p ) (n,p) , where 𝑛 and 𝑝 represent the fixed sample size and the fraction nonconforming. In this paper, the traditional n p np -chart with 3-𝜎 control limits is reexamined. We show that, even if its lower control limit is positive and we are dealing with a small target value p 0 p_{0} of the fraction nonconforming ( p ) (p) , this chart average run length (ARL) function achieves a maximum to the left of p 0 p_{0} . Moreover, the in-control ARL of this popular chart is also shown to vary considerably with the fixed sample size 𝑛. We also look closely at the ARL function of the ARL-unbiased n p np -chart proposed by Morais [An ARL-unbiased n p np -chart, Econ. Qual. Control 31 (2016), 1, 11–21], which attains a pre-specified maximum value in the in-control situation. This chart triggers a signal at sample 𝑡 with probability one if the observed number of nonconforming items, x t x_{t} , is beyond the lower and upper control limits (𝐿 and 𝑈), probability γ L gamma_{L} (resp. γ U gamma_{U} ) if x t x_{t} coincides with 𝐿 (resp. 𝑈). A graphical display for the ARL-unbiased n p np -chart is proposed, taking advantage of the qcc package for the statistical software R. Furthermore, as far as we have investigated, its control limits can be obtained using three different search algorithms; their computation times are thoroughly compared.","PeriodicalId":37499,"journal":{"name":"Stochastics and Quality Control","volume":"42 1","pages":"107 - 116"},"PeriodicalIF":0.0,"publicationDate":"2022-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87634609","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}