The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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A CUSUM Chart for Detecting Mean Shifts of Oscillating Pattern

진동 패턴의 평균 변화 탐지를 위한 누적합 관리도

  • Received : 20091100
  • Accepted : 20091100
  • Published : 2009.12.31
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Abstract

The cumulative sum(CUSUM) control charts are typically used for detecting small level shifts in process control. To control an auto-correlated process, the model-based control methods can be employed, in which the residuals from fitting a time series model are applied to the CUSUM chart. However, the persistent level shifts in the original process may lead to varying mean shifts in residuals, which may deteriorate detection performance significantly. Therefore, in this paper, focussing on ARMA(1,1), we propose a new CUSUM type control method which can detect the dynamic mean shifts in residuals especially with oscillating pattern effectively and, through the simulation study, evaluate its performance by comparing with other various CUSUM type control methods introduced so far.

공정관리에서 작은 평균변화를 탐지하기 위하여 누적합 관리도를 사용하는 것이 일반적이다. 자기상관이 존재하는 공정의 경우 시계열 모형에 적합하여 구한 잔차를 관리도에 적용하는 모형기반 관리방법이 활용되고 있다. 그러나 공정에 일정한 크기의 지속적인 수준 변화가 발생하면 잔차에는 동적 평균변화의 패턴이 나타나게 되어 누적합 관리도의 탐지능력은 저하될 수 있다. 본 논문에서는 잔차에 등락을 반복하는 진동(oscillation) 특성의 동적 평균변화가 발생하는 ARMA(1,1) 모형을 대상으로, 그러한 변화를 효율적으로 탐지할 수 있는 새로운 OCUSUM 관리도를 제안하고 모의실험을 통해 최근에 소개된 기존의 CUSUM 관리도와 탐지능력을 비교하였다.

Keywords

References

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