Statistical Control by Monitoring and Adjustment
, by Box, George E. P.; Luceño, Alberto; Paniagua-Quinones, Maria del Carmen- ISBN: 9780470148327 | 0470148322
- Cover: Paperback
- Copyright: 4/6/2009
George E. P. Box, PhD,?is Ronald Aylmer Fisher Professor Emeritus of Statistics and Industrial Engineering at the University of WisconsinMadison.?He is a Fellow of the Royal Society of London and the American Academy of Arts and Sciences. He is an honorary Fellow and Shewart and Deming Medalist of the American Society for Quality and an honorary member of the International Statistical Institute. He is also the recipient of the Samuel S. Wilks Memorial Medal of the?American Statistical Association and the Guy Medal in Gold of the Royal Statistical Society. Dr. Box is the coauthor of Statistics for Experimenters: Design, Innovation, and Discovery, Second Edition; Response Surfaces, Mixtures, and Ridge Analyses, Second Edition; Evolutionary Operation: A Statistical Method for Process Improvements; Improving Almost Anything: Ideas and Essays, Revised Edition; Time Series Analysis: Forecasting and Control, Fourth Edition; and Bayesian Interface and Statistical Analyses, all published by Wiley. Alberto Luceño, PhD,?is Professor in the ETS de Ingenieros de Caminos at the University of Cantabria, Spain.?He is an Associate Editor of the Journal of Quality Technology and Statistical Modelling: An International Journal.?María del Carmen Paniagua-Quiñones, PhD, is Visiting Assistant Professor in the School of Industrial Engineering at Purdue University.?Her research interests include experimental design, quality productivity, and engineering management and control process improvement. She was the recipient of the Brumbaugh Award of the American Society for Quality for Best Technical Paper in 2007.
Preface | p. xi |
Introduction and Revision of Some Statistical Ideas | p. 1 |
Necessity for Process Control | p. 1 |
SPC and EPC | p. 1 |
Process Monitoring Without a Model | p. 3 |
Detecting a Signal in Noise | p. 4 |
Measurement Data | p. 4 |
Two Important Characteristics of a Probability Distribution | p. 5 |
Normal Distribution | p. 6 |
Normal Distribution Defined by ¿ and ¿ | p. 6 |
Probabilities Associated with Normal Distribution | p. 7 |
Estimating Mean and Standard Deviation from Data | p. 8 |
Combining Estimates of ¿2 | p. 9 |
Data on Frequencies (Events): Poisson Distribution | p. 10 |
Normal Approximation to Poisson Distribution | p. 12 |
Data on Proportion Defective: Binomial Distribution | p. 12 |
Normal Approximation to Binomial Distribution | p. 14 |
Central Limit Effect | p. 15 |
Problems | p. 17 |
Standard Control Charts Under Ideal Conditions As a First Approximation | p. 21 |
Control Charts for Process Monitoring | p. 21 |
Control Chart for Measurment (Variables) Data | p. 22 |
Shewhart Charts for Sample Average and Range | p. 24 |
Shewhart Chart for Sample Range | p. 26 |
Process Monitoring With Control Charts for Frequencies | p. 29 |
Data on Frequencies (Counts): Poisson Distribution | p. 30 |
Common Causes and Special Causes | p. 34 |
For What Kinds of Data Has the c Chart Been Used? | p. 36 |
Quality Control Charts for Proportions: p Chart | p. 37 |
EWMA Chart | p. 40 |
Process Monitoring Using Cumulative Sums | p. 46 |
Specification Limits, Target Accuracy, and Process Capability | p. 53 |
How Successful Process Monitoring can Improve Quality | p. 56 |
Problems | p. 57 |
What Can Go Wrong and What Can We Do About It? | p. 61 |
Introduction | p. 61 |
Measurement Charts | p. 64 |
Need for Time Series Models | p. 65 |
Types of Variation | p. 65 |
Nonstationary Noise | p. 66 |
Values for constants | p. 71 |
Frequencies and Proportions | p. 74 |
Illustration | p. 76 |
Robustness of EWMA | p. 78 |
Alternative Forms of Relationships for EWMAs | p. 79 |
Questions | p. 79 |
Introduction to Forecasting and Process Dynamics | p. 81 |
Forecasting with an EWMA | p. 81 |
Forecasting Sales of Dingles | p. 82 |
Pete's Rule | p. 85 |
Effect of Changing Discount Factor | p. 86 |
Estimating Best Discount Factor | p. 87 |
Standard Deviation of Forecast Errors and Probability Limits for Forecasts | p. 88 |
What to Do If You Do Not Have Enough Data to Estimate ¿ | p. 89 |
Introduction to Process Dynamics and Transfer Function | p. 89 |
Dynamic Systems and Transfer Funtions | p. 90 |
Difference Equations to Represent Dynamic Relations | p. 90 |
Representing Dynamics of Industrial Process | p. 96 |
Transfer Function Models Using Difference Equations | p. 97 |
Stable and Unstable Systems | p. 98 |
Problems | p. 100 |
Nonstationary Time Series Models for Process Disturbances | p. 103 |
Reprise | p. 103 |
Stationary Time Series Model in Which Successive Values Are Correlated | p. 104 |
Major Effects of Statistical Dependence: Illustration | p. 105 |
Random Walk | p. 106 |
How to Test a Forecasting Method | p. 107 |
Qualification of EWMA As a Forecast | p. 107 |
Understanding Time Series Behavior with Variogram | p. 110 |
Sticky Innovation Generating Model for Nonstationary Noise | p. 113 |
Robustness of EWMA for Signal Extraction | p. 118 |
Signal Extraction for Disturbance Model Due to Barnard | p. 118 |
Questions | p. 122 |
Problems | p. 122 |
Repeated-Feedback Adjustment | p. 125 |
Introduction to Discrete-Feedback Control | p. 125 |
Inadequacy of NIID Models and Other Stationary Models for Control: Reiteration | p. 125 |
Three Approaches to Repeated-Feedback Adjustment that Lead to Identical Conclusions | p. 126 |
Some History | p. 130 |
Adjustment Chart | p. 132 |
Insensitivity to Choice of G | p. 134 |
Compromise Value for G | p. 135 |
Using Smaller Value of G to Reduce Adjustment Variance ¿2x | p. 136 |
Robustness of Integral Control | p. 137 |
Effect on Adjustment of Choosing G Different from ¿0: Obtaining Equation (6.12) | p. 139 |
Average Reduction in Mean-Square Error Due to Adjustment for Observations Generated by IMA Model | p. 140 |
Questions | p. 140 |
Problems | p. 140 |
Periodic Adjustment | p. 143 |
Introduction | p. 143 |
Periodic Adjustment | p. 143 |
Starting Scheme for Periodic Adjustment | p. 146 |
Numerical Calculations for Bounded Adjustment | p. 146 |
Simple Device for Facilitating Bounded Adjustment | p. 150 |
Bounded Adjustment Seen as Process of Tracking | p. 153 |
Combination of Adjustment and Monitoring | p. 153 |
Bounded Adjustment for Series not Generated by IMA Model | p. 155 |
Problems | p. 160 |
Control of Process with Inertia | p. 163 |
Adjustment Depending on Last Two Output Errors | p. 163 |
Minimum Mean-Square Error Control of Process With First-Order Dynamics | p. 167 |
Schemes with Constrained Adjustment | p. 169 |
PI Schemes with Constrained Adjustment | p. 170 |
Optimal and Near-Optimal Constrained PI Schemes: Choice of P | p. 171 |
Choice of G For P = -0 and P = -0.25 | p. 172 |
PI Schemes for Process With Dead Time | p. 178 |
Process Monitoring and Process Adjustment | p. 181 |
Feedback Adjustment Applied to Process in Perfect State of Control | p. 182 |
Using Shewhart Chart to Adjust Unstable Process | p. 182 |
Feedforward Control | p. 183 |
Equivalence of Equations for PI Control | p. 184 |
Effect of Errors in Adjustment | p. 184 |
Choices for G and P to Attain Optimal Constrained PI Control for Various Values of ¿0 and ¿0 with d0 = 0 and d0 = 1 | p. 185 |
Questions | p. 191 |
Problems | p. 191 |
Explicit Consideration of Monetary Cost | p. 193 |
Introduction | p. 193 |
How Often Should You Take Data? | p. 197 |
Choosing Adjustment Schemes Directly in Terms of Costs | p. 203 |
Functions h(L/¿¿a) and q(L/¿¿a) in Table 9.1 | p. 205 |
Calculation of Minimum-Cost Schemes | p. 205 |
Problems | p. 207 |
Cuscore Charts: Looking for Signals in Noise | p. 209 |
Introduction | p. 209 |
How Are Cuscore Statistics Obtained? | p. 216 |
Efficient Monitoring Charts | p. 219 |
Useful Method for Obtaining Detector When Looking for Signal in Noise Not Necessarily White Noise | p. 221 |
Looking for Single Spike | p. 223 |
Some Times Series Examples | p. 224 |
Likelihood, Fisher's Efficient Score, and Cuscore Statistics | p. 227 |
Useful Procedure for Obtaining Appropriate Cuscore Statistics | p. 230 |
Detector Series for IMA Model | p. 231 |
Problems | p. 231 |
Monitoring an Operating Feedback System | p. 235 |
Looking for Spike in Disturbance zt Subjected to Integral Control | p. 235 |
Looking for Exponential Signal in Disturbance Subject to Integral Control | p. 237 |
Monitoring Process with Inertia Represented by First-Order Dynamics | p. 238 |
Reconstructing Disturbance Pattern | p. 240 |
Derivation of Equation (11.3) | p. 240 |
Derivation of Equation (11.10) | p. 242 |
Derivation of Equation (11.14) | p. 243 |
Brief Review of Time Series Analysis | p. 245 |
Serial Dependence: Autocorrelation Function and Variogram | p. 245 |
Relation of Autocorrelation Function and Variogram | p. 246 |
Some Time Series Models | p. 247 |
Stationary Models | p. 247 |
Autoregressive Moving-Average Models | p. 250 |
Nonstationary Models | p. 253 |
IMA [or ARIMA(0, 1, 1)] Model | p. 253 |
Modeling Time Series Data | p. 255 |
Model Identification, Model Fitting, and Diagnostic Checking | p. 256 |
Forecasting | p. 261 |
Estimation with Closed-Loop Data | p. 266 |
Conclusion | p. 269 |
Other Tools for Identification of Time Series Models | p. 269 |
Estimation of Time Series Parameters | p. 270 |
Solutions to Exercises and Problems | p. 273 |
References and Further Reading | p. 307 |
Appendix Three Time Series | p. 321 |
Index | p. 327 |
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