Indice de Capacidad Multivariada

Introduction
Univariate Capability Indices

Multivariate Capability Indices
Principal Component Analysis
Preliminary results
Conclusions
Multivariate analysis to measure the capability
of a process
Roberto Jose Herrera Acosta.
Universidad del Atlntico
FACULTAD DE INGENIERIA
Barranquilla 2013
Roberto Jose Herrera Acosta Multivariate analysis
Introduction
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Introduction
After estimating the parameters of a process, the next step
is to determine the process capability
In multivariate quality control there is no consensus on the
methodology required to measure the capability of a
process
In this paper, two schemes are usually presented to
calculate the capability of a multivariate process in the eld
Introduction
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Conclusions
Introduction
process
Introduction
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Introduction
process
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Capacity Indices
Univariate
It is estimated as the ratio of the allowable variability and the
variability observed.
C
p
=
LES LEI
6
C
a
= 1
| m|
d
Introduction
Preliminary results
Conclusions
features
In this scheme univariate variable quality characteristic is
assumed normally distributed.
A Process mean is centered in the region of tolerance,
the index of capability C
p
= 1, indicating that the 0,27% of
the units are nonconforming.
Conversely if the process mean is far from the center, it is
likely that the process is producing a signicant percentage
of nonconforming units.
Introduction
Preliminary results
Conclusions
Index centering capability
Univariate
C
pk
= min
_
LES
3
,
LEI
3
_
features
The capability index has a sensitivity to the changes in the
magnitude of the variance of the process, the centering
and the specication limits.
Depending on the above changes, the percentage of
nonconformity of the process, despite having the same
C
pk
, can be signicantly different.
Introduction
Preliminary results
Conclusions
Index centering capability
Univariate
C
pk
= min
_
LES
3
,
LEI
3
_
features
The capability index has a sensitivity to the changes in the
magnitude of the variance of the process, the centering
and the specication limits.
Depending on the above changes, the percentage of
nonconformity of the process, despite having the same
C
pk
, can be signicantly different.
Introduction
Preliminary results
Conclusions
features
Despite some problems of interpretation, the univariate
capability indices and their use are widely accepted as an
adjunct in the implementation of a system of continuous
improvement.
Graphical procedures should be applied to overcome this
problem of interpretation, so that you can visualize the
behavior of the data regarding the specication limits and
calculate correctly the percentage of nonconforming.
Introduction
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Introduction to Multivariate capability index
Multivariate capability
It is the data matrix X of order n v, where v is the
number of quality characteristics measures in a product n
is the number of monitored products.
It is assumed that n observations are independent and
represent a random sample from a multivariate distribution
with correlations between variables.
Introduction
Preliminary results
Conclusions
Introduction to Multivariate capability index
Each of the v variables has some technical specications,
where the vector
0
contains the target values for each of
the characteristics of quality measures in the process.
The objective is to use the data X, the mean vector and
covariance matrix

, or distribution process, compared
with engineering specications to reach an acceptable
denition of capability.
Introduction
Preliminary results
Conclusions
features
In the univariate case, the location and dispersion of the
normal curve denes a values range, as well as tolerance
limits dene an interval.
As univariate capability indices provide a comparison
between these lengths.
In the multivariate case the comparison is more complex,
assuming multivariate normal distribution, the intervals are
similar to elliptical or ellipsoidal contours.
Introduction
Preliminary results
Conclusions
features
In two dimensions, the ranges of tolerance form a
rectangular tolerance region, in three or more dimensions
dene a hypercube.
For more complex specications, tolerance regions may
have complicated shapes.
Multivariate
The comparison of various forms, locations, sizes and
orientations that arise from the statistical distribution, as well as
process specications, leads to quite different denitions of
capability in the multivariate domain.
Introduction
Preliminary results
Conclusions
Proposals multivariate capability indices
Proposals
The reason for the region of tolerance to the region of the
process.
The proportion of nonconforming products.
other approaches that use loss functions.
Using principal components.
In this paper we discuss two methods: based on the
proportion of nonconforming products and the method by
principal components
Introduction
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Conclusions
The proportion of nonconforming products
Multivariate
A one-to-one correspondence relationship between the index
C
p
k and the overall process yield P can be established as:
P =
v
j =1
P
j
=
v
j =1
_
2
_
3C
pkj
_
1
_
Introduction
Preliminary results
Conclusions
Multivariate
Boyles(1994)propose the following overall capability index,
C
pkj
=
1
3
1
_
v
j =1
_
2
_
3C
pkj
_
1
_
+ 1
_
2
where C
pkj
denotes the C
p
k value of the jth characteristic for
j = 1, 2, ..., v and v is the number of characteristics.
Introduction
Preliminary results
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Multivariate
The new index, C
T
p
k, may be viewed as a generalization of the
single characteristic yield index, C
p
k, considered by Boyles
(1994).
C
T
p
k =
1
3
1
_
1
2
_
1 C
dr
C
dp
_
+
1
2
_
1 + C
dr
C
dp
__
where C
dr
=
(T)
d
and C
dp
=

d
Introduction
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PCA
As for the principal component analysis (PCA) the objective is
to obtain a reduced dimension or construct new linearly
independent variables as shown in Wang (1998). If X is a
matrix of rank r , then its singular value decomposition is:
X = U
(r )
D
(r )
V
t
(r )
(1)
where V
(r )
and U
(r )
are matrices whose columns are the
orthonormalized vectors associated with nonzero eigenvalues
of X
t
X, XX
t
and D
(r )
is the diagonal matrix diag
(
2
...
r
)
Introduction
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Conclusions
PCA
The main standards are obtained by applying the singular value
decomposition to the matrix Z
t
Z where z
ij
is the corresponding
standard element of X. It decomposition denes the
coordinates of n product on the th principal axis as:
PCA
= Zv
=
p
j =1
v
j
Z
j
where vector V
is the th column vector V

(r )
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PCA
the coordinates of the p variables over th principal axis are
dened:
= Z
t
u
=
n
i =1
u
i
Z
i
Introduction
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PCA
PCA
The variability associated with each principal component
denes the ratio of each eigenvalue to the sum of eigenvalues
as shown:
PCA
=1
p
(2)
Introduction
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PCA
To get the multivariate capability index is calculated a value of
Z by the standardized principal component transformation, the
value of Z is obtained from the probability measure 1 P.
Where P is dened as:
p
i =1
P
0,1
[a
i
< z
i
< b
i
]
PCA
where z
i
=
y
i
U
t
i
i
, a
i
and b
i
are respectively the lower and
upper specication limits the process.
Introduction
Preliminary results
Conclusions
PCA
To get the multivariate capability index is calculated by:
MC
pk
=
1
3
1
()
PCA
where is the probability that a process produce a conforming
product
Introduction
Preliminary results
Conclusions
PCA
Another proposal is Wang and Chen(1998)
MC
p
=
_
v
i =1
C
p,PC
i
_1
v
PC
where C
p,PC
i
is univariate capability index for the j th
component and v is the number of selected eigenvalues.
Introduction
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Preliminary results
Results
The following table shows the results obtained by the two
methods, taking as an example the production process
information:
Introduction
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Cuadro: Comparison table multivariate capability indices
1 Chen PCA
0.9973 %
_
0,73

1,04/1,21 = 0,86
0.9900 %
_
1,07

1,12/1,21 = 0,92
0.9500 %
_
1,33

1,54/1,21 = 1,27
Results
For 95% the method of Chen(2001) and the indices of the
methods PCA have values greater than unity.
Introduction
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Conclusions
The notion of capacity in the multivariate context is not
uniquely dened.
The method Chen(2001) an the principal component
application allows to evaluate the probability measure of
the simultaneous implementation of the specications and
produce an index of capacity subject to the values of z
related to the probability measures of compliance.
Introduction
Preliminary results
Conclusions
END OF PRESENTATION
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Introduction

Univariate Capability Indices

is the th column vector V

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