Professional Documents
Culture Documents
EE290H F05
Spanos
EE290H F05
Spanos
EE290H F05
Cumulative-Sum Chart
Spanos
EE290H F05
max
pdf( xi, )
i=1
Spanos
EE290H F05
2
2
1 xi
1 xi
m
m
1
1
2
2
max
e
or min log
e
i =1 2
i =1
2
Spanos
EE290H F05
f B(x i)
log f G(xi)
i=1
log( pi ) = log( pi )
i =1
i =1
Spanos
EE290H F05
f B(x i)
f B(x i)
S m = log
- min k < m log
>L
f
f
(x
)
(x
)
G i
G i
i=1
i=1
or
f B(x m)
S m = max (S m-1+log
, 0) > L
f G(x m)
This way, the statistic Sm keeps a cumulative score of all the
"bad" points. Notice that we need to know what the "bad"
process is!
Lecture 14: CUSUM and EWMA
Spanos
EE290H F05
S m = (x i - 0)
i=1
Spanos
EE290H F05
Example
15
10
5
0
-5
-10
-15
UCL=13.4
0=-0.1
20
40
60
80
100
120
140
LCL=-13.6
160
20
40
60
80
100
120
140
160
120
100
80
60
40
20
0
-20
-40
-60
Spanos
EE290H F05
Need to set L(0) (i.e. the run length when the process is in
control), and L() (i.e. the run-length for a specific deviation).
10
Spanos
EE290H F05
1-
2
d=
ln
2
=
= tan -1
x
2A
11
Spanos
EE290H F05
12
Spanos
EE290H F05
40
30
II
20
III
10
-1
-2
-10
-3
0
20
40
60
80
100
20
40
60
80
100
13
Spanos
EE290H F05
Tabular CUSUM
A tabular form is easier to implement in a CAM system
Ci+ = max [ 0, xi - ( o + k ) + Ci-1+ ]
Ci-
= max [ 0, ( o - k ) - xi +
Ci-1-
C0+ = C0- = 0
k = (/2)/
h = dxtan()
14
Spanos
EE290H F05
15
Spanos
EE290H F05
16
Spanos
EE290H F05
CUSUM Enhancements
To speed up CUSUM response one can use "modified" V
masks:
15
10
5
0
-5
0
20
40
60
80
100
17
Spanos
EE290H F05
18
Spanos
EE290H F05
Limits are wider during start-up and stabilize after the first w
groups have been collected.
Lecture 14: CUSUM and EWMA
19
Spanos
EE290H F05
20
40
60
80
100
120
140
160
sample
Lecture 14: CUSUM and EWMA
20
Spanos
EE290H F05
0 < < 1 z0 = x
z t = ( 1 - )j x t - j + ( 1 - )t z 0
j=0
UCL = x + 3
LCL = x - 3
Lecture 14: CUSUM and EWMA
(2-)n
(2-)n
21
Spanos
EE290H F05
1.0
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0.0
0
10
EWMA 0.6
EWMA 0.1
20
30
40
50
22
Spanos
EE290H F05
EWMA Comparisons
15
=0.6
10
5
0
-5
-10
0
20
40
60
20
40
60
80
100
120
140
160
80
100
sample
120
140
160
15
10
=0.1
5
0
-5
-10
23
Spanos
EE290H F05
xt = ixt - i +
i=1
jat - j
j=1
24
Spanos
EE290H F05
Summary so far
While simple control charts are great tools for visualizing
the process,it is possible to look at them from another
perspective:
Control charts are useful summaries of the process
statistics.
Charts can be designed to increase sensitivity without
sacrificing type I error.
It is this type of advanced charts that can form the
foundation of the automation control of the (near) future.
Next stop before we get there: multivariate and modelbased SPC!
Lecture 14: CUSUM and EWMA
25