IENG 486 Lecture 17

11/9/2013 IE 355: Quality & Applied Statistics I 1
IENG 486 - Lecture 17

Control Charts for Individuals
(Measuring Each Unit)
Assignment
Reading:
Chapter 6
Section 6.4: pp. 259 - 265
Chapter 9
Sections 9.1 9.1.5: pp. 399 - 410
Sections 9.2 9.2.4: pp. 419 - 425
Sections 9.3: pp. 428 - 430

Homework:
CH 9 Textbook Problems:
1a, 17, 26 Hint: Use Excel charts!

Individual Measurements
Sometimes repeated measures in a subsample don't make
sense:
inventory level
accounts payable price of an item

Other reasons for using individual measurements
Variation in sample only reflects measurement error, e.g., batch
production of chemicals
Automated inspection every unit is analyzed
Production rate very slow inconvenient to wait for large enough
sample
Control Charts for Individual
Measurements
Notes about Individuals Charts:
Sample points must be relatively frequent
There is more sampling error (false alarm & insensitivity)
Sample points tend to be non-normal
points are not averages and central limit theorem does not apply

Control Chart Types for Individuals:
Shewhart x-chart and Moving Range chart
MA Moving Average chart
EWMA Exponentially Weighted Moving Average
CUSUM Cumulative Sum

Moving Range Control Chart
MR2
i
= |x
i
x
i-1
| or MR3
i
= |x
i
x
i-2
|

Computation of the Moving Range:
Obs i x
i
MR2 MR3
1 33.75 - -
2 33.05 0.70 -
3 34.00 0.95 0.25
4 33.81 0.19 0.76
5 33.46 0.35 0.46

n
Moving Range Control
Chart, Cont'd
General model for moving range chart:

Plot MR2
i
= |x
i
x
i-1
| or MR3
i
= |x
i
x
i-2
| on control chart

Substituting estimates for
R
and o
R
and using 3-sigma
limits:

Where MR is:

MR MR
MR
MR MR
UCL L
CL
LCL L
o
o
= +
=
=
MR
CL MR = =
1 1
1 2
2 3
2 2 or 3 3
n n
i i n n
i i
MR MR MR MR

= =
= =

Moving Range Control
Chart, Cont'd
For MR2 use d
2
for n = 2
For MR3 use d
2
for n = 3

Very similar to Range chart except were using moving range
instead of average range

( )
3
3 4
2
3 3
3
MR MR
UCL MR d
MR
MR d D MR
d
o o = + = +
= + =
3
0 LCL D MR = =
x Control Chart
(Individual Measurements Chart)
Plot sample statistic: x
General model for x chart

Substituting estimates for
x
and o
x
and using 3-sigma limits

where:

x x
x
x x
UCL L
CL
LCL L
o
o
= +
=
=
CL
x
x = =
1
1
n
x i n
i
x x
=
= =

x Control Chart
Cont'd
x chart upper and lower limits:
2
UCL 3 3
3
x x
x
MR
x
d
o o = + = +
= +
2
3
MR
LCL x
d
=
Cautions for x & Moving
Range charts:
Always check xs for normality
If xs not normal, control limits are inappropriate
Use zone rules ONLY if the xs are Normal
Very BAD at detecting small shifts, i.e., shifts < 2o

x chart
(n = 5)
x chart
(n = 1)
size of shift | ARL
1
| ARL
1
1o 0.78 5.25 0.98 43.96
2o 0.07 1.08 0.84 6.30
3o 0.00 1.00 0.50 2.00
Montgomery(5
th
ed.) Example 5-5, p. 250
Viscosity of Aircraft Primer Paint
Plot MR2
i
= |x
i
x
i-1
| on control chart
From initial data compute x and MR:

(since d
2
= 1.128 for n =2)

Control Limits for Moving Range chart (use D
4
& D
3
for n =2)

2
33.52
0.48
0.48
1.128
x
MR
MR
d
o
= =
= = =
( )
4
3.267 0.48 1.57 UCL D MR = = =
0.48 CL MR = =
3
0 LCL D MR = =
Ex.: Viscosity of Aircraft Primer Paint, Cont'd
Compute control Limits for x Chart

3 34.80
33.52
3 32.24
UCL x
CL x
LCL x
o
o
= + =
= =
= =
X Chart for Viscosity
0 3 6 9 12 15
Observation
32
32.5
33
33.5
34
34.5
35
X
CTR = 33.52
UCL = 34.80
LCL = 32.24
MR(2) Chart for Viscosity
0 3 6 9 12 15
Observation
0
0.4
0.8
1.2
1.6
M
R
(
2
)
CTR = 0.48
UCL = 1.57
LCL = 0.00
Alternatives to Shewhart
Control Charts
All control charts so far have been Shewhart Control Charts
uses information about the process contained in the last plotted point
ignores information given by the entire sequence of points, unless
sensitizing rules are used

Shewhart charts are relatively insensitive to small shifts,
ex. shifts < 1.5o

Three Alternative charts:
MA Moving Average control chart
EWMA Exponentially Weighted Moving Average control chart
CUSUM Cumulative-sum control chart
MA Control Chart
(Non-Shewhart Control Chart)
Plot sample statistic: average of last w data points (M
i
)

Computing point to plot (Mi ) for the chart:

Estimate for (to find center line):

Estimate for o (to find control limits, changes with each point):

w
x ... x x
M
1 w i 1 i i
i
+
+ + +
=
w
x
=
=
=
n
1 i
i 0
x
n
1

MA Control Chart
(Non-Shewhart Control Chart)
General model for MA control chart

Notes:
Picking w larger makes chart faster to detect to smaller shifts
Picking w smaller makes chart more sensitive to larger shifts
MA is better at detecting smaller shifts than a Shewhart chart,
but not as effective as a EWMA or CUSUM chart
w
L L UCL
x
n
1
CL
w
L L UCL
x
0 0
n
1 i
i 0
x
0 0
= =
= =
+ = + =
=
EWMA - Exponentially Weighted
Moving Average Control Chart
The EWMA control chart is good for detecting small shifts

EWMA can be used to monitor
process mean or variance

Plot sample statistic:
z
i
= (current x)
+ (1 - )(weighted avg of past x's)

That is: z
i
= x
i
+ (1- )z
i -1

Use estimate for
OR target value
is weighting factor, where 0 < < 1
0
z =
0 0
z =
Example Computing
EWMA Statistic
Process mean is 14.31. Here are the first three observations.
Compute the EWMA statistic, z
i
, with weight = 0.2.

Obs i x
i
EWMA
z
i
= x
i
+ (1- )z
i-1
1 14.56 z
1
= (0.2)(14.56) +(0.8)(14.31)
= 14.36

2 13.88 z
2
= (0.2)(13.88) +(0.8)(14.36)
= 14.26
3 13.98 z
3
= (0.2)(13.98) +(0.8)(14.26)
= 14.21
EWMA Control Limits
Standards Given:

Standards not given - use estimates for
z
and o
z
:

Notice: depends on obs. number i
Use to estimate o:

Typical values for and L:
0.05 s s 0.25 and 2.6 s L s 3.054

z z
z
z z
UCL L
CL
LCL L
o
o
= +
=
=
z
x =
( )
( )
2
1 1
2
i
z
o o
(
=

z
o
z

Example 9.2, p. 421:
EWMA Chart for Process Mean
Set up EWMA chart for following data from a process with
mean 10 and std dev 1. Use = 0.1 and L = 2.7.

Obs i xi EWMA
z
i
= x
i
+ (1- )z
i-1
1 9.45

2 7.99

3 9.29

30 10.52
Example:
EWMA Chart Cont'd

Two points above Process is out-of-control
EWMA Chart for x
Observation
E
W
M
A
CTR = 10.00
UCL = 10.62
LCL = 9.38
0 5 10 15 20 25 30
9.3
9.6
9.9
10.2
10.5
10.8
Design of EWMA Control Chart:
How to pick and L
Use smaller to detect smaller shifts

Usual choices:
= 0.05, = 0.10, = 0.20

Reasonable configuration:
For = 0.20 let L = 3

For smaller , use slightly smaller L
For = 0.05 let L ~ 2.6
For = 0.10 let L ~ 2.8

See Table 9.11, p.423 for ARLs

CUSUM Control Chart
Incorporates all the information in the sequence of sample
values by
plotting the cumulative sums of the deviations of the sample values
from a target value,
0

CUSUM can be used to monitor
process mean
defectives
defects
variance

CUSUM can have sample size n > 1
We concentrate on sample size n = 1
Basic Principle of CUSUM
Plot C
i
CUSUM sample statistic

Example: Say target
0
= 10

If the process remains in-control, C
i
remains near 0
( )
0
1
i
i j
j
C x
=
=
Obs i x
i
(x
i

0
)
1 9.45 -0.55 -0.55
2 7.99 -2.01 -0.55 2.01 = -2.56
3 9.29 -0.71 -2.56 0.71 = -3.27
4 11.66 1.66 -3.27 + 1.66 = -1.61
5 12.16 2.16 -1.61 + 2.16 = 0.55
( )
0
1
i
i j
j
C x
=
=

Tabular CUSUM Control Chart
x
i
~ N(
0
, o) - quality characteristic

CUSUM works by compiling the statistics:
C
i
+
= accumulated deviations above
0
(resets to 0 if it would go negative)

C
i
= accumulated deviations below

0
(resets to 0 if it would go negative)

The Tabular CUSUM
Record following values in table:

where starting values are

( )
0 1
max 0,
i i i
C x K C
+ +
( = + +

( )
0 1
max 0,
i i i
C K x C

( = +

0 0
0 C C
+
= =
Tabular CUSUM Control
Chart Cont'd
Let
1
= out-of-control value then

K is reference value chosen halfway between target
0
and out-of-
control value

With shift expressed in std dev units, i.e.,

and accumulate deviations from
0
that are greater than K

and are reset to zero upon becoming negative

1 0
2
K

=
1 0 1 0
oo oo = + =
2
K
oo
=
i
C
+
i
C
+
i
C
i
C

How to Determine if Process
Out-of-Control?
H - decision interval

If or exceed the decision interval (H), the process is
considered out-of-control

Rule of thumb value for H
Choose H to be five times the process standard deviation, H = 5o

Counters N
+
and N

record the number of consecutive
periods the CUSUM and rose above zero, respectively.
The counters can be used to indicate when the shift most likely
occurred

i
C
+
i
C
i
C
+
i
C

Example 9.1, p. 404

0
=10, n =1, o = 1.0
Say magnitude of shift we want to detect is oo = 1 (1.0) = 1.0

Period i
1 9.45 -1.05 0.00 0 0.05 0.05 1
2 7.99 -2.51 0.00 0 1.51 1.56 2
3 9.29 -1.21 0.00 0 0.21 1.77 3
4 11.66 1.16 1.16 1 -2.16 0.00 0
5 12.16 1.66 2.82 2 -2.66 0.00 0
6 10.18 -0.32 2.50 3 -0.68 0.00 0
7 8.04 -2.46 0.04 4 1.46 1.46 1
8 11.46 0.96 1.00 5 -1.96 0.00 0
9 9.20 -1.30 0.00 0 0.30 0.30 1
10 10.34 -0.16 0.00 0 -0.84 0.00 0
11 9.03 -1.47 0.00 0 0.47 0.47 1
12 11.47 0.97 0.97 1 -1.97 0.00 0
13 10.51 0.01 0.98 2 -1.01 0.00 0
14 9.40 -1.10 0.00 0 0.10 0.10 1
15 10.08 -0.42 0.00 0 -0.58 0.00 0
16 9.37 -1.13 0.00 0 0.13 0.13 1
17 10.62 0.12 0.12 1 -1.12 0.00 0
18 10.31 -0.19 0.00 0 -0.81 0.00 0
19 8.52 -1.98 0.00 0 0.98 0.98 1
20 10.84 0.34 0.34 1 -1.34 0.00 0
21 10.90 0.40 0.74 2 -1.40 0.00 0
22 9.33 -1.17 0.00 0 0.17 0.17 1
23 12.29 1.79 1.79 1 -2.79 0.00 0
24 11.50 1.00 2.79 2 -2.00 0.00 0
25 10.60 0.10 2.89 3 -1.10 0.00 0
26 11.08 0.58 3.47 4 -1.58 0.00 0
27 10.38 -0.12 3.35 5 -0.88 0.00 0
28 11.62 1.12 4.47 6 -2.12 0.00 0
29 11.31 0.81 5.28 7 -1.81 0.00 0
30 10.52 0.02 5.30 8 -1.02 0.00 0
i
x ( ) 10.5
i
x
i
C
+
i
C
N
+
( ) 9.5
i
x
N

Tabular CUSUM Example
Control Chart for ________________________
-6.000000
-4.000000
-2.000000
0.000000
2.000000
4.000000
6.000000
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
Sample Number
C
U
S
U
M
Ci+ Ci- Xi-Mu H+ H-
Scale
Estimate of New Shifted
Process Mean

Use this estimate to bring process back to the target value
0

e.g.: At period 29,
New process average estimate is

0
0
, if
, if
i
i
i
i
C
K C H
N
C
K C H
N
+
+
+
+ + >
>
29
5.28 C
+
=
Notes about CUSUM control
charts

Do not apply zone rules

Do not apply run rules

Successive values of and are not independent i
C
+
i
C

Recommendations for
CUSUM design
Let H = ho and K = ko where o is process std dev
Using h = 4 or h =5 and k = 1/2 gives CUSUM w/ good ARL

Shift (multiple of o) ARL for h = 4 ARL for h = 5
0 168 465
0.25 74.2 139
0.50 26.6 38.0
0.75 13.3 17.0
1.00 8.38 10.4
1.50 4.75 5.75
2.00 3.34 4.01
2.50 2.62 3.11
3.00 2.19 2.57
4.00 1.71 2.01
Guidelines for Implementing
Control Charts
1. Determine which process or product characteristic(s) to
control

2. Determine where the charts should be implemented in
process

3. Choose proper type of control charts

4. Decide what actions should be taken to improve processes

5. Select data-collection systems and computer software

Determine Which Characteristic to
Control and Where to Put Charts
1. To start, apply charts to any process or product
characteristics believed important.
2. Charts found unnecessary are removed; others that may be
required are added.
(Usually more charts to start than after process has
stabilized)
3. Keep current records of all charts in use, i.e., types and
parameters of each.
4. If charts used effectively number of charts for variables
increases and number of attributes charts decreases
5. At beginning, use more attributes charts applied to finished
units, i.e., near end of process.
As more is learned about the process, these are replaced
with variables charts earlier in process on critical process
characteristics that affect nonconformities.
Rule of thumb: the earlier in the process that control can be
established, the better.
6. Control charts are an on-line process monitoring
procedure; Maintain charts as close to work center as
possible.
Operators and process engineers should be directly
responsible for using, maintaining and interpreting charts
Determine Which Characteristic to
Control and Where to Put Charts
Choosing Proper Type of
Control Chart: Variables Charts
Use (x & R) or (x & S) charts when:
1. New process or product coming online
2. Chronically troubled process
3. Wish to reduce downstream acceptance sampling
4. Using attributes charts but yield still unacceptable
5. Very tight specifications
6. Operator decides whether or not to adjust process
7. Change in product specs desired
8. Process capability (stability) must be continually
demonstrated

Control Chart: Attributes Charts
Use p, np, c or u charts when:
1. Operators control assignable causes and it is necessary to
reduce fallout
2. Process is complex assembly operation and product quality
measured in terms of occurrence of nonconformities: e.g.
computers, automobiles
3. Measurement data cannot be obtained
4. Historical summary of process performance is necessary.
Attributes charts are effective for summarizing a process for
management
Control Chart: Individuals Charts
Use (x & MR), MA, EWMA, or CUSUM charts when:
1. Repeated measures do not make sense
2. Inconvenient / impossible to obtain more than one
measurement per sample
3. Automated testing allows you to measure every unit
(EWMA chart may be best)
4. Data becomes available very slowly and waiting for a larger
sample is impractical.

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11/9/2013 IE 355: Quality & Applied Statistics I 1

IENG 486 - Lecture 17

11/9/2013 IE 355: Quality & Applied Statistics I 9

11/9/2013 IE 355: Quality & Applied Statistics I 15

11/9/2013 IE 355: Quality & Applied Statistics I 19

11/9/2013 IE 355: Quality & Applied Statistics I 24

= accumulated deviations below

11/9/2013 IE 355: Quality & Applied Statistics I 26

11/9/2013 IE 355: Quality & Applied Statistics I 27

11/9/2013 IE 355: Quality & Applied Statistics I 29

11/9/2013 IE 355: Quality & Applied Statistics I 32

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