A spatial rank‐based multivariate EWMA control chart

Nonparametric control charts are useful in statistical process control when there is a lack of or limited knowledge about the underlying process distribution, especially when the process measurement is multivariate. This article develops a new multivariate self‐starting methodology for monitoring location parameters. It is based on adapting the multivariate spatial rank to on‐line sequential monitoring. The weighted version of the rank‐based test is used to formulate the charting statistic by incorporating the exponentially weighted moving average control scheme. It is robust to non‐normally distributed data, easy to construct, fast to compute and also very efficient in detecting multivariate process shifts, especially small or moderate shifts which occur when the process distribution is heavy‐tailed or skewed. As it avoids the need for a lengthy data‐gathering step before charting and it does not require knowledge of the underlying distribution, the proposed control chart is particularly useful in start‐up or short‐run situations. A real‐data example from white wine production processes shows that it performs quite well. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 59: 91–110, 2012     

Monitoring poisson count data with probability control limits when sample sizes are time varying

This article considers the problem of monitoring Poisson count data when sample sizes are time varying without assuming a priori knowledge of sample sizes. Traditional control charts, whose control limits are often determined before the control charts are activated, are constructed based on perfect knowledge of sample sizes. In practice, however, future sample sizes are often unknown. Making an inappropriate assumption of the distribution function could lead to unexpected performance of the control charts, for example, excessive false alarms in the early runs of the control charts, which would in turn hurt an operator's confidence in valid alarms. To overcome this problem, we propose the use of probability control limits, which are determined based on the realization of sample sizes online. The conditional probability that the charting statistic exceeds the control limit at present given that there has not been a single alarm before can be guaranteed to meet a specified false alarm rate. Simulation studies show that our proposed control chart is able to deliver satisfactory run length performance for any time‐varying sample sizes. The idea presented in this article can be applied to any effective control charts such as the exponentially weighted moving average or cumulative sum chart. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 60: 625–636, 2013     

On the exponentially weighted moving variance

MacGregor and Harris (J Quality Technol 25 (1993) 106–118) proposed the exponentially weighted mean squared deviation (EWMS) and the exponentially weighted moving variance (EWMV) charts as ways of monitoring process variability. These two charts are particularly useful for individual observations where no estimate of variability is available from replicates. However, the control charts derived by using the approximate distributions of the EWMS and EWMV statistics are difficult to interpret in terms of the average run length (ARL). Furthermore, both control charting schemes are biased procedures. In this article, we propose two new control charts by applying a normal approximation to the distributions of the logarithms of the weighted sum of chi squared random variables, which are respectively functions of the EWMS and EWMV statistics. These new control charts are easy to interpret in terms of the ARL. On the basis of the simulation studies, we demonstrate that the proposed charts are superior to the EWMS and EWMV charts and they both are nearly unbiased for the commonly used smoothing constants. We also compare the performance of the proposed charts with that of the change point (CP) CUSUM chart of Acosta‐Mejia (1995). The design of the proposed control charts is discussed. An example is also given to illustrate the applicability of the proposed control charts. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts

Conventional control charts are often designed to optimize out‐of‐control average run length (ARL), while constraining in‐control ARL to a desired value. The widely employed grid search approach in statistical process control (SPC) is time‐consuming with unsatisfactory accuracy. Although the simulation‐based ARL gradient estimators proposed by Fu and Hu [Manag Sci 45 (1999), 395–413] can alleviate this issue, it still requires a large number of simulation runs to significantly reduce the variance of gradient estimators. This article proposes a novel ARL gradient estimation approach based on integral equation for efficient analysis and design of control charts. Although this article compares with the results of Fu and Hu [Manag Sci 45 (1999), 395–413] based on the exponentially weighted moving average (EWMA) control chart, the proposed approach has wide applicability as it can generally fit into any control chart with Markovian property under any distributions. It is shown that the proposed method is able to provide a fast, accurate, and easy‐to‐implement algorithm for the design and analysis of EWMA charts, as compared to the simulation‐based gradient estimation method. Moreover, the proposed gradient estimation method facilitates the computation of high‐order derivatives that are valuable in sensitivity analysis. The code is written in Matlab, which is available on request. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 223–237, 2014     

Performance analysis of queue length monitoring of M/G/1 systems

This study investigates the statistical process control application for monitoring queue length data in M/G/1 systems. Specifically, we studied the average run length (ARL) characteristics of two different control charts for detecting changes in system utilization. First, the nL chart monitors the sums of successive queue length samples by subgrouping individual observations with sample size n. Next is the individual chart with a warning zone whose control scheme is specified by two pairs of parameters, (upper control limit, d_u) and (lower control limit, d_l), as proposed by Bhat and Rao (Oper Res 20 (1972) 955–966). We will present approaches to calculate ARL for the two types of control charts using the Markov chain formulation and also investigate the effects of parameters of the control charts to provide useful design guidelines for better performance. Extensive numerical results are included for illustration. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Technical note: An improved range chart for normal and long‐tailed symmetrical distributions

The distribution of the range of a sample, even in the case of a normal distribution, is not symmetric. Shewhart's control chart for range and other approximations for range from skewed distributions and long‐tailed (leptokurtic) symmetrical distributions assume the distribution of range as symmetric and provide 3 sigma control limits. We provide accurate approximations for the R‐chart control limits for the leptokurtic symmetrical distributions, using a range quantile approximation (RQA) method and illustrate the use of the RQA method with a numerical example. As special cases, we provide constants for the R‐chart for the normal, logistic, and Laplace distributions. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Economic design of a two-stage control chart based on both performance and surrogate variables

The traditional approach to economic design of control charts is based on the assumption that a process is monitored using only a performance variable. If, however, the performance variable is costly to measure and a less expensive surrogate variable is available, the process may be more efficiently controlled by using both performance and surrogate variables. In this article we propose a model for economic design of a two-stage control chart which uses a highly correlated surrogate variable together with a performance variable. The process is assumed to be monitored by the surrogate variable until it signals out-of-control behavior, then by the performance variable until it signals out-of-control behavior or maintains in-control signals for a prespecified amount of time, and the two variables are used in alternating fashion. An algorithm based on the direct search method of Hooke and Jeeves [6] is used to find the optimum values of design parameters. The proposed model is applied to the end-closure welding process for nuclear fuel to compute the amount of reduction in cost compared with the current control procedure. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 958–977, 1999     

A nonparametric Bayes approach to decide system burn-in time

Burn-in is the preconditioning of assemblies and the accelerated power-on tests performed on equipment subject to temperature, vibration, voltage, radiation, load, corrosion, and humidity. Burn-in techniques are widely applied to integrated circuits (IC) to enhance the component and system reliability. However, reliability prediction by burn-in at the component level, such as the one using the military (e.g., MIL-STD-280A, 756B, 217E [23–25]) and the industrial standards (e.g., the JEDEC standards), is usually not consistent with the field observations. Here, we propose system burn-in, which can remove many of the residual defects left from component and subsystem burn-in (Chien and Kuo [6]). A nonparametric model is considered because 1) the system configuration is usually very complicated, 2) the components in the system have different failure mechanisms, and 3) there is no good model for modeling incompatibility among components and subsystems (Chien and Kuo [5]; Kuo [16]). Since the cost of testing a system is high and, thus, only small samples are available, a Bayesian nonparametric approach is proposed to determine the system burn-in time. A case study using the proposed approach on MCM ASIC's shows that our model can be applied in the cases where 1) the tests and the samples are expensive, and 2) the records of previous generation of the products can provide information on the failure rate of the system under investigation. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 655–671, 1997     

Performance and properties of Q‐Statistic monitoring schemes

In this article, we study the Shewhart chart of Q statistics proposed for the detection of process mean shifts in start‐up processes and short runs. Exact expressions for the run‐length distribution of this chart are derived and evaluated using an efficient computational procedure. The procedure can be considerably faster than using direct simulation. We extend our work to analyze the practice of requiring multiple signals from the chart before responding, a practice sometimes followed with Shewhart charts. The results show that waiting to receive multiple signals severely reduces the probability of quickly detecting shifts in certain cases, and therefore may be considered a risky practice. Operational guidelines for practitioners implementing the chart are discussed. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Quality control chart design under Jidoka

We consider design of control charts in the presence of machine stoppages that are exogenously imposed (as under jidoka practices). Each stoppage creates an opportunity for inspection/repair at reduced cost. We first model a single machine facing opportunities arriving according to a Poisson process, develop the expressions for its operating characteristics and construct the optimization problem for economic design of a control chart. We, then, consider the multiple machine setting where individual machine stoppages may create inspection/repair opportunities for other machines. We develop exact expressions for the cases when all machines are either opportunity‐takers or not. On the basis of an approximation for the all‐taker case, we then propose an approximate model for the mixed case. In a numerical study, we examine the opportunity taking behavior of machines in both single and multiple machine settings and the impact of such practices on the design of an X – Q C chart. Our findings indicate that incorporating inspection/repair opportunities into QC chart design may provide considerable cost savings. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

水下传感器网络冗余设计

冗余设计可以有效地延长水下传感器网络寿命和提高网络可靠性,基于可靠性理论,考虑水下传感器网络环境及节点垂直移动等约束,在对冗余非共享方案研究的基础上,结合水下传感器网络特点,提出了适合于水下传感器网络特点的冗余共享设计方案,并给出了冗余共享方案的可靠性模型,通过数值计算,研究了网络可靠性变化曲线及冗余节点数与网络寿命的关系。经过MATLAB软件仿真,表明在同一网络寿命情况下,相对于冗余非共享方案,冗余共享方案所需冗余节点数更少,降低了网络部署成本,达到了冗余优化的目的。     

Exact likelihood inference for the exponential distribution under generalized Type‐I and Type‐II hybrid censoring

Chen and Bhattacharyya [Exact confidence bounds for an exponential parameter under hybrid censoring, Commun Statist Theory Methods 17 (1988), 1857–1870] considered a hybrid censoring scheme and obtained the exact distribution of the maximum likelihood estimator of the mean of an exponential distribution along with an exact lower confidence bound. Childs et al. [Exact likelihood inference based on Type‐I and Type‐II hybrid censored samples from the exponential distribution, Ann Inst Statist Math 55 (2003), 319–330] recently derived an alternative simpler expression for the distribution of the MLE. These authors also proposed a new hybrid censoring scheme and derived similar results for the exponential model. In this paper, we propose two generalized hybrid censoring schemes which have some advantages over the hybrid censoring schemes already discussed in the literature. We then derive the exact distribution of the maximum likelihood estimator as well as exact confidence intervals for the mean of the exponential distribution under these generalized hybrid censoring schemes. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

浅析日历统筹图在制作资源优化计划中的应用

统筹法是一种科学的计划管理方法,绘制统筹图是掌握统筹法的基础。统筹图的优化,是在参数计算和分析的基础上,根据一定的约束条件对统筹图进行调整和改进,达到科学安排工作,合理分配人力、物力、财力等资源,从而提高工作效率的目的。日历统筹图能清楚地反映出工作进展的时间概念,并能直接提供一些有用的时间参数,便于优化、选择最佳方案。     

高超声速再入轨迹跟踪控制的微分变换方法

针对多约束条件下高超声速飞行器再入制导问题,提出一种基于微分变换法求解最优反馈控制的全状态标准轨迹跟踪制导律。利用滚动时域控制方法设计易于在线执行的闭环跟踪制导策略,在每个制导周期内将标准轨迹跟踪问题转化为线性时变系统状态调节器问题,并通过最优控制理论进一步转化为两点边值问题,采用微分变换法进行求解获得最优反馈控制律。数值仿真表明微分变换法的引入有效解决了传统两点边值问题求解的数值不稳定性与耗时问题,所设计的闭环制导律对状态偏差与模型不确定性具有较强的鲁棒性,可为工程设计提供有益参考。     

Planning gamma accelerated degradation tests with two accelerating variables

Gamma accelerated degradation tests (ADT) are widely used to assess timely lifetime information of highly reliable products with degradation paths that follow a gamma process. In the existing literature, there is interest in addressing the problem of deciding how to conduct an efficient, ADT that includes determinations of higher stress‐testing levels and their corresponding sample‐size allocations. The existing results mainly focused on the case of a single accelerating variable. However, this may not be practical when the quality characteristics of the product have slow degradation rates. To overcome this difficulty, we propose an analytical approach to address this decision‐making problem using the case of two accelerating variables. Specifically, based on the criterion of minimizing the asymptotic variance of the estimated q quantile of lifetime distribution of the product, we analytically show that the optimal stress levels and sample‐size allocations can be simultaneously obtained via a general equivalence theorem. In addition, we use a practical example to illustrate the proposed procedure.     

Directional change‐point detection for process control with multivariate categorical data

Most modern processes involve multiple quality characteristics that are all measured on attribute levels, and their overall quality is determined by these characteristics simultaneously. The characteristic factors usually correlate with each other, making multivariate categorical control techniques a must. We study Phase I analysis of multivariate categorical processes (MCPs) to identify the presence of change‐points in the reference dataset. A directional change‐point detection method based on log‐linear models is proposed. The method exploits directional shift information and integrates MCPs into the unified framework of multivariate binomial and multivariate multinomial distributions. A diagnostic scheme for identifying the change‐point location and the shift direction is also suggested. Numerical simulations are conducted to demonstrate the detection effectiveness and the diagnostic accuracy.© 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

Estimating failure time distribution and its parameters based on intermediate data from a Wiener degradation model

Instead of measuring a Wiener degradation or performance process at predetermined time points to track degradation or performance of a product for estimating its lifetime, we propose to obtain the first‐passage times of the process over certain nonfailure thresholds. Based on only these intermediate data, we obtain the uniformly minimum variance unbiased estimator and uniformly most accurate confidence interval for the mean lifetime. For estimating the lifetime distribution function, we propose a modified maximum likelihood estimator and a new estimator and prove that, by increasing the sample size of the intermediate data, these estimators and the above‐mentioned estimator of the mean lifetime can achieve the same levels of accuracy as the estimators assuming one has failure times. Thus, our method of using only intermediate data is useful for highly reliable products when their failure times are difficult to obtain. Furthermore, we show that the proposed new estimator of the lifetime distribution function is more accurate than the standard and modified maximum likelihood estimators. We also obtain approximate confidence intervals for the lifetime distribution function and its percentiles. Finally, we use light‐emitting diodes as an example to illustrate our method and demonstrate how to validate the Wiener assumption during the testing. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Guidance Law Design Under Impact Angle Constraint Based on Nussbaum-type Gain Technique

Aiming at the guidance problem under impact angle constraint for homing missile against ground targets,a new adaptive robust nonlinear terminal guidance law was proposed in this paper.According to nonlinear kinetic relationship between the missile and target in vertical plane,a mathematic model was formulated while the motion of target and the system structure perturbation were regarded as limited disturbances.Based on the ideas of zeroing the rate of line-of-sight(LOS)angle and the impact angular tracking error,a nonlinear control strategy was contrived to obtain adaptive robust guidance law by adopting Nussbaum-type gain technique under a desired impact angle.The stability of guidance system in finite time is strictly proven by using Lyapunov stability theory.Finally,the numerical simulation verifies the effectiveness of the proposed scheme.     

基于组合赋权雷达图实现电网电能质量综合评估

将改进的组合赋权雷达图方法用于电网电能质量综合评估。对主观、客观赋权法组合,基于组合权重与原权重之间的偏差尽可能小的优化思想,求取雷达图中各项指标的组合权值。利用各指标对应的扇形区域的对角线作为指标轴绘制雷达图,不仅最大限度体现各指标的独立权重,也反映了各指标之间的相互影响。利用雷达图的面积和周长两个变量完成对电能质量的综合评估。最后通过应用实例,验证了论文方法的合理性和在电能质量综合评估中的有效性。     

Nonparametric bayesian lifetime data analysis using dirichlet process lognormal mixture model

We propose a nonparametric Bayesian lifetime data analysis method using the Dirichlet process mixture model with a lognormal kernel. A simulation‐based algorithm that implements the Gibbs sampling is developed to fit the Dirichlet process lognormal mixture (DPLNM) model using rightly censored failure time data. Five examples are used to illustrate the proposed method, and the DPLNM model is compared to the Dirichlet process Weibull mixture (DPWM) model. Results indicate that the DPLNM model is capable of estimating different lifetime distributions. The DPLNM model outperforms the DPWM model in all the examples, and the DPLNM model shows promising potential to be applied to analyze failure time data when an appropriate parametric model for the data cannot be specified. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013