Parameter estimators in phase I and performance of individuals chart

Download

index.pdf

Date

2016

Author

Atalay, Murat

Metadata

Show full item record

Item Usage Stats

188
views

96
downloads

In the literature, Phase I analysis is often ignored and in-control process parameters are assumed as known. However process parameters are generally unknown in real control chart applications and these must be estimated from the obtained process data. Since Phase I analysis may have considerable impacts on the process monitoring performance in Phase II, effects of Phase I analysis on the Phase II performance must be investigated in detail. In this thesis, Shewhart type control charts are used to detect outliers and estimate parameters for control chart design. As a model for the observations, normal distribution is considered. Outliers are generated in different forms through simulations and Phase I steps of a control chart operation are simulated to design a control chart for use in Phase II. In Phase I, an Individuals Chart is considered with various selection of design parameters. For Phase II operations, an Individuals Chart with 3-sigma control limits is considered. To estimate standard deviation, several estimators are discussed. The accuracy of parameter estimation is evaluated with the Mean Squared Error criterion for the estimates. Average run length performance of Phase II implementations, effects of standard deviation estimators and selection of the width of control limits in Phase I analysis are evaluated. Results are discussed and some suggestions for practitioners are provided. In addition, a decision tree for the selection of estimators is provided. Also, a real-world example is presented to illustrate the application and express the significance of suggestions.

Subject Keywords

Charts, diagrams, etc., Operations research., Process control

URI

http://etd.lib.metu.edu.tr/upload/12620074/index.pdf
https://hdl.handle.net/11511/25730

Collections

Graduate School of Natural and Applied Sciences, Thesis

Suggestions

OpenMETU
Core

Integrated nonlinear regression analysis of tracer and well test data Akın, Serhat (Elsevier BV, 2003-08-01) One frequent observation from conventional pressure transient test analysis is that field data match mathematical models derived for homogeneous systems. This observation suggests that pressure data as presently interpreted may not contain details concerning certain reservoir heterogeneities. On the other hand, tracer tests may be more sensitive to heterogeneous elements present in the reservoir because of the convective nature of the flow test. In this study, a possible improvement of conventional pressure...
Model updating of nonlinear structures from measured FRFs Canbaloglu, Guvenc; Özgüven, Hasan Nevzat (Elsevier BV, 2016-12-01) There are always certain discrepancies between modal and response data of a structure obtained from its mathematical model and experimentally measured ones. Therefore it is a general practice to update the theoretical model by using experimental measurements in order to have a more accurate model. Most of the model updating methods used in structural dynamics are for linear systems. However, in real life applications most of the structures have nonlinearities, which restrict us applying model updating techn...
Neural network calibrated stochastic processes: forecasting financial assets Giebel, Stefan; Rainer, Martin (Springer Science and Business Media LLC, 2013-03-01) If a given dynamical process contains an inherently unpredictable component, it may be modeled as a stochastic process. Typical examples from financial markets are the dynamics of prices (e.g. prices of stocks or commodities) or fundamental rates (exchange rates etc.). The unknown future value of the corresponding stochastic process is usually estimated as the expected value under a suitable measure, which may be determined from distribution of past (historical) values. The predictive power of this estimati...
Effective optimization with weighted automata on decomposable trees Ravve, E. V.; Volkovich, Z.; Weber, Gerhard Wilhelm (Informa UK Limited, 2014-01-02) In this paper, we consider quantitative optimization problems on decomposable discrete systems. We restrict ourselves to labeled trees as the description of the systems and we use weighted automata on them as our computational model. We introduce a new kind of labeled decomposable trees, sum-like weighted labeled trees, and propose a method, which allows us to reduce the solution of an optimization problem, defined in a fragment of Weighted Monadic Second Order Logic, on such a tree to the solution of effec...
Critical Values of Calibrations and MinimalSubmanifolds Ünal, İbrahim (2015-01-05) On a calibrated manifold M with differential p-form ϕ as the calibration, calibrated submanifolds i.e. ϕ-submanifolds are globally volume minimizing in their homology classes. Thus, they are a very good source of minimal submanifolds. These are the submanifolds corresponding to the global maximum value of the calibration ϕ when considered as a function on Grassmannian bundle of oriented p-planes of M. In this talk, I will explain that submanifolds corresponding to any non-zero critical value of a calibratio...

Citation Formats

M. Atalay, “Parameter estimators in phase I and performance of individuals chart,” M.S. - Master of Science, Middle East Technical University, 2016.