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- 1. International Journal Industrial Engineering Research and Development (IJIERD), ISSN 0976 – InternationalJournal of of Industrial Engineering Research 6979(Print), ISSN 0976 – 6987(Online) Volume 2, – 6979(Print) and Development (IJIERD), ISSN 0976 Issue 1, May - October (2011), © IAEME ISSN 0976 – 6987(Online) Volume 2 ©IAEME Issue 1, May – October (2011), pp. 80-90 Journal Impact Factor (2011): 0.8927 © IAEME, http://www.iaeme.com/ijierd.html IJIERD ASSIMILATION OF SPA AND PMT FOR RANDOM SHOCKS IN MANUFACTURING PROCESS S Y Gajjal Asst. Prof., SCOE, Pune Dr. A P S Gaur Prof. & Head, B.U. ABSTRACT Traditional SPC techniques emphasize process change detection, but do not provide an explicit process adjustment method. This paper discusses a general procedure based on stochastic approximation techniques and combines it with several commonly used control charts. the performance of these methods depends on the sensitivity of control the control chart to detect shifts in the process mean, on the accuracy of the initial estimate of shift size, and on sequential adjustment that are made. It is shown that sequential adjustments are superior to single adjustment strategies for almost all types of process shifts and magnitudes considered. A combined CUSUM chart used in conjunction with our sequential adjustment approach can improve the average squared deviations, the performance index considered herein, more than any other combined scheme unless the shift size is very large. INTRODUCTION In traditional statistical process control (SPC) it is frequently assumed that an initially in- control process is subject to random shocks, which may shift the process mean to an off-target value. Different types of control charts are then employed to detect such shifts in mean, since the time of shift is not predictable. However, SPC techniques do not provide an explicit process adjustment method. Process adjustment is usually regarded a function pertaining to engineering process control (EPC) or automatic process control (APC). Area that traditionally have belonged to process engineers rather than to quality engineers. The lack of adjustments that exits in the SPC application may cause large quality off target cost-a problem of particular concern in short-run manufacturing process. Therefore, it is important to explore some on-line adjustment methods that are able to keep the process quality characteristics on target with relatively little effort. Integrating EPC recent literature,e.g Box and Kramer, MacGregor, Montgomery et al, Tsung at al, Tucker at al Let ut the process means at sample or part t and let (έt) be a sequence of lid random error that models both process inherent variation and measurement error. Then the process model is given by the following difference equation 80
- 2. International Journal of Industrial Engineering Research and Development (IJIERD), ISSN 0976 – 6979(Print), ISSN 0976 – 6987(Online) Volume 2, Issue 1, May - October (2011), © IAEME yt=xt-1+µ t+εt Where εt ~ ( 0, (1) 2 σ ) without loss of generality, the target of yt is assumed to be zero, thus y can be understood as a deviation from target. The process starts in the in-control state which is assumed to be such that the mean of the process equal the target, i.e, µ1 =0 and µ t= µ t-1+δ (t), for t=2,3,…… (2) Figure 1 : Step-type disturbance on the process mean here t0 , δ, µs , and σ 2 y are assumed as unknown, see fig 1 . in this sample model one can see that random shift in the process mean can be compensated by varying the controllable factor x after the shift is detected. in the recent work, there is considerable emphasis on estimating a time-varying process mean instead of adjusting for such variability. Because the true process mean is not observable directly, adjustments based only on one estimate are almost well biased. 2. CONTROL CHARTS AND SHIFT SIZE ESTIMATES Shewhart control charts with ±3σ control limits are the most common type of process monitoring scheme in industry. In this type of chart, sub-group (sample) means or individual observations of the quality characteristics are plotted and any point that is out of the control limits indicates strong evidence that a change in the process means has occurred. But it is well known that a change in the process mean has occurred. But it is well known that a change in the process mean has occurred. But it is well known that the Shehart chart is insensitive to small or moderate mean shifts( Montgomery). In order to detect small shifts more quickly, CUSUM (cumulative sum) and EWMA (exponentially weighted moving average) charts recommended instead. In particular, a CUSUM chart can be generalized likelihood ratio test for the hypothesis H0: µ=0 verses H1: µ=µ0 Where µ0 is a predetermined out of control mean (Lorden). The test statistics for tabular CUSUM chart are ct= max (0, yt-K+ct+-1) & ct- = max (0, -yt-K+ct--1) (3) Where K= s/2*σ and s is the shift size that one wishes to detect (Woodwall And Adams) The control limit of the CUSUM statistics is defined as H= hσ where h is another design parameter. Whenever C+ or C- exceeds H, an out-of-control alarm is signaled. 81
- 3. International Journal of Industrial Engineering Research and Development (IJIERD), ISSN 0976 – 6979(Print), ISSN 0976 – 6987(Online) Volume 2, Issue 1, May - October (2011), © IAEME EWMA charts use the EWMA smoothing method to predict the process mean. This utilizes not only the current measurement but the discounted historical data as well. The EWMA statistics is defined as Zt=λyt + (1-λ) zt-1, 0<λ<1, Where is smoothing parameter or weight The EWMA chart control limits are ± L ߪඨ ߣ 1 ሺ1 െ ሺ1 െ ߣሻ2 ݐሻ 2െߣ A control chart not only used to detect the time of mean shift, but also to estimate the magnitude of shift. For instance, the EWMA statistic is widely used as the estimate of current process mean when an EWMA chart detect a shift. In addition, the following equation is used for the CUSUM estimate of the mean: ା ܭ ேା if ct ܪ ߤൌ൝ ି െ ܭെ ேି if ctെ ܪ (5) Where N+ and N- are the number of periods in which a run of values of C+ or C- respectively, were observed. Shift detection and shift size estimation are valuable process adjustment purposes. IF the shift size is precisely known, it is obvious that by letting xt+1 = - ut the process will be rest back to its target in view of equation. Nevertheless, due to process disturbances, the process mean is not directly observable. instance, they suggest that the average of 10 deviations after an alarm occurs is good estimate of shift size of 1.5σ. Delaying the mean estimation was also recommended by Ruhhal et al, although they dealt with a generalized IMA process model. Evidently, this method is only acceptable for manufacturing process capabilities and long production runs. For a short run process, this approach may produce a high scrap rate Table .1 provide result of estimated shift size by different method computed from partial results in Wikluds study, he assumes µ s>0 but σs = 0 one can see that Taguchis method is very misleading on small shift sizes, and that the MLE and CUSUM perform comparatively better, but they still inefficient when the shift size becomes large. µs Taguchi’s Wiklund’s CUSUM(h=5,k=0.5) EWMA(λ=0.25,L=3 method MLE method 0 0(3.30) 0(1.38) 0(2.39) 0(1.22) 0.5σ 3.1(1.28) 1.1(1.11) 1.0(0.67) 1.24(0.14) 1σ 3.3(0.71) 1.3(1.10) 1.3(0.54) 1.27(0.14) 1.5σ 3.4(0.54) 1.5(1.22) 1.6(0.55) 1.31(0.14) 2σ 3.5(0.50) 1.8(1.33) 1.9(0.67) 1.36(0.17) 3σ 3.8(0.60) 2.5(1.50) 2.6(0.77) 1.44(0.26) 4σ 4.3(0.78) 3.5(1.60) 3.2(0.82) 1.55(0.32) Table 1: Shift size estimates obtained using different methods 82
- 4. International Journal of Industrial Engineering Research and Development (IJIERD), ISSN 0976 – 6979(Print), ISSN 0976 – 6987(Online) Volume 2, Issue 1, May - October (2011), © IAEME 3. SEQUENTIAL ADJUSTMENT Since taguchis single observation estimation method is inaccurate in most of the cases conducting only one adjustment is insufficient to bring the shifted quality characteristic back to the target. A better adjustment scheme can be derived from stochastic approximation techniques. The basic idea is that it is better to adjust the off-target process sequentially and estimate the current process mean simultaneously over several time periods Suppose a shift occurs at time t0 and input variable xt for t >t0 is varied accordingly to the following equation ݐݔൌ ݐݔെ 1 െ ሺܽ ݐݕݐሻ (6) Where xt0 = 0 and {at} ∑∞ ܽ ݐൌ ∞ is a series such that ∑∞ ܽ ݐൌ ∞ and ௧ୀ௧ ௧ୀ௧ then will coverage in mean square to the value x such that ܧሾ ݐݔ|ݐݕൌ כ ݔሿ (Robbins and Monro). For a process model as simple as equation (1), at=1/ (t-to) provides the fastest convergence rate. In reality, the time is unobservable, so it is replaced by , the time when the shift is detected by the control chart. The setting can be viewed as the negative estimate of the process mean at time t ; therefore, -xt is the first estimate of the shift size and it is recursively updated using equation. The actual shift size will be eventually compensated for if adjustment of any size is allowed. However this is not realistic for the purpose of controlling a short-run manufacturing process, given the resolution of the machine and the smallest magnitude of the feasible adjustment, one can assign number of sequential adjustment in advance. In this paper the performance of adjustment scheme is evaluated by the scaled average Integral Squared Deviation (AISD) of the process output, which is defined as ୍ୗୈሺ୬ሻ ఙଶ ൌ ఙଶ ∑ 2ݐݕ ௧ୀଵ ଵ (7) For a process having m sequential after shift is detected, with adjustment following equation (6) with at= 1/t, the acceptation of this index after the shift detection of the shift equals ఓ௦ଶ ଵ ௧ ܧ൫୍ୗୈሺሻ൯ ൌ ఙଶ ቂ∑ ௧ିଵ 1ቃ ௧ୀଶ ఙଶ (8) To derive expression (8) from the process equation (1), assume that a shift occurs at time T0 i.e, µt=δ for t ≥ t0 , δ ~N(µs,σ2s). let Kt =1/(t – t0) So the sequential adjustment scheme is of the form xt = xt-1-Kt yt With xt0= 0 and the adjustment start at time t0+1 after some algebraic manipulations, We can get: 0ݐݕൌ ߜ ߝ0ݐ And for t ≥ t0 to 83
- 5. International Journal of Industrial Engineering Research and Development (IJIERD), ISSN 0976 – 6979(Print), ISSN 0976 – 6987(Online) Volume 2, Issue 1, May - October (2011), © IAEME ௧ିଵ 1 ݐݕൌ െ ߝ݅ ߝݐ ݐെ 0ݐ ୀ௧ Therefore, ߤ ݐ ݎ݂ ݏൌ ,0ݐ ܧሺݐݕሻ ൌ ൜ 0 ݂ ݐ ݎ 0ݐ And ߪ2 ߪ ݐ ݎ݂ 2ݏൌ ,0ݐ ܸ ܽ ݎሺݐݕሻ ൌ ൝ ݐെ ݐ 1 ߪ2 ݂ ݐ ݎ 0ݐ ݐെ ݐ Without loss of generality, we let to be 1. If the magnitude of shift size is assumed to be a constant, i.e., σ0 = 0, by substituting the previous expression into the expectation of (7).equation (8) is obtained. The performance of the different sequential adjustment riles depend on the number of adjustment and on the precision and accuracy of the initial estimate of the shift size. Tables 2 and 3 give the expected scaled AISD of shifted process without any adjustment and with several adjustments, respectively, if only one shift occurred. As it can be seen, when the shift size is smaller than or equal to 0.5 and only a few(less than10) adjustment are allowed, there is adjustment scheme which can reduce the AISD of the process. µs 0 0.5σ 1σ 1.5σ 2σ 3σ 4σ E(AISD(m))/σ2 1 1.25 2 3.25 5 10 17 Table 2. E(AISD) of shifted process without adjustments E(AISD(m))/σ2 µs = 0 1σ 2σ 3σ No.of adj. m=5 1.42 1.62 2.22 3.22 10 1.28 1.38 1.68 2.18 20 1.18 1.23 1.38 1.63 Table 3. E(AISD) of shifted process with sequential adjustments 4. INTEGRATION OF EPC AND SPC The proposed integrated process monitoring scheme consist of three steps: Monitor the process using a control charts, estimate the shift size when a shift in process mean is detected, and finally apply the sequential adjustment procedure to bring the process mean back to target. To compare the performance of various combination of control charts and adjustment methods, we first simulate a manufacturing process (1) for a total of 50 observations, and monitor and adjust one of the six methods listed in table 4. 84
- 6. International Journal of Industrial Engineering Research and Development (IJIERD), ISSN 0976 – 6979(Print), ISSN 0976 – 6987(Online) Volume 2, Issue 1, May - October (2011), © IAEME Method Shift detection 1 Shewhart chart for individuals (3σ limits) Last observation (Taguchi's method) one adjustment after an out-of-control alarm 2 Shewhart chart for individuals (3σ limits) Maximum Likelihood Estimate (Wiklund's method) one adjustment according to the MLE value CUSUM chart for individuals (k=0.5 h=5) CUSUM estimate (equation (5) one adjustment according to the CUSUM estimate 4 Shewhart chart for individuals (3σ) last observation (Taguchi's method) 5 sequential adjustments following (6) with αt = 1/(t – t1) 5 Shewhart chart for individuals (3σ) MLE (Wiklund's method) 5 sequential adjustments following (6) with αt = 1/(t – t1) CUSUM chart for individuals (k=0.5 h=5) CUSUM estimate (equation (5) 5 sequential adjustments following (6) with αt = 1/(t − t0) 3 6 Shift size estimation Adjustment We assume that a shift in the mean occurs after the shifts and adjustment are conducted immediately after the shift is detected. The mean value of 10000 simulation results is illustrated in figure 2. The y axis in the figure represents the percentage improvement in the AISD of using some adjustment method compared to the AISD without adjustment, i.e ூௌ ௗ௨௦௧ିூௌ ௧ௗ ூௌ ௗ௨௦௧ ൈ 100 so this is a “ larger the better” value. This value is plotted with respect to the actual size which was varied from 0 to 4 , here the shift sizes are constant, one can see that sequential methods (4to 6) are superior to the one step adjustment method (1to3) for almost all shift sizes. More specially using a CUSUM chart and sequential adjustment (method 6)has significant advantage over other methods when the shift size is small or moderate, and using a Shewart chart and sequential adjustment methods, (Methods4) is better for large shifts. Moreover, one step adjustment methods, especially the Taguchi’s method, may dramatically deteriorate a process when the shift size is small,. No method can improve AISD when the shift size is very small, but comparatively Method 6 is still better than others 85
- 7. International Journal of Industrial Engineering Research and Development (IJIERD), ISSN 0976 – 6979(Print), ISSN 0976 – 6987(Online) Volume 2, Issue 1, May - October (2011), © IAEME Figure 2 : Performance of six integrated method of control charts and adjustment (the process mean was shifted after the 5th observation) To study a general shifting process, the mean shift in the following simulation is changed to a stochastic process in which shift occurs randomly in time according to geometric distribution. Specifically the occurrence of a shift at each run is a Bernoulli trial with probability p=0.05 and the shift size size is normally distributed as ܰሺߤݏ2ߪ ,ݏሻ ൌ ܰሺߤ1 ,ݏሻ besides the previous six methods, an integral control scheme (i.e an EWMA controller) was studied for comparison purposes. The convergence of EWMA scheme with a small control parameter for adjusting a step type disturbance has been shown by Sachs et al. The EWMA control scheme takes the sane form as equation (6) except that the sequence is a constant here we set this control parameter at 0.2 . There is no process monitoring needed for the integral constant scheme because the controller is always in action. The simulation were repeated 10000 times. Figure 3: Performance of EPC and SPC integration for a more general shift model (the shift occurs with probability p = 0:05 at each observation) Another drawback of the EWMA is that one has to decide what value of the control parameter to use .it is recommended that this parameter should be small in order to maintain the stability of the process, but small parameter values may not be optimal from an AISD point of view, especially when the mean shift size is large. More ever the high performance of the EWMA scheme come from the frequent random shifts modelled in the previous simulation study(an average of shifts per runs ) if the chances of shift decreases, the inflation of variance which is caused by adjusting an on-target process will deteriorate the effectiveness of this scheme. The inflation inn variance for discrete integral (EWMA) controllers has been studied bu Box and Luceno and del Castillo who provided asymptotic results. The small sample 86
- 8. International Journal of Industrial Engineering Research and Development (IJIERD), ISSN 0976 – 6979(Print), ISSN 0976 – 6987(Online) Volume 2, Issue 1, May - October (2011), © IAEME properties of the variance provided by EWMA and harmonic adjusting rules are given by del Castillo and Pan. Figure 4: Performance of EPC and SPC integration for the general shift model, less frequent shifts (p=0.01) In figure 4, the probability of random shifts p was deceased and the same simulation as in figure 3 eas conducted. Under these conditions, the EWMA method cannot compete well with the sequential adjustment methods combined with CUSUM or Shewart chart monitoring. More simulation results for difficult probabilities of shifts p are listed in table 5 It is found that the EWMA adjustment method is better for small shifts and method for large shift when p is large as po gets smaller i.e the process is subject to infrequent random shocks, method 6 gets harder to beat. Therefore the proposed SPC/EPC integrated methods work better when p is small, which is relevant in the microelectronics industry process upsets occur very rarely. Table 5 : Performance of SPC/EPC Integrated Adjustment Scheme and EWMA Scheme 87
- 9. International Journal of Industrial Engineering Research and Development (IJIERD), ISSN 0976 – 6979(Print), ISSN 0976 – 6987(Online) Volume 2, Issue 1, May - October (2011), © IAEME Figure 5 : Performance of Method 6 with Different Parameters in the CUSUM Chart Since the detection properties of a CUSUM chart can be tuned by modifying its design parameter h and k, it is of interest to study method 6 with different CUSUM chart prameters, in figure 5, several different values of h were tried while fixing k at 0.5 to make the chart sensitive to small shifts. It was found that when h is small, the process will suffer from a large number of false alarms generated by the control chart, when h is large, the improvement in AISD wii be limited for large shift sizes due to lack of sensitivity that the CUSUM chart has to large shifts. A CUSUM chart with h=5 seems to be best choice since it give fever false alarms for a normal process and has comparatively short ARLs for large shift sizes. In order to improve further the performance of method 6 for large frequent shifts, we propose a hybrid monitoring scheme combined with sequential adjustment scheme, a combined CUSUM Shewhart chart is used, where the parameter on the CUSUM are k=0.5 and h=5 and the control limits on the Shewart chart are set at Whenever the combined signal charts an alarm, the initial estimate of the shift size will be given by the CUSUM estimate if it is smaller than 1.5 ; otherwise, it will be the negative value of Figure 6 : Performance of a hybrid monitoring and adjusting method Table 6 : ARLs of CUSUM- Shewart chart 88
- 10. International Journal of Industrial Engineering Research and Development (IJIERD), ISSN 0976 – 6979(Print), ISSN 0976 – 6987(Online) Volume 2, Issue 1, May - October (2011), © IAEME The average run lengths of this combined monitoring approach are constructed with those of CUSUM chart in table 6. Comparing this new method to methods 4 and 6, one can see that new methods make a considerable improvement on the large shift size while sacrificing for small shift sizes. This trade off cannot be avoided due to the nature of hybrid monitoring method. We finally point out in this section that a method sequentially adjusting the parameter of an EWMA controller was recently proposed by Guo at al. They use two EWMA control chart for detecting moderate and large shifts. After detection a harmonic adjustment sequence is triggered when either chart signal an alarm. In figure 7, the two EWMA methods with the suggested chart parameters by Guo et al. Is compared with method 4. Method 4, method 6 and with the hybrid monitoring method proposed before by using the general shift model with the shift probability p equals 0.05. Clearly, the two EWMA methods perform worse than other methods, especially on large shift sizes. This can be explained by the insensitivity of EWMA chart on estimating a general shift size (table1) Figure 7 : Comparing the two EWMA method with other SPC/EPC integrated Schemes ܦܵܫܣہܧሺ݊, ܰሻሻ ൌ 1, ܰሿሽ ாሾூௌሺሻሿାሺேିሻሺ ሺ௬ାଵሻାாሾ௬ାଵሿଶ ே So the adjustment is only profitable when (9) ܰሼܧሾܦܵܫܣሺ݊, ܰሿ െ ܧሾܦܵܫܣሺ݊ where is the unit off-target cost and the adjustment cost. By using equations (8) and (9) we get ݊൏ ඥሺெା ఙଶሻଶାସሺேିଵሻெ ఙଶିሺெା ఙଶሻଶ ଶெ (10) For example, with N=50 and σ=1 the optional number of adjustments computed by equation (10) is given in table 7. M/ n 1 2 5 10 6 4 2 1 Table 7 Optimal number of adjustments 89
- 11. International Journal of Industrial Engineering Research and Development (IJIERD), ISSN 0976 – 6979(Print), ISSN 0976 – 6987(Online) Volume 2, Issue 1, May - October (2011), © IAEME 6. CONCLUSION In this paper several combinations of process monitoring and adjusting methods were studied. The performance of these methods depends on the sensitivity of the control charts to detect shifts in the process mean, the accuracy of the initial estimate of the shift size, and the number of sequential adjustments. Sequential adjustments are superior to single adjustments strategies for almost all types of process shifts and magnitude considered, and a CUSUM chart are used together with the simple sequential scheme can reduce the average squared deviations of shifted process more than any other combined scheme when the shift size is not very large. We further propose a hybrid monitoring method, which, when coupled with the sequential adjustment scheme, has more competitive performance on both small and large shift sizes. Unlike some commonly used automatic process control methods, the integrated SPC/EPC scheme that we proposed do not require continuous adjustments on the process. Therefore, these methods are suitable for process control when the process is subject to infrequent random shocks. The number of adjustments can be justified by comparing the cost and the benefits of adjustments, since sequential adjustments’ are applied, the effect of the initial estimate method requires much less computation effort and is easy to be implemented on the manufacturing floor. REFERENCES [1] Adams, B.M. and Woodall, W.H. (1989). An analysis of Taguchi's on-line processcontrol procedure under a random-walk model. Technometrics, 31: 401413. [2] Barnard, G.A. (1959). Control charts and stochastic processes. Journal of the Royal Statistical Society. Series B (Methodological), 21(2): 239-271. [3] Box, G.E.P. and Kramer, T. (1992). Statistical process monitoring and feedback adjustment - a discussion. Technometrics, 34: 251-267. [4] Box G.E.P., Jenkins, G.M. and Reinsel, G. (1994) Time Series Analysis, Forecasting, and Control, 3rd edtion, Englewood Cli®s: Prentice Hall. [5] Box, G.E.P. and Luce~no, A. (1997) Statistical Control by Monitoring and Feedback Adjustment, John Wiley & Sons, New York, NY. [6] Chen, A. and Elsayed, E.A. (2000) An alternative mean estimator for processes monitored by SPC charts. Int. J. Prod. Res., 38 (13): 3093-3109. [7] Crowder, S.V. and Eshleman, L. (2001) Small smaple properties of an adaptive ¯ lter appled to low volume SPC. Journal of Quality Technology, 33 (1): 29-45. [8] English, J.R., Lee, S., Martin, T.W., and Tilmon, C. (2000) Detecting changes in autoregressive processes with X-bar and EWMA charts. IIE Transactions, 32(12): 1103-1113. [9] Del Castillo, E. and Hurwitz, A. (1997) Run to Run Process Control: a Review and Some Extensions. Journal of Quality Technology, 29 (2): 184-196. [10] Del Castillo, E. (2001) Some properties of EWMA feedback quality adjustment schemes for drifting disturbances. Journal of Quality Technology, 33 (2): 153166. [11] Del Castillo, E. and Pan, R. (2001) An unifying view of some process adjustment methods. under review in the Journal of Quality Technology. [12] Grubbs, F.E. (1954) An optimum procedure for setting machines or adjusting processes. Industrial Quality Control, July, reprinted in Journal of Quality Technology, 1983, 15 (4): 186-189. 90

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