Evaluation of Phase I analysis scenarios on Phase II performance of control charts for autocorrelated observations
Publication date
2016-03-23
Document type
Forschungsartikel
Author
Organisational unit
Scopus ID
Publisher
Taylor & Francis
Series or journal
Quality Engineering
ISSN
Periodical volume
28
Periodical issue
3
First page
293
Last page
304
Part of the university bibliography
✅
Language
English
Keyword
autocorrelation
conditional sum of squares estimator
control charts
maximum likelihood estimator
outliers
Phase I analysis
statistical process control
Abstract
Phase I analysis of a control chart implementation comprises parameter estimation, chart design, and outlier filtering, which are performed iteratively until reliable control limits are obtained. These control limits are then used in Phase II for online monitoring and prospective analyses of the process to detect out-of-control states. Although a Phase I study is required only when the true values of the parameters of a process are unknown, this is the case in many practical applications. In the literature, research on the effects of parameter estimation (a component of Phase I analysis) on the control chart performance has gained importance recently. However, these studies consider availability of complete and clean data sets, without outliers and missing observations, for estimation. In this article, we consider AutoRegressive models of order 1 and study the effects of two extreme cases for Phase I analysis; the case where all outliers are filtered from the data set (parameter estimation from incomplete but clean data) and the case where all outliers remain in the data set during estimation. Performance of the maximum likelihood and conditional sum of squares estimators are evaluated and effects on the Phase II use are investigated. Results indicate that the effect of not detecting outliers in Phase I can be severe on the Phase II application of a control chart. A real-world example is provided to illustrate the importance of an appropriate Phase I analysis.
Version
Published version
Access right on openHSU
Metadata only access