Monitoring multistage processes with autocorrelated observations. Issue 8 (18th April 2017)

• Record Type: Journal Article
• Authors: Kim, Jinho; Jeong, Myong K.; Elsayed, Elsayed A.
• Is Part Of: International journal of production research. Volume 55:Issue 8(2017)
• Page Start: 2385
• Page End: 2396
• Publication Date: 2017-04-18
• Subjects: autocorrelation -- mean shifts -- multistage processes -- regression adjusted variables -- statistical process control; Factory management -- Periodicals; 658.57
• DOI: 10.1080/00207543.2016.1247996
• Languages: English
• ISSNs: 0020-7543

Abstract

Abstract : In multistage manufacturing processes, autocorrelations within stages over time are prevalent and the classical control charts are often ineffective in monitoring such processes. In this paper, we derive a linear state space model of an autocorrelated multistage process as a vector autoregressive process, and construct novel multivariate control charts, CBAM and Conditional-based MEWMA, for detecting the mean changes in a multistage process based on a projection scheme by incorporating in-control stage information. When in-control stages are unknown, finding in-control stages is a challenging issue due to the autocorrelations over time and the sequential correlations between stages. To overcome this difficulty, we propose a conditional-based selection that chooses stages with strong evidences of in-control stage using the cascading property of multistage processes. The information of selected stages is effectively utilised in obtaining powerful test statistics for detecting a mean change. The performance of the proposed charts is compared with other existing procedures under different scenarios. Both simulation studies and a real example show the effectiveness of the conditional-based charts in detecting a wide range of small mean shifts compared with the other existing control charts.