Journal of Systems Engineering and Electronics ›› 2019, Vol. 30 ›› Issue (1): 144-153.doi: 10.21629/JSEE.2019.01.14
• Systems Engineering • Previous Articles Next Articles
Received:
2017-05-26
Online:
2019-02-27
Published:
2019-02-27
Contact:
Sangahn KIM
E-mail:skim@siena.edu
About author:
KIM Sangahn received his Ph.D. degree in Department of Industrial and Systems Engineering, Rutgers University, New Jersey, USA. He is an assistant professor in Department of Business Analytics and Acturial Science, Siena College, New York, USA. He is a recipient of the Richard A. Freund International Scolarship by the American Society of Quality (ASQ) in 2016. He also won the Tayfur Altiok Memaorial Scholarship and the Best Ph.D. Student Award in 2017 by Rutgers University. His research interests include statistical process modeling and monitoring, data mining and stochastic process. E-mail:Supported by:
Sangahn KIM. Variable selection-based SPC procedures for high-dimensional multistage processes[J]. Journal of Systems Engineering and Electronics, 2019, 30(1): 144-153.
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Table 1
ARL$_{1}$ performance comparison (same magnitude shift)"
Shift | Shewhart | Hotelling | MEWMA | CVS-MEWMA |
(0.2, 0.2) | 189.68 | 171.07 | 84.48 | 73.04 |
(0.4, 0.4) | 161.98 | 111.86 | 24.41 | 20.24 |
(0.6, 0.6) | 121.98 | 63.34 | 11.14 | 9.38 |
(0.8, 0.8) | 86.52 | 31.86 | 6.99 | 5.95 |
(1.0, 1.0) | 57.48 | 16.61 | 5.11 | 4.34 |
(1.5, 1.5) | 18.66 | 4.16 | 3.18 | 2.70 |
(2.0, 2.0) | 7.03 | 1.70 | 2.37 | 2.03 |
(2.5, 2.5) | 3.23 | 1.13 | 2.02 | 1.68 |
(3.0, 3.0) | 1.82 | 1.02 | 1.88 | 1.43 |
Table 2
ARL$ _{1} $ performance comparison (shift in the first variable is smaller than the shift in the second variable)"
Shift | Shewhart | Hotelling | MEWMA | CVS-MEWMA |
(0.1, 0.3) | 184.92 | 164.23 | 71.06 | 61.25 |
(0.2, 0.6) | 149.04 | 98.01 | 19.51 | 16.46 |
(0.4, 0.8) | 111.70 | 55.77 | 10.17 | 8.58 |
(0.6, 1.0) | 77.95 | 29.64 | 6.67 | 5.65 |
(0.8, 1.2) | 51.66 | 15.70 | 4.99 | 4.22 |
(1.0, 2.0) | 12.09 | 3.43 | 3.02 | 2.55 |
(1.5, 2.5) | 5.23 | 1.57 | 2.31 | 1.98 |
(2.0, 3.0) | 2.63 | 1.11 | 2.01 | 1.65 |
(2.5, 3.5) | 1.69 | 1.01 | 1.86 | 1.42 |
Table 3
ARL$ _{1} $ performance comparison (shift in the first variable is greater than the shift in the second variable)"
Shift | Shewhart | Hotelling | MEWMA | CVS-MEWMA |
(0.4, 0.2) | 176.83 | 136.72 | 39.77 | 32.64 |
(0.6, 0.4) | 139.38 | 81.72 | 15.03 | 12.57 |
(0.8, 0.6) | 102.45 | 43.73 | 8.45 | 7.14 |
(1.0, 0.8) | 68.92 | 22.70 | 5.84 | 4.93 |
(1.5, 1.0) | 28.27 | 7.32 | 3.79 | 3.22 |
(2.0, 1.5) | 9.98 | 2.39 | 2.69 | 2.29 |
(2.5, 2.0) | 4.32 | 1.30 | 2.13 | 1.82 |
(3.0, 2.5) | 2.28 | 1.05 | 1.95 | 1.56 |
(3.0, 3.0) | 1.82 | 1.01 | 1.88 | 1.44 |
Table 4
ARL$ _{1} $ performance of the variable selection-based control charts"
Shift | VS-MSPC | VS-MEWMA | CVS-MEWMA |
0.2 | 170.49 | 77.09 | 76.65 |
0.4 | 107.86 | 22.11 | 21.16 |
0.6 | 58.15 | 10.15 | 9.71 |
0.8 | 29.94 | 6.50 | 6.15 |
1.0 | 15.77 | 4.76 | 4.51 |
1.5 | 4.12 | 2.97 | 2.79 |
2.0 | 1.82 | 2.23 | 2.10 |
2.5 | 1.22 | 1.82 | 1.74 |
3.0 | 1.05 | 1.56 | 1.48 |
Table 5
Effect of $\gamma $ in ARL$_{1}$ performance"
Shift | γ | |||
0.01 | 0.1 | 0.2 | 0.3 | |
0.2 | 84.36 | 80.14 | 76.20 | 73.04 |
0.4 | 23.05 | 22.32 | 20.89 | 20.24 |
0.6 | 10.36 | 10.11 | 9.71 | 9.38 |
0.8 | 6.44 | 6.32 | 6.08 | 5.95 |
1.0 | 4.66 | 4.57 | 4.45 | 4.34 |
1.5 | 2.86 | 2.81 | 2.74 | 2.70 |
2.0 | 2.15 | 2.10 | 2.06 | 2.03 |
2.5 | 1.75 | 1.73 | 1.71 | 1.68 |
3.0 | 1.52 | 1.49 | 1.46 | 1.43 |
Table 6
CR according to $\bm\gamma $"
Shift | |||||
0.01 | 0.10 | 0.20 | 0.30 | ||
0.2 | 0.958 1 | 0.629 9 | 0.349 7 | 0.164 6 | 0.036 5 |
0.4 | 0.975 0 | 0.777 8 | 0.565 1 | 0.359 8 | 0.086 7 |
0.6 | 0.981 2 | 0.830 6 | 0.661 4 | 0.482 7 | 0.128 3 |
0.8 | 0.984 3 | 0.857 2 | 0.707 2 | 0.544 4 | 0.154 1 |
1.0 | 0.987 4 | 0.873 5 | 0.739 0 | 0.594 9 | 0.180 7 |
1.5 | 0.990 4 | 0.913 2 | 0.813 9 | 0.694 4 | 0.228 4 |
2.0 | 0.994 9 | 0.949 9 | 0.879 6 | 0.779 8 | 0.277 7 |
2.5 | 0.997 3 | 0.976 7 | 0.932 2 | 0.868 0 | 0.335 5 |
3.0 | 0.999 3 | 0.990 1 | 0.973 2 | 0.930 5 | 0.388 1 |
Table 7
EER according to $\bm\gamma $"
Shift | |||||
0.01 | 0.10 | 0.20 | 0.30 | ||
0.2 | 0.782 0 | 0.620 8 | 0.464 2 | 0.343 6 | 0.141 4 |
0.4 | 0.781 6 | 0.615 9 | 0.452 9 | 0.329 2 | 0.118 8 |
0.6 | 0.781 2 | 0.614 6 | 0.451 2 | 0.323 5 | 0.108 2 |
0.8 | 0.781 9 | 0.617 0 | 0.450 4 | 0.323 7 | 0.102 1 |
1.0 | 0.781 4 | 0.615 6 | 0.454 1 | 0.325 1 | 0.097 9 |
1.5 | 0.781 8 | 0.617 2 | 0.453 9 | 0.324 0 | 0.087 7 |
2.0 | 0.780 6 | 0.618 1 | 0.456 4 | 0.329 2 | 0.078 8 |
2.5 | 0.782 5 | 0.620 8 | 0.459 2 | 0.331 2 | 0.070 1 |
3.0 | 0.781 8 | 0.622 2 | 0.461 4 | 0.335 9 | 0.062 8 |
Table 8
Capability of the variable selection techniques"
Shift | VS-MEWMA | CVS-MEWMA | |||
CR | EER | CR | EER | ||
0.2 | 0.019 8 | 0.152 5 | 0.036 5 | 0.141 4 | |
0.4 | 0.041 4 | 0.140 8 | 0.086 7 | 0.118 8 | |
0.6 | 0.006 2 | 0.133 4 | 0.128 3 | 0.108 2 | |
0.8 | 0.075 7 | 0.129 0 | 0.154 1 | 0.102 1 | |
1.0 | 0.092 8 | 0.123 6 | 0.180 7 | 0.097 9 | |
1.5 | 0.126 9 | 0.114 9 | 0.228 4 | 0.087 7 | |
2.0 | 0.162 9 | 0.106 2 | 0.277 7 | 0.078 8 | |
2.5 | 0.208 5 | 0.097 0 | 0.335 5 | 0.070 1 | |
3.0 | 0.241 8 | 0.089 6 | 0.388 1 | 0.062 8 |
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