scholarly journals Online network monitoring

2021 ◽  
Author(s):  
Anna Malinovskaya ◽  
Philipp Otto
Keyword(s):  
Control Charts ◽  
Goodness Of Fit ◽  
Average Run Length ◽  
Real Data ◽  
The United States ◽  
Exponential Random Graph Models ◽  
Network Modelling ◽  
Statistical Process ◽  
Exponential Random Graph ◽  
Multivariate Control

AbstractAn important problem in network analysis is the online detection of anomalous behaviour. In this paper, we introduce a network surveillance method bringing together network modelling and statistical process control. Our approach is to apply multivariate control charts based on exponential smoothing and cumulative sums in order to monitor networks generated by temporal exponential random graph models (TERGM). The latter allows us to account for temporal dependence while simultaneously reducing the number of parameters to be monitored. The performance of the considered charts is evaluated by calculating the average run length and the conditional expected delay for both simulated and real data. To justify the decision of using the TERGM to describe network data, some measures of goodness of fit are inspected. We demonstrate the effectiveness of the proposed approach by an empirical application, monitoring daily flights in the United States to detect anomalous patterns.

Multivariate Statistical Process Control with Multi-Dots Alarm Rules

2011 ◽  
Vol 120 ◽  
pp. 275-279
Author(s):  
Hai Yu Wang
Keyword(s):  
Statistical Process Control ◽  
Control Charts ◽  
Average Run Length ◽  
Multivariate Statistical Process Control ◽  
Multivariate Statistical ◽  
Statistical Process ◽  
Control Schemes ◽  
The Mean ◽  
Multivariate Control ◽  
Mean Vector

This paper mainly studied to building multivariate control charts of multi-dots alarm rules. For different multi-dots alarm rules, control limit parameters can be given by a kind of method of calculating average run length. Then the performances of those kinds of multivariate control schemes under different alarm rules were compared with Hotelling T2 chart, MCUSUM and MEWMA. We can find from this compare that those charts under different alarm rules have advantage in detecting small changes in the mean vector of a multivariate process. At last, an example is used to illustrate how this method can be used in practice.

scholarly journals Water Particles Monitoring in the Atacama Desert: SPC Approach Based on Proportional Data

Axioms ◽  
2021 ◽  
Vol 10 (3) ◽  
pp. 154
Author(s):  
Anderson Fonseca ◽  
Paulo Henrique Ferreira ◽  
Diego Carvalho do Nascimento ◽  
Rosemeire Fiaccone ◽  
Christopher Ulloa-Correa ◽  
...  
Keyword(s):  
Control Chart ◽  
Average Run Length ◽  
Atacama Desert ◽  
Real Data ◽  
Interval Data ◽  
Total Quality ◽  
Statistical Process ◽  
Monte Carlo Simulation Study ◽  
Run Length ◽  
Study Results

Statistical monitoring tools are well established in the literature, creating organizational cultures such as Six Sigma or Total Quality Management. Nevertheless, most of this literature is based on the normality assumption, e.g., based on the law of large numbers, and brings limitations towards truncated processes as open questions in this field. This work was motivated by the register of elements related to the water particles monitoring (relative humidity), an important source of moisture for the Copiapó watershed, and the Atacama region of Chile (the Atacama Desert), and presenting high asymmetry for rates and proportions data. This paper proposes a new control chart for interval data about rates and proportions (symbolic interval data) when they are not results of a Bernoulli process. The unit-Lindley distribution has many interesting properties, such as having only one parameter, from which we develop the unit-Lindley chart for both classical and symbolic data. The performance of the proposed control chart is analyzed using the average run length (ARL), median run length (MRL), and standard deviation of the run length (SDRL) metrics calculated through an extensive Monte Carlo simulation study. Results from the real data applications reveal the tool’s potential to be adopted to estimate the control limits in a Statistical Process Control (SPC) framework.

Improving Phase I Monitoring of Dirichlet Regression Profiles

2018 ◽  
Vol 25 (06) ◽  
pp. 1850030 ◽  
Author(s):  
Hourieh Foroutan ◽  
Amirhossein Amiri ◽  
Reza Kamranrad
Keyword(s):  
Phase I ◽  
Control Chart ◽  
Control Charts ◽  
Compositional Data ◽  
Ratio Test ◽  
Statistical Process ◽  
Explanatory Variables ◽  
Monitoring Procedure ◽  
Multivariate Control

In most statistical process control (SPC) applications, quality of a process or product is monitored by univariate or multivariate control charts. However, sometimes a functional relationship between a response variable and one or more explanatory variables is established and monitored over time. This relationship is called “profile” in SPC literature. In this paper, we specifically consider processes with compositional data responses, including multivariate positive observations summing to one. The relationship between compositional data responses and explanatory variables is modeled by a Dirichlet regression profile. We develop a monitoring procedure based on likelihood ratio test (lrt) for Phase I monitoring of Dirichlet regression profiles. Then, we compare the performance of the proposed method with the best method in the literature in terms of probability of signal. The results of simulation studies show that the proposed control chart has better performance in Phase I monitoring than the competing control chart. Moreover, the proposed method is able to estimate the real time of a change as well. The performance of this feature is also investigated through simulation runs which show the satisfactory performance. Finally, the application of the proposed method is illustrated based on a real case in comparison with the existing method.

Monitoring and Diagnosis of Assembly Fixture Faults Using Modified Multivariate Control Charts and Surface Scanning Content

2007 ◽  
Author(s):  
Jeremy Rickli ◽  
Jaime Camelio
Keyword(s):  
Fault Diagnosis ◽  
Control Charts ◽  
Large Data ◽  
Minimal Amount ◽  
Data Sets ◽  
Surface Scanning ◽  
Statistical Process ◽  
Multivariate Control Charts ◽  
Multivariate Control ◽  
Assembly Fixture

Recent advances in process monitoring technology have introduced an influx of exceptionally large data sets containing information on manufacturing process health. Recorded data sets are comprised of numerous parameters for which multivariate statistical process control (MSPC) methodologies are required. Current multivariate control charts are ideal for monitoring data sets with a minimal amount of parameters, however, new monitoring devices such as surface scanning cameras increase the number of parameters by two orders of magnitude in some cases. This paper proposes a modified form of the original multivariate Hotelling T2 chart possessing the capability to monitor manufacturing processes containing a large number of parameters and a fault diagnosis procedure incorporating least squares analysis in conjunction with univariate control charts. A case study considering surface scanning of compliant sheet metal components and comparisons to processes utilizing Optical CMM’s is presented as verification of the proposed assembly fixture fault diagnosis methodology and modified Hotelling T2 multivariate control chart.

Time Series Control Charts in the Presence of Model Uncertainty

2002 ◽  
Vol 124 (4) ◽  
pp. 891-898 ◽  
Author(s):  
Daniel W. Apley
Keyword(s):  
Time Series ◽  
Model Uncertainty ◽  
Control Charts ◽  
Average Run Length ◽  
Moving Average ◽  
Process Data ◽  
Estimation Errors ◽  
Statistical Process ◽  
Modeling Errors ◽  
Autocorrelated Processes

Time series control charts are popular methods for statistical process control of autocorrelated processes. In order to implement these methods, however, a time series model of the process is required. Since time series models must always be estimated from process data, model estimation errors are unavoidable. In the presence of modeling errors, time series control charts that are designed under the assumption of a perfect model may have an actual in-control average run length that is substantially shorter than desired. This paper presents a method for incorporating model uncertainty information into the design of time series control charts to provide a level of robustness with respect to modeling errors. The focus is on exponentially weighted moving average charts and Shewhart individual charts applied to the time series residuals.

A MAGNITUDE-ROBUST CONTROL CHART FOR MONITORING AND ESTIMATING STEP CHANGES IN A POISSON RATE PARAMETER

2007 ◽  
Vol 14 (01) ◽  
pp. 1-19 ◽  
Author(s):  
MARCUS B. PERRY ◽  
JOSEPH J. PIGNATIELLO ◽  
JAMES R. SIMPSON
Keyword(s):  
Control Chart ◽  
Control Charts ◽  
Average Run Length ◽  
Maximum Likelihood Estimates ◽  
Cusum Chart ◽  
Rate Parameter ◽  
Statistical Process ◽  
Wide Range ◽  
Statistical Process Control Charts ◽  
Performance Results

Statistical process control charts are intended to assist operators in detecting process changes. If a process change does occur, the control chart should detect the change quickly. If the operator is provided with an estimate as to when the process changed, the search to find the special cause can be more easily facilitated. We investigate a process-monitoring tool for Poisson count data that quickly responds to process mean count rate changes regardless of the magnitude of the change, while supplying useful diagnostic information. A likelihood ratio approach was used to develop a control chart for a permanent step change in a Poisson process rate parameter. The average run length (ARL) performance of this chart is compared to that of several Poisson cumulative sum (CUSUM) control charts. Our performance results show that the proposed chart performs better than any one CUSUM chart over a wide range of potential shift magnitudes. The proposed chart also provides maximum likelihood estimates of the time and the magnitude of the process shift. These crucial change point diagnostics can greatly enhance the special cause investigation.

scholarly journals Comparison of short runs control chart and T2 Hotelling control chart for monitoring sunergy glass production process

2021 ◽  
Vol 2106 (1) ◽  
pp. 012019
Author(s):  
M Qori’atunnadyah ◽  
Wibawati ◽  
W M Udiatami ◽  
M Ahsan ◽  
H Khusna
Keyword(s):  
Production Process ◽  
Control Chart ◽  
Mass Production ◽  
Control Charts ◽  
Manufacturing Industry ◽  
Average Run Length ◽  
Glass Production ◽  
Short Run ◽  
Multivariate Control Chart ◽  
Multivariate Control

Abstract In recent years, the manufacturing industry has tended to reduce mass production and produce in small quantities, which is called “Short Run Production”. In such a situation, the course of the production process is short, usually, the number of productions is less than 50. Therefore, a control chart for the short run production process is required. This paper discusses the comparison between multivariate control chart for short run production (V control chart) and T2 Hotelling control chart applied to sunergy glass data. Furthermore, a simulation of Average Run Length (ARL) was carried out to determine the performance of the two control charts. The results obtained are that the production process has not been statistically controlled using either the V control chart or the T2 Hotelling control chart. The number of out-of-control on the control chart V using the the EWMA test is more than the T2 Hotelling control chart. Based on the ARL value, it shows that the V control chart is more sensitive than the T2 Hotelling control chart.

scholarly journals An EWMA-DiD Control Chart to Capture Small Shifts in the Process Average Using Auxiliary Information

Technologies ◽  
2018 ◽  
Vol 6 (3) ◽  
pp. 69
Author(s):  
Muhammad Mughal ◽  
Muhammad Azam ◽  
Muhammad Aslam
Keyword(s):  
Control Chart ◽  
Control Charts ◽  
Average Run Length ◽  
Auxiliary Information ◽  
Process Variations ◽  
Specific Situation ◽  
Practical Application ◽  
Statistical Process ◽  
Real Scenario ◽  
Better Than

Among the Statistical Process Control (SPC) techniques, control charts are considered to be high weight-age due to their effectiveness in process variation. As the Shewhart’s charts are not that active in monitoring small and moderate process variations, the statisticians have been making efforts to improve the performance of the control chart by introducing several techniques within the tool. These techniques consist of experimenting with different estimators, different sampling selection techniques, and mixed methodologies. The proposed chart is one of the examples of a mixed chart technique that has shown its efficiency in monitoring small variations better than any of the existing techniques in the specific situation of auxiliary information. To show and compare its performance, average run length (ARL) tables and ARL curves have been presented in the article. An industrial example has also been included to show the practical application of the proposed chart in a real scenario.

Statistical Process Control on Time Delay Feedback Adjustment Process

2011 ◽  
Vol 211-212 ◽  
pp. 305-309
Author(s):  
Hai Yu Wang
Keyword(s):  
Time Delay ◽  
Control Chart ◽  
Control Charts ◽  
Average Run Length ◽  
Adjustment Process ◽  
Statistical Process ◽  
Controlled Processes ◽  
Monitoring Process ◽  
Set Up ◽  
And Control

Control chart can be designed to quickly detect small shifts in the mean of a sequence of independent normal observations. But this chart cannot perform well for autocorrelated process. The main goal of this article is to suggest a control chart method using to monitoring process with different time delay feedback controlled processes. A quality control model based on delay feedback controlled processes is set up. And the calculating method of average run length of control charts based on process output and control action of multiple steps delay MMSE feedback controlled processes is provided to evaluate control charts performance. A simple example is used to illustrate the procedure of this approach.

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