Statistical control by monitoring and feedback adjustment:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York u.a.
Wiley
1997
|
| Series: | Wiley series in probability and statistics
A Wiley-interscience publication |
| Subjects: | |
| Online Access: | Publisher description Table of Contents Inhaltsverzeichnis |
| Physical Description: | XV, 327 S. graph. Darst. |
| ISBN: | 0471190462 |
Staff View
MARC
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| 100 | 1 | |a Box, George E. P. |d 1919-2013 |e Verfasser |0 (DE-588)108415066 |4 aut | |
| 245 | 1 | 0 | |a Statistical control by monitoring and feedback adjustment |c George Box ; Alberto Luceño |
| 264 | 1 | |a New York u.a. |b Wiley |c 1997 | |
| 300 | |a XV, 327 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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Record in the Search Index
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| adam_text | Contents
Preface xiii
1. Control in a Nonstationary World 1
1.1 Introduction, 1
1.2 Types of Variation, 4
1.3 Models, 6
1.4 Explanatory Models and Working Models, 10
1.5 What s in This Book? 15
2. Control Charts for Frequencies and Proportions 17
2.1 Quality Control of Frequencies: The c Chart, 20
2.2 Common Causes and Special Causes, 24
2.3 How Do We Calculate the Control Limits?, 27
2.4 For What Kinds of Data Is the c Chart Useful?, 29
2.5 The Normal Distribution: Its Use for Approximation, 30
2.6 Estimating the Standard Deviation from Data, 33
2.7 Charts for Proportions, 37
2.8 Are We Using the Right Reference Distribution?, 40
Appendix 2A The Poisson Distribution of Random
Frequencies, 49
Appendix 2B The Binomial Distribution for Random
Proportions, 50
Appendix 2C The Normal Distribution, 51
3. Control Charts for Measurement Data 54
3.1 A Shewhart Chart for the Sample Average, 58
3.2 Range Charts, 61
vii
Vlii CONTENTS
3.3 Additional Action Rules for Shewhart Charts, 62
3.4 Are We Using the Right Reference Distribution?, 63
3.5 Specification Limits, Target Accuracy, and Process
Capability, 65
3.6 Process Monitoring Charts Using an Exponentially
Weighted Average, 69
3.7 Process Monitoring Using Cumulative Sums, 75
4. Modeling Process Dynamics and Forecasting Using
Exponential Smoothing 85
4.1 Introduction, 85
4.2 Linear Interpolation and Extrapolation, 85
4.3 Process Inertia (Dynamics), 87
4.4 The Return of the Exponentially Weighted Moving
Average, 91
4.5 What s This Got to Do with the Dynamics of an
Industrial Process?, 93
4.6 Using an EWMA as a Forecast, 94
4.7 Effects of Changing the Discount Factor, 100
4.8 Estimating the Discount Factor, 101
4.9 Standard Deviation of Forecast Errors and Probability
Limits for Forecasts, 102
4.10 What to Do If You Don t Have Enough Data to
Estimate 0, 103
Appendix 4A Some Useful Relationships Among EWMAs
and the Data, 104
5. Time Series Models for Process Disturbances 105
5.1 Introduction, 105
5.2 A Stationary Time Series Model in Which Successive
Values Are Correlated, 106
5.3 A Nonstationary Time Series Model, 108
5.4 Understanding Time Series Behavior with the
Variogram, 113
5.5 Sticky Innovation Generating Model, 117
CONTENTS IX
6. Process Adjustment Using Feedback Control:
Manual Adjustment Charts 128
6.1 Introduction, 128
6.2 A Manual Adjustment Chart to Control Metallic
Thickness, 131
6.3 Design of the Chart, 131
6.4 Relation to PID Control, 135
6.5 Relation to Exponential Smoothing; Predictive
Control, 136
6.6 What Is the Adjustment Equation Really Doing?, 138
6.7 Choice of G to Minimize the Output Variance a2e, 140
6.8 Insensitivity to the Choice of G, 141
6.9 A Compromise Value for G, 143
6.10 Choosing G to Reduce the Adjustment Variance
crl, 144
6.11 Errors in Adjustment, 146
6.12 Use of a Dead Band, 147
6.13 Feedback Control of a First Order Autoregressive
Disturbance, 149
Appendix 6A Inflation of the Variance of an Adjusted
Process Arising from a Choice of G
Different from Ao, 152
Appendix 6B Average Reduction in Mean Square Error
Due to Adjustment for Observations
Generated by an IMA Model, 152
7. Control of a Process with Inertia 154
7.1 Adjustment Depending on the Last Two Output
Errors, 155
7.2 Minimum Mean Square Error Control of a Process
with First Order Dynamics, 160
7.3 Schemes with Constrained Adjustment, 163
7.4 PI Schemes with Constrained Adjustment, 164
7.5 Optimal and Near Optimal Constrained PI Schemes:
Choice of P, 165
7.6 Choice of G for P = 0 and for P = 0.25, 168
X CONTENTS
7.7 PI Schemes for Processes with Dead Time, 176
7.8 Process Monitoring and Process Adjustment, 181
7.9 Feedback Adjustment Applied to a Process that Is in
a Perfect State of Control, 182
7.10 Using a Shewhart Chart to Adjust an Unstable Process, 182
Appendix 7A Equivalence of Equations 7.11 and 7.12, 183
Appendix 7B Effect of Error in Adjustment, 184
Appendix 7C Choices for G and P to Attain Optimal
Constrained PI Control for Various Values
of Ao and So with d® = 0 and d® = 1, 185
8. Feedback Control When There Are Adjustment Costs 191
8.1 Introduction, 191
8.2 Bounded Feedback Adjustment, 192
8.3 Numerical Calculations for Bounded Adjustment, 195
8.4 A Simple Device for Facilitating Bounded
Adjustment, 198
8.5 Bounded Adjustment Seen as a Process of
Tracking, 202
8.6 Theoretical Average Adjustment Interval and
Inflation of Mean Square Error for
an IMA Disturbance, 203
8.7 Relation Between Bounded Adjustment Charts and
EWMA Monitoring Charts, 203
8.8 Combination of Adjustment and Monitoring, 205
8.9 Behavior of the Bounded Adjustment Chart for
Series Not Necessarily Generated by an IMA Model, 206
8.10 Explicit Consideration of Monetary Costs, 209
Appendix 8A Functions h{L/ka^ and qiL/AaJ in
Table 8.5, 214
Appendix 8B Minimum Cost Schemes, 216
9. Including the Cost of Surveillance: How Often Should
You Sample? 219
9.1 Introduction, 219
9.2 Choosing the Feedback Schemes Directly in Terms of
Costs, 226
CONTENTS Xi
10. Directed Process Monitoring and Cuscore Charts:
Looking for Signals in Noise 231
10.1 Introduction, 231
10.2 How Are Cuscore Statistics Obtained?, 236
10.3 Efficient Monitoring Charts, 241
10.4 A Useful Method for Obtaining the Detector When
Looking for a Signal in Noise, 242
10.5 Looking for a Single Spike, 246
10.6 Some Time Series Examples, 247
Appendix 10A The Likelihood, Fisher s Efficient Score,
and Cuscore Statistics, 252
Appendix 10B A Useful Procedure for Obtaining an
Appropriate Cuscore Statistic, 254
Appendix 10C The Detector Series for an IMA Model, 255
11. Simultaneous Adjustment and Monitoring 258
11.1 Monitoring an Operating Feedback System, 259
11.2 Monitoring a Process with Inertia Represented by
First Order Dynamics, 264
11.3 Reconstructing the Disturbance Pattern, 265
Appendix 11A Derivation of Equation 11.3, 266
Appendix 11B Derivation of Equation 11.10, 267
Appendix 11C Derivation of Equation 11.14, 268
12. A Brief Review of Time Series Analysis 269
12.1 Serial Dependence: The Autocorrelation Function
and the Variogram, 270
12.2 Relation Between the Autocorrelation Function
and the Variogram, 271
12.3 Some Time Series Models, 271
12.4 Stationary Models, 272
12.5 Autoregressive Moving Average (ARMA) Models, 275
12.6 Nonstationary Models, 278
12.7 The IMA—or ARIMA(0, 1, 1)—Model, 279
12.8 Modeling Time Series Data, 280
12.9 Model Identification, Model Fitting, and Diagnostic
Checking, 282
Xii CONTENTS
12.10 Forecasting, 290
12.11 Estimation with Closed Loop Data, 294
Appendix 12A Other Tools for Identification of Time
Series Models, 296
Appendix 12B Estimation of Time Series Parameters, 297
Conclusion 299
Three Time Series 301
Solutions to Exercises and Problems 303
Table A: Normal Distribution Two Sided Tail Probabilities 310
Bibliography 313
Index 323
|
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| author | Box, George E. P. 1919-2013 Luceño, Alberto |
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| dewey-hundreds | 600 - Technology (Applied sciences) |
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| dewey-tens | 620 - Engineering and allied operations |
| discipline | Mathematik Wirtschaftswissenschaften Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
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| institution | BVB |
| isbn | 0471190462 |
| language | English |
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| spelling | Box, George E. P. 1919-2013 Verfasser (DE-588)108415066 aut Statistical control by monitoring and feedback adjustment George Box ; Alberto Luceño New York u.a. Wiley 1997 XV, 327 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley series in probability and statistics A Wiley-interscience publication Fabrication - Contrôle - Méthodes statistiques ram Kwaliteitscontrole gtt Statistische methoden gtt Systèmes à réaction ram Terugkoppeling gtt Process control -- Statistical methods Feedback control systems Statistische Qualitätskontrolle (DE-588)4182962-1 gnd rswk-swf Statistische Qualitätskontrolle (DE-588)4182962-1 s DE-604 Luceño, Alberto Verfasser aut http://www.loc.gov/catdir/description/wiley034/97000459.html Publisher description http://www.loc.gov/catdir/toc/onix05/97000459.html Table of Contents HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007697555&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Box, George E. P. 1919-2013 Luceño, Alberto Statistical control by monitoring and feedback adjustment Fabrication - Contrôle - Méthodes statistiques ram Kwaliteitscontrole gtt Statistische methoden gtt Systèmes à réaction ram Terugkoppeling gtt Process control -- Statistical methods Feedback control systems Statistische Qualitätskontrolle (DE-588)4182962-1 gnd |
| subject_GND | (DE-588)4182962-1 |
| title | Statistical control by monitoring and feedback adjustment |
| title_auth | Statistical control by monitoring and feedback adjustment |
| title_exact_search | Statistical control by monitoring and feedback adjustment |
| title_full | Statistical control by monitoring and feedback adjustment George Box ; Alberto Luceño |
| title_fullStr | Statistical control by monitoring and feedback adjustment George Box ; Alberto Luceño |
| title_full_unstemmed | Statistical control by monitoring and feedback adjustment George Box ; Alberto Luceño |
| title_short | Statistical control by monitoring and feedback adjustment |
| title_sort | statistical control by monitoring and feedback adjustment |
| topic | Fabrication - Contrôle - Méthodes statistiques ram Kwaliteitscontrole gtt Statistische methoden gtt Systèmes à réaction ram Terugkoppeling gtt Process control -- Statistical methods Feedback control systems Statistische Qualitätskontrolle (DE-588)4182962-1 gnd |
| topic_facet | Fabrication - Contrôle - Méthodes statistiques Kwaliteitscontrole Statistische methoden Systèmes à réaction Terugkoppeling Process control -- Statistical methods Feedback control systems Statistische Qualitätskontrolle |
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