Statistica Applicata Vol. 6, n. 2, 1994 PARAMETER DESIGN FOR THE PRODUCTION OF UNLEADED PETROL Alessandra Giovagnoli Dipartimento di Matematica e Informatica, Universita di Udine. Giovanni Merola Department of Statistics and Actuarial Science, University of Waterloo. The peper deals with the results of an experiment on unleaded petrol, carried out at an oil refinery in Italy. The purpose was to optimize the production of “green” petrol, i.e. to find the combination of its components which attains minimum variability of the octane number, while keeping this number near the target. The experimental design was a mixture design for the components suitably combined with a factorial design for the noise factors. A second order response surface for the transfer function was fitted. Several ways of ‘measuring veriability were considered, including some PerMIA’s. It was found that two out of the four components taken into account strongly influenced the variability, and could be regarded as control factors, the other two being used for readjusting the response to the target. Keywords and phrases Combined arrays. Noise factors. Design factors. Mixture experiments. Parameter design. PerMIA’s. Taguchi methods. Unleaded petrol. 41. INTRODUCTION The so-called Taguchi Methods for quality improvement have been very controversial as regards some of the statistical procedures employed by Taguchi to analyze the data of his industrial experiments. It cannot however be denied that his ideas have proved very stimulating, especially his insistence on the importance of experimentation and the reduction of the variability of the output of a production. In this paper we report on the results of an experiment carried out from January to July 1991 at the AGIP PLAS Oil Refinery laboratory in Livorno (Italy), concerning the production of unleaded petrol, which was inspired by Taguchi's methodology and some later developments.178 jovagnoli, G. Merola 2. THE PURPOSE OF THE EXPERIMENT An important characteristic of fuel for combustion engines is the Research Octane Number (RON) which expresses the anti-knocking power: the higher the RON the better the fuel. The petrol commonly used for motor vehicles is a mixture of four products distilled from crude oil imported from the producing countries, namely: BPL (Reformed petrol, in Italian: Benzina Platformata) LVN (Light Virgin Naphtha) LCN (Light Cracked Naphtha) Butane (C,H,,). The octane number depends on the percentages of the four components and on their RON’s; it must be noted that the octane numbers of BPL and LVN vary from shipping to shipping. In addition, lead is added to petrol to boost the octane but, as is well-known, it is highly polluting. Petrol is produced in large quantities of thousands of tons at a time by blending the 5 components, according to their availability and characteristics at that particular time. Bylaw, in Italy the RON of high octane petrol (“benzina super’) must be equal to 97. In order to meet this specification, a linear equation is used bythe practitioners to determine the percentage of each component that goes into the blend: RR 01 X42, + Og XpZp + Og HZ + hg XyZy + Os X25 a where z, (i=1,....5) stands for the measured RON's of the 5 components, the a's, the so-called blending coefficients, are known to the experts, and the x;s (i=1,....5) stand for the percentages of the components, which are decided on for each production and in actual practice, are bounded above and below. In reality, equation (1) works only approximately and ad hoc adjustments must be made each time. To reduce pollution, a type of unleaded petrol, commonly known as “green” petrol, is now produced by the same process, except that lead is now replaced by Methy!-Ter-Butyl Ether (MTBE): the RON of this petrol is fixed by law at 95. With respect to this new product, the producers had two problems: 1) How to estimate the new blending coefficients for the RON of unleaded petrol 2) Howto estimate the average quantities of the blending components needed for each production. The first question amounts to finding a new equation for R, that would playthe same role as (1) for each single production of unleaded petrol. The second questionParameter design for the production of unleaded petro! 179 is strictly related to the variability of R from production to production. If the percentages ofthe components can be found in such a way that Ris least affected by the variability in the RON(BPL) and RON(LVN), the stocking problem could be optimized. Acontrolled experiment was performed with the double purpose of answering both questions. One problem encountered was the impossibility of carrying out — in the refinery lab — an experiment blending butane, which is in a gaseous state, with the other, liquid, components. It was therefore decided to leave butane out of the experiment, and use only the other 4 components. We are aware that this restricts the applicability of our results and also does not allow firm conclusions to be drawn from this study. However, we have been assured by the experts in the field that this problem is not too serious because a) in the production of petrol butane is only used in very small percentages; b) the effect ofbutane on Ris well-known to be linear, atleast in the case of leaded petrol, and there are reasons to believe that the same applies for unleaded petrol. The experiment was performed bearing in mind the constraints on the production variables suggested by empirical knowledge: 50% < BPL < 75% 10% < LVN < 20% 10% < LCN < 20% (2) 5% < MTBE < 10% . In fact, these constraints do not represent the entire operability region, but have been chosen on the basis of considerations of convenience and finances. The possible ranges for the octane numbers ofthe components LVN and BPL, which are subject to variability, are: 97 < RON(BPL) < 99 68 < RON(LVN) <70, while the octane numbers of LCN and MTBE are constant, namely RON(LCN) = 96.5 RON(MTBE) = 118.180 A. Giovagnoli, G. Merola 3. THE STATISTICAL MODELS We now want to describe a “transfer function” that links the process variables to the output R = octane number of unleaded petrol. This amounts to estimating a response function for R. Let X, = percentage of BPL = percentage of LVN x, = percentage of LCN x, = percentage of MTBE. Also let Z, = RON(BPL) Z, = RON(LVN) Z,= RON(LCN) = 96.5 2,= RON(MTBE) = 118. Equation (1) suggests a first order mixture model in the x's, with coefficients depending on the z~values, constrained by (2). However equation (1) does not prove satisfactory in all cases; besides, the new product, MTBE, might conceivably interact with the other ones. This has led us to the use of a modelincluding a second order polynomial in the mixture variables x, x, x, x, in the region 0.50 < x, < 0.75, 0.10 < x, < 0.20, 0.10 < x, < 0.20, 0.05 < x, < 0.10, =x, (3) The variations of Z, and Z, have been regarded as tolerances about the middle value, letting zy Z,=z,+e,=69+e; -11000 <0.0001 % 75.9092 3208 <0.0001 x 90.7918 383.8 <0.0001 x, 115.8253, 230.5 <0.0001 xe, 1.0651 16.03 0.0001 xé, 2.4167 8.956 0.0001 xe, -17602 3.462 0.0010 Xe 0.5793 2.808 0.0068 x2 0.9127 =2.212 0.306 The process variables that interact with the noise factors are mainly x, and x,, and to a much lesser extent x,, which anyway interacts only with its own tolerance e,. Equation (9) is the analog of equation (1): the first four terms give the new “blending coefficients”. For a better estimation of the octane number, however, the whole of equation (8) should be used.188 A. Giovagnoli, G. Merola Since the x-columns of the design matrix are orthogonal ta the e-columns, the information matrix of the design is block orthogonal. Thus model (6) is estimated by the expectation of the estimate of model (4): E[R*) = 97.60x, + 75.91%, + 90.79x, +115.83%, (10) Now we turn to the problem of estimating the variability. The data are summarized in Table VI, where R, stands for the average value of R over all the observations at a given point, S? stands for the sample variance at a given point, and y?isthe squared coefficient of variation. All he observations at the centre point corresponding to e, = e, have been pooled to obtain the value of S? corresponding to entry N°9. Tab. Vi: Summary of experimental results. wf} xix] xs |e fee st 210" 1 | 80 | 20 | 20 | 10 | 1% 1 | 93725 | o6ei9 | O7763 1-1 ee 1-1 a | | 2] i [0 [4 4 | 944 | 08750 | 09746 jt at 4 [65] 20] 1 | 5 [1 1 | 93475 | 11619 | 1.3298 5 | 6 [ 10] 20 [ 10 [1 1 | 95.875 | 03969 | 0.4318 e [es] wl wm |= [+ 1] eso | 7s | ove 7] we] w]e [a 1 1] was | ones | mses o | we] wm) wm] 8) 1 1] see | osore | ost 9 62.5 15 15 75 ri s 94.75 0.8158 0.9087, io | 69s] 8 | 15 | 75 |-1 1 | 9615 | 0.6425 | 0.6950 11 [555] 22] 16 | 75 | 1 | 93075 | 07719] 0.8910 a a] se] | 2 }7s [4 1] 2 | 056 | onzer w]e] ae} as) a dat] eso 0.82 | 0.9280 1 | 59] 15 | 16 | 14 Fi “ 95.325 | 0.6069 | 0.6679 1e | 625] 15 | 15 | 75 |-1 1 | 94.75 | 07275] o.8t04Parameter design for the production of unleaded petrol 189 From (8) we find the following estimated expression for Var,(R"): Var,(R*) = [(+-065%, +2A1TX, ~1.76x4)° + (0.579x, — 0.913x,)"]o* (11) (Observe that this is not an estimate of Var,(R*), since 0? is unknown). However, this is a convex function of x,, x, and x, that can be easily minimized ‘subject to the given constraints. The minimum is achieved at X,=0.60 x,=0.10 x,=0.20 x,=0.10. (12) This point is in fact one of the design points: the observed variance is indeed smallest at this point. Plotting together the values of Var,(R*)/o at each design point, estimated by means of (11), and the corresponding values of S? at the same point gives a good linear agreement, as shown in Figure 1. estimated values 045, 0.50 0.65 0.60 0.65 0.70 0.75 0.80 085 090 095 1.00 1.05 s (040 045 050 055 O60 065 O70 075 080 O85 080 095 100 105 1.10 1.15 observed values, Fig. 1: Observedvalues of P, versus the values computed fromthe transfer function coefficients. Numbers represent the runs. Consideration of the other performance measures P, (squared coefficient of variation) and P, (Taguchi's SNR) also leads to (12) as the optimal combination of the process variables to the effect of minimizing variability.190 We have also fitted a first degree linear regression model in x,, x,, x and X, with normality assumptions to each of the PerMIA's listed in Section 3. This is clearly a gross approximation, that is not justified by statistical theory but is sometimes to be found in the applied literature. The results of the fit for P, and P, after eliminating non significant terms with respect to simple minded t-tests are given in Tables VII and VIII, and are however to be taken as merely indicative. Note that x,, x, and x, appear to be control factors according to this analysis too; x, and x, affect the variability of R in opposite ways. Figures 2 and 3 show the agreement between predicted and observed values of P, and P,, respectively. Tabb. Vil - Vill: Estimated coefficients for P, and P, P= Var(R’) P= ViVar(R*)] VAR. | COEFF. | (VAL. VAR. | COEFF. | VAL. xt 1019 | 951 x 1.059 | 17.28 x2 2.98 8.21 x2 2315 | 11.14 x4 461 | 5.86 x4 2.092 | 4.65 estimated values 045, 0.50 0.65 0.60 0.65 0.70 0.75 0.80 0.85 0.90 095 1.00 1.05 (040 04S O50 O55 O60 O65 O70 O75 O80 O85 080 085 100 105 110 1.15 observed values Fig. 2: Observed values P, versus the values estimated as a linear function of the xs. Numbers represent runs.Parameter design for the production of unleaded petrol 191 estimated values 075 080 085 090 095 1.00 0.05 rer OP 070 L 085 L 065 070075 «080 «ORS 00 oes 400.08 ‘observed values Fig. 3: Observed values of P, versus the values estimated as alinear function of thexs. Numbers represent the runs. The estimated coefficients of a linear model expressing P, are given in Table IX. According to this analysis as well, x, and x, are control factors in the same way as before, while it would appear that x, does not significantly affect the variability and x, does. However, although this model is different from the previous ones, it does seem to provide a very good prediction of the observed data, as Figure 4 shows. There remains the problem of keeping the mean octane number (10) on target. Point(12) does notachieve this aim, but numerical constrained minimization of (11), subject to E(R*) = 97.60 x, + 75.91 x, + 90.79 x, + 115.83x, = 95 as well as constraints (3), will solve the problem. Tab. IX: Estimated coefficients for P,. P= In(vivar(R))) VAR. COEFF, EVAL x, 0.058 0.724 x 1.551 5.766 x 1.022 -38 x 3.769 6.586192 A. Giovagnoli, G. Merola estimated values 075 080 085 0.90 070 065 06s 070075 +080 «085 «= 08% 085 —«100~=S«05 observed values Fig. 4: Observed values of P, versus the values estimated as alinear function ofthe xs. Numbers represent the runs. CONCLUSIONS The main purpose of this papers to show many of the theoretical and practical difficulties that arise in modelling and running an industrial experiment involving internal noise factors. Moreover this experiment was non-standard, because only one part of the viariables were mixture variables, so that several rather subtle statistical problems have arisen in the statistical analysis. About the actual results of the experiment, they can only be regarded as a preliminary stage of the analysis, in particular since butane was not included in the experiment. Looking at expression (11), however, there is a clearindication thatthe values x,, x, and x, all affect the variability, to a different extent. Not all of the three corresponding components can be taken as controls, because changing their levels would imply modifying the level of the remaining factor as well, but apart from constrained minimization, (11) can be used rather empirically, Taguchi-style, given that the coefficient of x, is small: namely, we can vary only x, and x,, i.e. increase the level of MTBE and decrease that of LVN, to reduce noise variability (it is interesting to remark that all the performance measures considered agree on this point). Because of the very small residual interaction of BPL with e,, as shown inParameter design for the production of unleaded petro! 193 (9), this process variable will then be used, together with LCN, to readjust the response to its target. ACKNOWLEDGEMENTS We wish to thank Ing. B. Pistocchi and Dott. P. Fiaschi for their kindness and for allowing the experiment to be carried out at AGIP PLAS. We also ackowledge financial ‘support from Contract 93.00495.CTO1 “Advanced Statistical Quality Improvement Methods” from the Italian Research Council (CNR). A preliminary version of this work was presented orally at the Workshop on DEsign of INDustrial Experiments held in Turin in 1992, organized by Professors Raffaello Levi and Giovanni Pistone. REFERENCES Box, G.E-P. (1988)," Signal-to-noise ratios, performance criteria and transformations”, Technometrics, 30(1), 1-17. Box, G.E.P. , Draper, N.R. (1987), Empirical model building and response surfaces, Wiley, New York. Cornell, J. A. (1980), Experiments with mixtures (2nd edn.), Wiley, New York Leon, R. V., Shoemaker, A. C., Kacker, R. N. (1987), "Performance measures independent of ‘adjust ment- an explanation and extension of Taguchi signal to noise ratios", Technometrics, 29(3), 253-265. Logothetis, N., Wynn, H. P. (1989), Quality through design, Clarendon Press, Oxford. ‘Shoemaker, A.C., Tsui, K-L., Wu, C.F. (1991), * Economical experimentation methods for robust design’, Technometrics, 33(4), 415-427. Taguchi, G. (1990), “Experimental design for product design” in Statistical design and analysis of industrial experiments, (Gosh, S. editor) M. Dekker, 1-33, Welch, W. J.,Yu, T.K., Kang, S.M., Sacks J. (1990), “Computer experiments for quality control by parameter design’, Journal of Quality Technology, 22, 15-22. RIASSUNTO I lavoro esamina i risultati di un esperimento sulla benzina esempiombo (benzina “verde") eseguito nella Raffineria AGIP PLAS di Livorno. Lo scopo era quello di ottimizzare la produzione della benzina verde, cioé trovare la combinazione delle component che raggiunge la minima variabilita del numero diottano, mentre allo stesso tempo mantiene tale numero vicino al valore desiderato. L’esperimento é stato eseguito secondo un disegno Sperimentale per misture per la parte riguardante le percentuali di ciascuna componente della benzina, opportunamente “incrociato” con un disegno fattoriale per le fontidi “rumore” interne. La funzione di trasferimento 6 stata stimata con una superficie di risposta del ‘secondo ordine. Sono state prese in considerazione varie misure di variabilita, compresi molti dei PerMIA’s che si trovano in letteratura. Sié visto che due delle quattro component esaminate della benzina influenzano fortemente la variabilita de! prodotto, ¢ si possono considerare come fattori di controllo di tale variabilita, usando i livelli delle altre due componenti per riportare la risposta al valore desiderato.