3.

17
99.73%

3



(Trend)
(Period)
(Control Chart for Moving Average and Moving Range)
(Exponentially Weighted Moving Average Control Chart)
(The Cumulative Sum Control Chart)


3
4.1) ( Control Chart for Moving
Average and Moving Range)
4.2)
(Exponentially Weighted Moving Average Control Chart)
4.3) (The Cumulative Sum Control Chart)

 104

(Control Chart for Moving Average)

(X-Chart)



3.6.1)
(m)
3 m = 3 m 2 ( m = 2,3,4,5,)

4.1
4.1 m=2 m=3

( Xi )

x1
x2
x3
x4
.
x N-2
x N-1
xN

( X )
(m=2)

( X )
(m=3)

(x1 + x2 )/2
( x2 + x3 )/2
( x3 + x4 )/2
.
(x N-2 + x N-1)/2
(x N-1 + x N )/2

(x1 + x2 + x3)/3
( x2 + x3 + x4)/3
( x3 + x4 + x5)/3
.
(x N-3+ x N-2 + x N-1 )
/3
(xN-2+ x N-1 + x N )/3

4.1 (Liquid Paper)

 105

15 ( 1 15 )
4.2
4.2 ( 25 )
46

(No.)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

( X)
12.00
12.00
13.10
12.00
13.50
14.00
15.00
13.00
14.80
15.12
13.11
14.25
14.87
13.55
14.19
14.80

(No.)
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31

( X)
15.60
12.40
13.60
15.23
13.10
15.60
16.00
12.00
13.60
14.67
13.37
14.22
14.76
14.20
14.90

(No.)
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46

( X)
15.70
15.10
15.20
15.30
15.23
15.43
15.76
14.50
15.40
16.00
13.21
14.32
15.00
12.90
15.20

3
3.2 3.6
UCL x = X + 3 MR
d2

CL x = X
LCL x = X - 3

MR
d2

(4.1)

UCL x = X
CL x = X
LCL x = X

m + A2 R
m
m - A2 R

(4.2)

4.2

 106

(No.) ( X)

3 ( X i ) ( R i ) (MRi:m=3)

1
2
3
4
5
6
7

12.00
12.00
13.10
12.00
13.50
14.00
15.00

*
12.3667
12.3667
12.8667
13.1667
14.1667
14

1.10
1.10
1.50
2.00
1.50
2.00

*
*
13.1-12.0 = 1.10
12.00-12.00 = 0.00
13.50-13.10=0.40
14.00-12.00=2.00
15.00-13.50=1.50

.
.
.

.
.
.

.
.
.

.
.
.

.
.
.

43
44
45
46

14.32
15.00
12.90
15.20
X 14.2780

14.0733
14.3667
14.5667
*
X m 14.303

1.79
2.10
0.20

14.32-16.00 = -1.68
15.00-13.21= 1.79
12.90-14.32=-1.42
15.20-15.00=0.20
MR 1.738

R 1.772

MR 1.738 R 1.772 m = n =3 d 2 =1.693 A 2 = 1.023

3
UCL x = 14.278 + 3
CL x = 14.278
LCL x = 14.278 - 3

1.738
1.693

1.738
1.693

= 17.359
= 11.198

UCL x = 14.303 + 1.023(1.772) =14.813

CL x = 14.303
LCL x = 14.303 - 1.023(1.772) =13.792

4.1a) 4.1b)
Individual Chartof movingrange=3

XbarChartofaverage

18

15.5

1
1

15.0

UCL=14.813

16
15

_
X=14.278

14
13
12

Sample Mean

Individual Value

UCL=17.359

17

_
_
X=14.303

14.5
14.0

6
1

13.5

LCL=13.792
1

13.0
LCL=11.198

11
5

10

15

20 25 30
Observation

35

40

45

12.5

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Sample

4.1a) - 4.1b) - 3

107

4.1a)
4.1b) 3
1, 2, 6, 8, 10, 11, 12 13

(Shewhart Control Chart)

(Assumption)


(EWMA)



(Exponentially Weighted Moving Average :EWMA) (Geometric
Moving Average : GMA) Roberts ..1959 EWMA

(Moving Average Control Chart)
Mt
1
m
m
EWMA
2
(1 ) (1 ) ...
Yt , Yt-1 , Yt-2 ,Yt-3 .

Y (1 )Y

Y
; t = 1,2,3....,n .........................(4.3)
t
t
t 1
Y t t
Yt t

 108

n
0 1
( Y 0 0 ) EWMA
Y 0 Y (4.3) Y t 1

Y (1 ) Y

Y
t
t
t 2 (1 )Yt 2

Yt (1 )Yt 1 (1 ) 2 Y
t 2

Y t 2

Y (1 )Y (1 ) 2 Y (1 )Y

Y
t
t
t 1
t 2
t 3

Yt (1 )Yt 1 (1 ) 2 Yt 2 (1 ) 3 Y
t 3

Y t j , j 3, 4, , t

t 1

(4.4)

(1 ) j Y (1 ) t Y

Y
t
t j
0
j0

(1 ) j

t 1
(1 ) j
j 0

1 (1 ) t
1 (1 ) t

1 (1 )

= 0.2 0.2
0.16, 0.128, 0.1024, ...
EWMA( Y t )
EWMA( Y t )
Y t
2

Yt

2t
2
1 (1 )
1

EWMA Y t t
EMWA
UCL 0 L

1 (1 ) 2t

(2 )

CL 0
LCL 0 L

1 (1 ) 2t

(2 )

..................................................(4.5)

 109

1 (1 ) 2t

1 t

EWMA
UCL 0 L

(2 )

CL 0
LCL 0 L

..................................................(4.6)

(2 )

t EWMA
(4.3)

3 EWMA
/(2 ) 3 Shewhart (4.7)
4.2
30 4.3
4.3 EWMA( Y t )

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

9.45
7.99
9.29
11.66
12.16
10.18
8.04
11.46
9.20
10.34
9.03
11.47
10.51
9.40
10.08

EWMA( Y t )
9.945
9.7495
9.70355
9.8992
10.1253
10.1307
9.92167
10.0755
9.98796
10.0232
9.92384
10.0785
10.1216
10.0495
10.0525

16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

9.37
10.62
10.31
8.52
10.84
10.90
9.33
12.29
11.50
10.60
11.08
10.38
11.62
11.31
10.52

EWMA( Y t )
9.9826
10.0478
10.074
9.91864
10.0105
10.0997
10.0227
10.2495
10.3745
10.3971
10.4654
10.4568
10.5731
10.6468
10.6341

- (
)
UCLX = 13.915
CLX =10.315
LCLX =6.715

 110

X Chart
14

UC L = 1 3 .9 1 5

13

Indiv idua l V a lue

12
11

_
X = 1 0 .3 1 5

10
9
8
7

L C L = 6 .7 1 5

6
3

12

15
18
O b s e r v a t io n

21

24

27

30

4.2 - X 4.2

99.73%
EWMA
0.10, L 2.7 0 10
1
EMWA

Y
1

Y1 (1 )Y
0

= 0.1(9.45) + 0.9(10)
= 9.945
Y1 = 9.945
EWMA

Y
2

Y1 + (1 - )Y
1

= 0.1(7.99) + 0.9(9.945)
= 9.945
EWMA
(2) t = 1
UCL 0 L

1 (1 ) 2t

(2 )
0.1
1 (1 0.1) 2(1)

(2 )

10 2.7(1)

= 10.27

UCL 0 L

1 (1 ) 2t

(2 )

10 2.7(1)

= 9.73

0.1
1 (1 0.1) 2(1)

(2 0.1)

 111

2

1 (1 ) 2t

(2 )

UCL 0 L

0.1
1 (1 0.1) 2( 2)
(2 0.1)

10 2.7(1)

= 10.36

UCL 0 L
10 2.7(1)

1 (1 ) 2t

(2 )
0 .1
1 (1 0.1) 2(2)

(2 0.1)

= 9.64

4.3 EWMA Control Chart

4.3 t
t = 1, 2 , (4.4)
LCL 0 L

(2 )

10 2.7(1)

0.1
(2 0.1)

= 10.62

UCL 0 L

(2 )

10 2.7(1)

= 9.38

0 .1
(2 0.1)

112

EWMA 4.3 28
(
)

28
1
30

EWMA

EWMA 1

.....................................................(4.8)
Y
t 1 Yt ( Yt Yt )

e t Yt Y t
Y
t 1 Yt e t
(4.6)

EWMA



(No-Autocorrelation)

 113

k rk

n k
rk

(Yt - Y)(Yt k - Y)

..........................................(4.9)

t 1

(Yt - Y) 2
t 1

k = 1, 2, 3,

H0 : k 0
H1 : k

t =

rk k
SE(rk )

............................................(4.10)

rk SE(rk) SE(rk) =
(1- )% H 0 : k 0 t t

1
n

rk
- (Forecasting With Univariate Box-Jenkins Model;Alan Pankratz:p.124136) rk
t t+k 4.5
-

1, 2 m

Var(Yt m Yt )
Gm
.............................................(4.11)
Var(Y
Y )
t 1

Gm 1 m

(
) Gm

 114

( ) Gm
Gm
4.6-4.7
Gm
m 4.6 (b)
(m 1)(G(m) 1)
b
...............................................(4.12)
2
(m 1)

1 (1 ) 2

...............................................(4.13)

4.11
4.4)
4.8) 4.3
4.3

(Bearing) 50 4.4
4.4 (Bearing) 50

1
50
2
51
3
50.5
4
49
5
50
6
43
7
42
8
45
9
47
10
49
11
46
12
50
13
52
14
52.5
15
51
16
52
17
50

18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34

49
54
51
52
46
52
53
45
46
42
44
43
46
42
43
42
45

35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50

49
50
51
52
54
51
49
50
49.5
51
50
52
50
48
49.5
49

 115

Moving Range Chart of X

I Chart of X
9

56
UCL=54.57

54

UCL=7.335

50

Moving Range

Individual Value

52

_
X=48.6

48
46

6
5
4
3

__
MR=2.245

44

LCL=42.63

42

10

15

1 1

20
25
30
Observation

35

40

45

LCL=0
5

50

10

15

20
25
30
Observation

35

40

45

50

4.4a) - 4.4b) - 2

4.4


EWMA


k rk
n -k
rk

(Yt - Y)(Yt k - Y)

; k = 1 , 2 , 3 ,

t 1

(Yt - Y) 2
t 1

4.5 rk k = 1 , 2 , 3 ,
(lag)

rk

0.6567

0.4979

0.3188

0.2121

0.0851

-0.1115

...

-0.1486 . . .

k
H0 : k 0

0
4.4
)
1
H1 : k

H 0 : 1 0
H1 : 1

1 (

 116

r1 1
SE(r1 )

t =

SE(r1) SE(r1) =

1
0.1414
50
0.6567 0
4.64357
0.1414

t =

95% H 0 : k 0 t t

d.f = n-1 = 49 n t
( Z)
-1.96

1.96

H 0 t 1.96 1
k k = 2,3,
4.6
4.6 rk t k = 1,2,3,
lag

rk 0.6567
t 4.64

0.4979
2.58

0.3188
1.47

0.2121
0.94

0.0851
0.37

...

-0.1115
-0.48

-0.1486
-0.64

...

rk
-
A u to c o r r e la tio n F u n c tio n

( w ith 5 % s ig n ific a n c e lim its fo r th e a u to c o r r e la tio n s )

1 .0
0 .8

A u t o c o r r e la t io n

0 .6
0 .4
0 .2
0 .0
- 0 .2
- 0 .4
- 0 .6
- 0 .8
- 1 .0
1

7
La g

10

11

12

13

 117

4.5)
r1 r2
1 2
EWMA

MR MR
m 1 10 (4.7) Gm 4.9( 4.8)
4.7 MR m

Data

MR
m=1

MR
m=2

MR
m=3

MR
m=4

MR
m=5

MR
m=6

MR
m=7

MR
m=8

MR
m=9

MR
m=10

1
2
3
4
5
6
7
8
9
10
11
12
13

50
51
50.5
49
50
43
42
45
47
49
46
50
52

1
0.5
1.5
1
7
1
3
2
2
3
4
2

0.5
2
0.5
6
8
2
5
4
1
1
6

1
1
7.5
7
5
4
7
1
3
3

0
8
8.5
4
3
6
4
5
5

7
9
5.5
2
1
3
8
7

8
6
3.5
0
4
7
10

5
4
1.5
3
0
9

3
2
4.5
1
2

1
5
0.5
3

4
1
1.5

MR

2.594

MR

3.255

MR

3.391

MR

3.689

MR

4.045

MR

4.209

MR

4.393

MR

4.793

MR

5.238

2.082

MR

4.8 m Gm
m

MR

d2

MR
Ym
d2

1
2
3
4
5
6
7
8
9
10

2.082
2.594
3.255
3.319
3.689
4.045
4.209
4.393
4.793
5.238

1.128
1.128
1.128
1.128
1.128
1.128
1.128
1.128
1.128
1.128

1.845
2.299
2.886
3.006
3.270
3.586
3.732
3.894
4.249
4.643

2Y

3.406
5.287
8.329
9.039
10.695
12.862
13.925
15.166
18.053
21.559

G ( m)

2Y

m
2
Y
1

1.000
1.553
2.446
2.654
3.140
3.777
4.089
4.453
5.301
6.331

 118

Gm m
EWMA
S c a tte r p lo t o f G ( m )
7

G(m) ra t io of v a ria nce

6
5
4
3
2
1
0

10

4.6 Gm m

Gm = 1 m = 1
b

xy
x

(m 1)(G (m) 1)
(m 1) 2

0(1) 1(1.552) 2(2.445) 9(6.330)

= 0.547

0 2 12 2 2 9 2

1 (1 ) 2

b = 0.547

0.76

EWMA 4.4) 4.5)

3 EWMA

3 shewhart
2

0.76
53.74 - 48.22
2 - 0.76

= 4.321

UCL = 48.22 + 4.321 = 52.55

LCL = 48.22 4.321 = 43.89
EWMA 4.7

 119

EW M A Chart
54
52

U C L = 5 1 .4 4

EW M A

50
__
X = 4 8 .2 2

48
46

L C L = 4 5 .0 1
44
42
5

10

15

20

25
30
S a m p le

35

40

45

50

4.7 EWMA
EWMA Y t Yt (1 )Y t 1 0.76Yt 0.24Y t 1
Y 1 50 EWMA 1
Y t 1 Y t (Yt Y t ) 0.76Yt 0.24Y t
4.9
4. 9
t

Yt

Y
t

et

Yt

Y
t

et

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25

50
51
50.5
49
50
43
42
45
47
49
46
50
52
52.5
51
52
50
49
54
51
52
46
52
53
45

50.000
50.000
50.760
50.562
49.375
49.850
44.644
42.635
44.432
46.384
48.372
46.569
49.177
51.322
52.217
51.292
51.830
50.439
49.345
52.883
51.452
51.868
47.408
43.298
43.072

0.000
1.000
-0.260
-1.562
0.625
-0.850
-2.644
2.365
2.568
2.616
-2.372
3.431
2.823
1.178
-1.217
0.708
-1.830
-1.439
4.655
-1.833
0.548
-5.868
-54.08
-0.298
1.928

26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50

46
42
44
43
46
42
43
42
45
49
50
51
52
54
51
49
50
49.5
51
50
52
50
48
49.5
49

44.537
45.649
42.876
43.730
43.175
45.322
42.797
42.951
42.225
44.335
47.880
49.491
50.638
51.673
53.442
51.586
49.621
49.909
49.598
50.664
50.159
51.558
50.374
48.570
49.277

1.463
-3.649
1.124
-0.730
2.825
-3.322
0.203
-0.951
2.772
4.665
2.120
1.509
1.362
2.327
-2.442
-2.586
0.379
-0.409
1.402
-0.664
1.841
-1.558
-2.374
0.930
-0.277

120

51

Y
50 1 Y50 (Y50 Y50 ) 0.76(49) 0.24(49.227)
49.0545

EWMA




(EWMAST) Schmid (1997) Zhang
(1998) (Order)
(Auto Regressive
Moving Average) Jiang Wei (2000)
1

CUSUM (Cumulative Sum

Control Chart) ES. Page .. 1954






(Shift) 1.5 2
1.5

1.5 CUSUM
4.8 CUSUM

 121

2
1)
2)
4.3.1
( One-sided Cusum)
CUSUM
CUSUM
1 ( n 1 )

X i i
i=1,2,,k
0
S m m

m
Sm X i 0
i 1

..(4.14)
S m


1 n = 1
0
0
(4.14)
1
1 0
2 2 0
Sm

 122

4.4 CUSUM
CUSUM

4.4 30 4.10
4.10 30

1 2 3 4
5
6
7 8 9 10 11 12 13 14 15
9.45 7.99 9.29 11.66 12.16 10.18 8.04 11.46 9.20 10.34 9.03 11.47 10.51 9.40 10.08
16 17 18 19 20 21 22 23 24 25 26 27 28 29 30
9.37 10.62 10.31 8.52 10.84 10.40 8.83 11.79 11.00 10.10 10.58 9.88 11.12 10.81 10.02

In d iv id u a l C h a r t
14

U C L = 1 3 .7 8 3

13

Ind iv id ua l V a lue

12
11

_
X = 1 0 .1 4 8

10
9
8

10.5

10

L C L = 6 .5 1 4
6
3

12

15

18

21

24

27

30

4.8 X (Individual Control Chart) 4.10

4.8
1 20
10 1 N(10,1) 21 30
10.5 1 N(10.5,1)
CUSUM

0 = 10

 123

n=1 4.12 X i = Xi
Sm 4.14 Si
Si =

i
X i - 10
j=1

= Xi -10 +

i -1
X j - 10
j1

= Xi -10 + Si-1
4.11
4.10 Sm
i

Xi

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

9.45
7.99
9.29
11.66
12.16
10.18
8.04
11.46
9.20
10.34
9.03
11.47
10.51
9.40
10.08
9.37
10.62
10.31
8.52
10.84
10.90
9.33
12.29
11.50
10.60
11.08
10.38
11.62
11.31
10.52

Xi

-10

-0.55
-2.01
-0.71
1.66
2.16
0.18
-1.96
1.46
-0.80
0.34
-0.97
1.47
0.51
-0.60
0.08
-0.63
0.62
0.31
-1.48
0.84
0.90
-0.67
2.29
1.50
0.06
1.08
0.38
1.62
1.31
0.52

Si = ( X i 10 )+ Si-1
-0.55
-2.56
-3.27
-1.61
0.55
0.73
-1.23
0.23
-0.57
-0.23
-1.20
0.27
0.78
0.18
0.26
-0.37
0.25
0.56
-0.92
-0.08
0.82
0.15
2.44
3.94
4.54
5.62
6.00
7.62
8.93
9.45

Sm
1
S1 = x1 - 0
= ( 9.45 - 10 )
= -0.55
2
S2 = x1 - 0+(x2 - 0)
= s1 +(x2- 0)
= -0.55 + ( 7.99 - 10 )
= -2.56
3
S3= x1- 0+(x2- 0) +( x30)
= s2 +(x3 -0)
= -2.56 + ( 9.29 - 10 )
= -3.27
.
.
.

 124

Si 4.9
21 Si
Sm 4.9
CUSUM
1 0 .0
7 .5

si

5 .0
2 .5
0 .0
- 2 .5

10.5

10

- 5 .0
3

12
15
18
S a m p le Nu m b e r

21

24

27

30

4.9 4.10
4.9 1 20
21
0
Sm 0 1 20
Sm 21 Sm

4.8
H

( 0 )
( C+ )( C- )
..(4.15)
C i max0, x i 0 K C i1
..(4.16)
C i- max0, 0 K x i C i1
C+ = C-= 0 K 1.47
K

1 0
2
2

..(4.17)

 125

1 0

C i C i- H ( i )

4.5 4.10
4.5 4.4 C+, C-
4.13 4.16 4.12
4.12 C+, C- , N + N

Xi

Xi-10.5

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

9.45
7.99
9.29
11.66
12.16
10.18
8.04
11.46
9.20
10.34
9.03
11.47
10.51
9.40
10.08
9.37
10.62
10.31
8.52
10.84
10.90
9.33
12.29
11.50
10.60
11.08
10.38
11.62
11.31
10.52

-1.05
-2.51
-1.21
1.16
1.66
-0.32
-2.46
0.96
-1.30
-0.16
-1.47
0.97
0.01
-1.10
-0.42
-1.13
0.12
-0.19
-1.98
0.34
0.90
-0.67
2.29
1.50
0.06
1.08
0.38
1.62
1.31
0.52

a
C i

0
0
0
1.16
2.82
2.50
0.04
1.00
0
0
0
0.97
0.98
0
0
0
0.12
0
0
0.34
0.74
0
1.79
2.79
2.89
3.47
3.35
4.47
5.28
5.30

N + 9.5-Xi
0
0
0
1
2
3
4
5
0
0
0
1
2
0
0
0
1
0
0
1
2
0
1
2
3
4
5
6
7
8

0.05
1.51
0.21
-2.16
-2.16
-0.68
1.46
-1.96
-0.03
-0.84
0.47
-1.97
-1.01
0.10
-0.58
0.13
-1.12
-0.81
0.98
-1.34
-1.40
0.17
-2.79
-2.00
-1.10
-1.58
-0.88
-2.12
-1.81
-1.02

b
C i-

N-

0.05
1.56
1.77
0
0
0
1.46
0
0.03
0
0.47
0
0
0.10
0
0.13
0
0
0.98
0
0
0.17
0
0
0
0
0
0
0
0

1
2
3
0
0
0
1
0
1
0
1
0
0
1
0
1
0
0
1
0
0
1
0
0
0
0
0
0
0
0

C i C i 1

C i max 0, x i 10.5 C 0

Ci max 0,9.5 x i C 0

K = 0.5 , 0 =10 X1 = 9.45

C1 max0,9.45 10.5 0 0
C1 max0,9.5 9.45 0 0.05

C
2 max 0, x i 10.5 C1

max0, xi 10.5 0

C
2 max 0,9.5 x i C1

max0,9.5 xi 0.05

X2 = 7.99
C2 max0,7.99 10.5 0 0
C
2 max0,9.5 7.99 0.05 1.56
.
.
.

 126

C U S U M C hart
UC L = 5

5 .0

Cumulat iv e Sum

2 .5

0 .0

- 2 .5

LCL= -5

- 5 .0
3

12

15
18
S a m p le

21

24

27

30

4.10
Ci- H = 5 C i 29
H = 5 ( C 29 5.28 )
29

i - N + i - N- i
CUSUM N + C i N-
C i- 4.5 4.12 29
CUSUM 29 N 29 = 29-7 = 22
22 23
CUSUM
4.18

0 K

0 K

C i
N

C i

C i
N

C i-

(4.18)

4.5
4.18
C
29
N
29
5.28
10.0 0.5
7

0 K

= 11.25

127

11.25
11.25 10


0
Ci Ci-
(Average Run Length :ARL)

4.3.2

(Average Run Length :ARL) X


ARL (average run length)

ARL
(Monograph)
Kennett .W 4.11

0
1 0
1
w
0 1

w = ( 0 + 1 ) / 2
h

 128

4.11 (Monogram) ARL

w , h n ARL 0 1

4.11
ARL 0
L0 ARL 0
ARL

h n

w 0 n

n h A

B A B

w 0 n

A B L1 ARL 1
ARL 1 0 -h

 129

4.6 ARL
0 = 100 , 1 = 110 = 10 h = 13 n = 4

w = ( 0 + 1 ) / 2 = (100 + 110) / 2 = 105

A=
B=

h n
= 13(2) / 10

w 0 n

= 2.6

= 5(2) / 10 = 1

A B 0 3
A B L0 ARL
0 A B L1 ARL 1
1 0 = 100 A = 2.6 , B = 1 A
B L0 ARL 0 ARL = 850
2 0 = 102 A = 2.6 , B = 0.6 A B
L0 ARL 0 ARL = 104
3 1 = 107 A = 2.6 , B = 0.4 A B
L1 ARL 1 ARL = 7
4 1 = 110 A = 2.6 , B = 1 A B
L1 ARL 1 ARL = 3.5
ARL 4.12

4.12 ARL

 130

0
1 1 0 w 0 1 w = ( 0 + 1 ) / 2 Sm
h
w h h
ARL (average run length)
ARL 0 L0 ARL 1 L1 ARL
h , w 0 w 1 n n = 1 ARL
4.13 ARL h
4.13 ARL CUSUM
L0

L1

1000
1000
500
500
250
250

3
7
3
7
3
7

h n

w 0 n

2.40
4.06
2.26
3.80
2.11
3.51

1.12
0.65
1.04
0.60
0.94
0.54

4.7

0 = 10
1 = 10.4
= 0.6 L0 = 500 L1 = 3
4.13

w 0 n

0 1 10 10.4

10.2
2

2
10.2 10 n
0.6

n n = 9.7 10
A

h 10
2.26
0.6

= 1.04

h n

= 2.26

0.6

1.04

n A
h h = 0.43

10
Sm 4.12
Sm h 0.43

 131

h Ewan and Kemp

(Monogram) 4.13 4.14

4.13 ARL

4.14 ARL

4.8 ARL
500 n = 4

w 0 n

1.0

 132

4.13 1.0 500

2.35
1.175
2

h n
2.35

ARL 3.2
4.14

CUSUM K H
ARL
K H
H = h K = k
h = 4 h = 5 k = 1/2 ARL
1 ARL 4.13
4.14 ARL k = 1/2 h = 4 or h = 5
Shift in Mean (Multiple of )
0
0.25
0.50
0.75
1.00
1.50
2.00
2.50
3.00
4.00

h=4
168
74.2
26.6
13.3
8.38
4.75
3.34
2.62
2.19
1.71

h=5
465
139
38.0
17.0
10.4
5.75
4.01
3.11
2.57
2.01

4.14 1 ARL = 8.38

h = 4 h = 5 ARL = 10.4
43.96 = 0 , h = 4 ARL = 168
h = 5 ARL = 465 h = 4.77 ARL = 370
3
4.3.3.

(The V - Mask Procedure or V- mask )

133

4.15
Sm O OP
d OP OP
S1,S2,..,Sm
S1

4.15 (V-mask)
4.15 (b)
30 Sm S22 22

 134

( j i)
0

si - s j
i- j

....(4.19)

d
4.18 4.19
1 ()

2 ( )

tan 1

2A
2 1
d ln

..(4.20)

..(4.22)

..(4.21)

A () A
x 2 x A = 2 x x

4.19
d 2

ln
2

(4.23)

 135

H
O OU OL 4.15 (a)
h H = h x
K 4.15 (a)
k
K = k x
tan(a

2A 2(2 x ) 2(2)

. ..(4.24)

K = k x A = 2 x
tan

K k x k

A 2x 2

...(4.25)

(4.22) (4.23)

2

k x
2
2
h x
H
h
tan

Ad (2 x )d 2d

....(4.26)

....(4.27)
....(4.28)

h 2dtan

....(4.29)
....(4.30)

H 2d x tan

4.7 4.11 = 1 , n = 1

1.5 = 0.005 (4.22)

1.5

1.5
x

d (4.23)
d 2

ln

ln(0.005)
(1.5) 2

4.71

(4.24) A = 2 x = 2 = 2(1) = 2

136

= 1.5 = 1.5(1) = 1.5

1 1.5

tan 1
tan
20.55
2A
2(2)

d = 5 = 21
K H 4.27 4.30
H 2d x tan
= 2(5)(1)tan(21)
= 3.8

1.5

0.75
2
2

A = 2 1
OU H = 3.8 U*
5 H + 5K U U*

4.16

4.16 4.10

MINITAB

137

Stat < Control Charts < Time-Weighted Charts <

CUSUM 4.17

4.17 CUSUM MINITAB

1) 10
3200
NO. NO. NO.
1
3169
13
3154
25
3160
2
3205
14
3208
26
3215
3
3185
15
3199
27
3190
4
3188
16
3174
28
3179
5
3173
17
3139
29
3172
6
3203
18
3211
30
3209
7
3187
19
3197
31
3183
8
3183
20
3171
32
3175
9
3162
21
3145
33
3175
10
3209
22
3214
34
3203
11
3192
23
3193
35
3197
12
3175
24
3180
36
3174

 138

1.1)
1.2)
1.3)
2)
1050
25 20

1
2
3
4
5
6
7

1045
1055
1037
1064
1095
1008
1050

8
9
10
11
12
13
14

1087
1125
1146
1139
1169
1151
1128

15
16
17
18
19
20

1238
1125
1163
1188
1146
1167

2.1)
2.2)
2.1) 2.2)
2.3)

3)


0.05
24

 139

1
2
3
4
5
6
7
8

()
8.00
8.01
8.02
8.01
8.00
8.01
8.06
8.07

9
10
11
12
13
14
15
16

()
8.01
8.04
8.02
8.01
8.05
8.04
8.03
8.05

17
18
19
20
21
22
23
24

()
8.06
8.04
8.05
8.06
8.04
8.02
8.03
8.05

3.1) 8.02
h = 4.77 k = 0.5
3.2)

4) 3) h = 8.01 k = 0.25
2.1)
5) 2
()
953 985 949 937 959 948 958 952 945 973 941 946 939 937 955 931
972 955 966 954 948 955 947 928 945 950 966 935 958 927 941 937
975 948 934 941 963 940 938 950 970 957 937 933 973 962 945 970
959 940 946 960 949 963 963 933 973 933 952 968 942 943 967 960
940 965 935 959 965 950 969 934 936 973 941 956 962 938 981 927

5.1)
0.1 L= 2.7
5.2)
h = 4 k = 0.5
6) 10

6.1) 0.1 L = 3
6.2) 0.2 L = 3 6.3) 0.4 L = 3
6.4)
6.1) 6.3)