Control charts

2WS02 Industrial Statistics

A. Di Bucchianico


 Goals of this lecture
Further discussion of control charts:

– variable charts

• Shewhart charts

– rational subgrouping

– runs rules

– performance

• CUSUM charts

• EWMA charts

– attribute charts (c, p and np charts)

– special charts (tool wear charts, short-run charts)


 Statistically versus technically in control
“Statistically in
control”
• stable over time /

• predictable

“Technically in control”

• within specifications


Statistically in control vs technically in control
statistically controlled process:
– inhibits only natural random fluctuations (common causes)
– is stable
– is predictable
– may yield products out of specification
technically controlled process:
– presently yields products within specification
– need not be stable nor predictable


 Shewhart control chart
graphical display of product characteristic which is important for
product quality

Upper
X-bar Chart for yield Control
14,4
Limit
14,2

Centre Line
X-bar

14

13,8

13,6
Lower
0 4 8 12 16 20 Control
Subgroup
Limit


 Control charts


 Basic principles
take samples and compute statistic

if statistic falls above UCL or below LCL, then out-of-control signal:

X-bar Chart for yield

14,4

14,2
X-bar

14 how to choose control limits?

13,8

13,6
0 4 8 12 16 20
Subgroup


 Meaning of control limits
limits at 3 x standard deviation of plotted statistic

basic example:

P ( LCL  X  UCL)  UCL

P (   3 X  X    3 X ) 
P ( 3 X  X    3 X ) 
LCL
P ( 3  Z  3)  0.9973


 Example
diameters of piston rings

process mean: 74 mm

process standard deviation: 0.01 mm

measurements via repeated samples of 5 rings yields:

0.01
x    0.0045 mm
n 5
UCL  74  3( 0.0045)  74.0135 mm
LCL  74  3( 0.0045)  73.9865 mm

 Individual versus mean
group means

individual
74,03 observations

Centre line

73,97
1 10


 Range chart
• need to monitor both mean and variance
• traditionally use range to monitor variance
• chart may also be based on S or S2
• for normal distribution:
– E R = d2 E S (Hartley’s constant)
– tables exist
• preferred practice:
– first check range chart for violations of control limits
– then check mean chart


 Design control chart
• sample size

– larger sample size leads to faster detection

• setting control limits

• time between samples

– sample frequently few items or

– sample infrequently many items?

• choice of measurement


 Rational subgroups
how must samples be chosen?

choose sample size frequency such that if a special cause

occurs

– between-subgroup variation is maximal

– within-subgroup variation is minimal.

within subgroup
variation

between subgroup

 variation
 Strategy 1

• leads to accurate estimate of 

• maximises between-subgroup variation

• minimises within-subgroup variation

process mean


 Strategy 2
•detects contrary to strategy 1 also temporary changes of process
mean

process mean


Phase I (Initial study): in control (1)


Phase I (Initial study): in control (2)


Phase I (Initial Study): not in-control


 Trial versus control
•if process needs to be started and no relevant historic data is
available, then estimate µ and  or R from data (trial or initial study)

•if points fall outside the control limits, then possibly revise control
limits after inspection. Look for patterns!

•if relevant historical data on µ and  or R are available, then use

these data (control to standard)


 Control chart patterns (1)

Control chart of height

10
UCL = 10.00
H eig h t

6 CTR = 0.00
2 LCL = -10.00

-2

-6

-10
0 3 6 9 12 15 18

Observation
Cyclic pattern,

three arrows with different weight


 Control chart patterns (2)

Control chart of height

10
UCL = 10.00
Height

6 CTR = 0.00
LCL = -10.00
2

-2

-6

-10
0 4 8 12 16 20

Observation
Trend,

course of pin


 Control chart patterns (3)

Control chart of height

10
UCL = 10.00
H eight

6 CTR = 0.00
LCL = -10.00
2

-2

-6

-10
0 4 8 12 16 20

Observation
Shifted mean,
Adjusted height Dartec


 Control chart patterns (4)

A pattern can give explanation of the cause

Cyclic  different arrows, different weight

Trend  course of pin

Shifted mean  adjusted height Dartec

Assumption: a cause can be verified by a pattern

The feather of one arrow is damaged  outliers below


Phase II: Control to standard (1)


Phase II: Control to standard (2)


 Runs and zone rules
•if observations fall within control limits, then process may still be
statistically out-of-control:
– patterns (runs, cyclic behaviour) may indicate special causes
– observations do not fill up space between control limits
•extra rules to speed up detection of special causes
•Western Electric Handbook rules:
– 1 point outside 3-limits
– 2 out of 3 consecutive points outside 2  -limits
– 4 out of 5 consecutive points outside 1  -limits
– 8 consecutive points on one side of centre line
•too many rules leads to too high false alarm rate



 Warning limits

•crossing 3  -limits yields alarm

•sometimes warning limits by adding 2  -limits; no alarm but

collecting extra information by:

– adjustment time between taking samples and/or

– adjustment sample size

•warning limits increase detection performance of control chart


 Detection: meter stick production
• mean 1000 mm, standard deviation 0.2 mm

• mean shifts from 1000 mm to 0.3 mm?

• how long does it take before control chart signals?


 Performance of control charts
expressed in terms of time to alarm (run length)
two types:
– in-control run length
– out-of-control run length

X-bar Chart for yield

14,4

14,2
X-bar

14

13,8

13,6
0 4 8 12 16 20


Subgroup
 Statistical control and control charts
•statistical control: observations
– are normally distributed with mean  and variance 2
– are independent
•out of (statistical) control:
– change in probability distribution
•observation within control limits:
– process is considered to be in control
•observation beyond control limits:
– process is considered to be out-of-control


 In-control run length
•process is in statistical control

•small probability that process will go beyond 3  limits (in spite of

being in control) -> false alarm!

•run length is first time that process goes beyond 3  limits

•compare with type I error


 Out-of-control run length

•process is not in statistical control

•increased probability that process will go beyond 3  limits (in spite

of being in control) -> true alarm!
•run length is first time that process goes beyond 3 sigma limits

•until control charts signals, we make type II errors


 Metrics for run lengths
•run lengths are random variables

– ARL = Average Run Length

– SRL = Standard Deviation of Run Length


 Run lengths for Shewhart Xbar- chart
in-control: p = 0.0027

• time to alarm follows geometric distribution:

– mean 1/p = 370.4
– standard deviation: ((1-p))/p = 369.9

UCL

LCL
0.9973 0.99730.99730.0027


 Geometric distribution

Geometric Distribution
(X 0.001)
3 Event prob.
2.5 0.0027
2
1.5
probability

1
0.5
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
(X 1000)


 Numerical values
Shewhart chart for mean (n=1)

single shift of mean:

 P(|X|>
3) ARL SRL

0 0.0027 370.4 369.9

1 0.022 43.9 43.4

2 0.15 6.3 5.3

3 0.5 2 1.4

 Scale in Statgraphics
Are our calculations wrong???

ARL Curve for X-bar

400
350
300
250
veragerunlength

200
150
100
50
A

0
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
Process mean


 Sample size and run lengths
increase of sample size + corresponding control limits:

– same in-control run length

– decrease of out-of-control run length


 Numerical values
Shewhart chart for mean (n=5)

single change of standard deviation ( -> c)

c P(|Xbar|>3 ARL SRL

1 0.0027 370.4 369.9

1.1 0.0064 156.6 156.1

1.2 0.012 80.5 80.0

1.3 0.021 47.6 47.0

1.4 0.032 31.1 30.6

1.5 0.046 22.0 21.4


 Runs rules and run lengths
• in-control run length: decreases (why?)

• out-of-control run length: decreases (why?)


 Performance Shewhart chart
•in-control run length OK

•out-of-control run length

– OK for shifts > 2 standard deviation group average

– Bad for shifts < 2 standard deviation group average

•extra run tests

– decrease in-control length

– decrease out-of-control length


 CUSUM Chart
plot cumulative sums of observation

change point


 CUSUM tabular form

assume

– data normally distributed with known 

– individual observations


i 
C  max 0, X i    0  K   C 
i 1 
C 
i  max 0,   0  K   Xi  C 
i 1 
 
C  C  0; alarm if max C , C
0 0  
i

i H

 Choice K and H

•K is reference value (allowance, slack value)

•C+ measures cumulative upward deviations of µ0+K

•C- measures cumulative downward deviations of µ0-K

•for fast detection of change process mean µ1 :

– K=½ |µ0- µ1|

•H=5 is good choice


 CUSUM V-mask form

UCL

CL

change point

LCL

 Drawbacks V-mask
• only for two-sided schemes

•headstart cannot be implemented

•range of arms V-mask unclear

• interpretation parameters (angle, ...) not well determined



 Rational subgroups and CUSUM
• extension to samples:

– replace  by /n
• contrary to Shewhart chart , CUSUM works best with
individuals


 Combination
•CUSUM charts appropriate for small shifts (<1.5)

•CUSUM charts are inferior to Shewhart charts for large

shifts(>1.5)

•use both charts simultaneously with ±3.5 control limits

for Shewhart chart


 Headstart (Fast Initial Response)

•increase detection power by restart process

•esp. useful when process mean at restart is not equal at target

value

•set C+0 and C-0 to non-zero value (often H/2 )

•if process equals target value µ 0 is, then CUSUMs quickly return
to 0

•if process mean does not equal target value µ 0, then faster
alarm


 CUSUM for variability

•define Yi = (Xi-µ0)/  (standardise)

•define Vi = (|Yi|-0.822)/0.349

•CUSUMs for variability are:


i 
S  max 0,Vi  K /   S 
i 1 
S 
i  max 0, K /   V i S 
i 1 
 
S  S  0; alarm if max S , S
0 0  
i

i H

 Exponentially Weighted Moving Average chart

• good alternative for Shewhart charts in case of small

shifts of mean
• performs almost as good as CUSUM
• mostly used for individual observations (like CUSUM)
• is rather insensitive to non-normality



 EWMA Chart for Col_1
11.4
UCL = 11.00
11 CTR = 10.00
10.6 LCL = 9.00
EWMA

10.2
9.8
9.4
9
0 3 6 9 12 15
Observation


 Why control charts for attribute data
•to view process/product across several characteristics

•for characteristics that are logically defined on a classification

scale of measure

N.B. Use variable charts whenever possible!


 Control charts for attributes

Attributes are characteristics which have a

countable number of possible outcomes.
Three widely used control charts for attributes:
• p-chart: fraction non-conforming items
• c-chart: number of non-conforming items
• u-chart: number of non-conforming items per unit

For attributes one chart only suffices (why?).


 p-chart

Number of nonconforming products is binomially

distributed
n x
P{D  x}    p 1  p 
n x
x  0,1,..., n
 x

D
sample fraction of nonconforming:pˆ 
n
p (1  p )
mean:   p ˆ 
2
variance pˆ

 n
 p-chart
m mn
i 1
 i 1
p
i  pˆ D
i
average of sample fractions: m m

Fraction Nonconforming Control Chart:

p 1  p 
UCL  p  3
n
CL  p
p 1  p 
LCL  p  3
n


 Assumptions for p chart

• item is defect or not defect (conforming or non-conforming)

• each experiment consists of n repeated trials/units

• probability p of non-conformance is constant

• trials are independent of each other


 c-chart
•Counts the number of non-conformities in sample.

•Each non-conforming item contains at least one non-

conformity (cf. p chart).

•Each sample must have comparable opportunities for non-

conformities

•Based on Poisson distribution:

c k
Prob(# nonconf. = k) = e c
k!


 c-chart
Poisson distribution: mean=c and variance=c

Control Limits for Nonconformities:

UCL  c  3 c
CL  c
LCL  c  3 c

is caverage number of nonconformities in sample


 u-chart
monitors number of non-conformities per unit.

c •n is number of inspected units per

u sample
n
• c is total number of non-
conformities u
UCL  u  3
n
Control Chart for
Average Number of CL  u
Non-conformities Per u
Unit: LCL  u  3
n


 Moving Range Chart
use when sample size is 1
indication of spread: moving range

Situations:
automated inspection of all units
low production rate
expensive measurements
repeated measurements differ only because of laboratory error


 Moving Range Chart
calculation of moving range:
MRi  xi  xi 1
individual moving
measuremen range
ts
MR
UCL  x  3 UCL  D4 MR
d2
CL  MR
CL  x
LCL  D3 MR
MR
LCL  x  3
d2
d2, D3 and D4 are constants depending number of observations


 Example:
Viscosity of Aircraft Primer Paint

Batch Viscosity MR Batch Viscosity MR

1 33.75 9 33.49 0.22

2 33.05 0.70 10 33.20 0.29

3 34.00 0.95 11 33.62 0.42

4 33.81 0.19 12 33.00 0.62

5 33.46 0.35 13 33.54 0.54

6 34.02 0.56 14 33.12 0.42

7 33.68 0.34 15 33.82 0.72

8 33.27 0.41
x  33.52 MR  0.48


 Viscosity of Aircraft Primer Paint
since a moving range is calculated of n=2 observations, d2=1.128,
D3=0 and D4=3.267

CC for individuals CC for moving range

0.48
UCL  33.52  3   34.80 UCL  3.267  0.48  1.57
1.128
CL  0.48
CL  33.52
LCL  0  0.48  0
0.48
LCL  33.52  3   32.24
1.128


 Viscosity of Aircraft Primer Paint
35
34.5
34
X 33.5
33
32.5
32
0 3 6 9 12 15
1.6
U
C
1.2
L

MR 0.8

0.4

0
0
 3 6 9 12 15

 Tool wear chart
known trend is removed (regression)

trend is allowed until maximum

slanted control limits

USL
UCL
reset

LCL
LSL



 Pitfalls
bad measurement system

bad subgrouping

autocorrelation

wrong quality characteristic

pattern analysis on individuals/moving range

too many run tests

too low detection power (ARL)

control chart is not appropriate tool (small ppms, incidents, ...)

confuse standard deviation of mean with individual

