Mod 4

CHEE 209 - Fall 2008 K.
McAuley
Statistical Process Control
Charts
Module 4
CHEE 209 - Fall 2008 K. McAuley 2
Goal
Monitor behaviour of process using measurements,
to determine if operation is statistically stable
stable
properties not changing in time
Mean
Variance
Stable operation doesnt guarantee on-target
operation
Approach
A graphical form of hypothesis test

Calculate a test statistic, and compare to limits at a desired
confidence level
Limits reflect background variability in process
common cause variation
If a significant point is detected (hypothesis that nothing has
changed is rejected), examine process and look for assignable
causes
special cause variation
Calculations are very simple because charts were designed
before the computer age
X-bar and R Charts

sample
number
(or time)
UCL
centre-
line
LCL
*
*
*
*
*
*
*
significant change?
look for
assignable cause
Note: Values required to calculate control limits are
in Appendix of text
X-Bar Charts
X-bar charts are used for testing stability of the mean
operation
calculate averages from samples of size n taken at
each time step
centre-line - determined from either
target or specification value
average of sample averages for data set collected when
process was operating normally
X
N
X
j
j
N
=

=
1
1
X-bar Charts
Control Limits - determined using the average range during
normal operation, which is a reflection of usual process
variability

Control limits:

Because

=
=
N
j
j
R
N
R
1
1
centre line A R with A
d n
=
3
2 2
2
n
2
d
R 3
line centre
2
d
R
~ o
Also
R-Charts
Monitor range to determine whether variability is stable.
Range provides an indication of dispersion, and is easy
to calculate.

calculate range at regular intervals from samples of n
elements
plot on chart with centre line and control limits
centre line - from reference data set, computed as
average of observed sample ranges

R
N
R
j
j
N
=

=
1
1
R-Charts
control limits - determined by looking at sampling
properties of range computed from observations
control chart limits:

these limits are at the 99.7% confidence level (3-sigma
limits for range)

D
3
and D
4
values are also in Appendix
UCL D R
LCL D R
=
=
4
3
Moving Range Charts
How can we measure dispersion when we collect only one data
point per sample?

Answer - using the moving range - difference between adjacent
sample values:

Use this approach to -
obtain measure of dispersion for x-bar chart limits
monitor consistency of variation in the process - MR-
chart
MR X X
j j
=

1
Using Moving Ranges for X-bar Limits
Calculate average moving range from reference data set:

Convert AMR into an estimate for the standard deviation using the
constant d
2
for n=2 sample points:

centre-line - use either a target value, or the average of the
samples in the reference data set

AMR M R
N
X X
j j
j
N
= =

=
1
1
1
2
centre line
M R

3
1 128 .
Monitoring Dispersion with Moving Ranges
Use MR to monitor variability if you are only collecting one point per
sample:
use average moving range from the reference data set
as the centre line
chart limits are -
upper limit = D
4
AMR
lower limit = D
3
AMR
Tuning the SPC Chart
The control limits and stopping rules influence:

false alarm rates
type I error from hypothesis testing
failure-to-detect rates
type II error from hypothesis testing

When the number of data points per sample is fixed,
there is a trade-off between false alarm and failure to
detect rates.
Stopping Rules for Shewhart Charts
Simplest stopping rule -
alarm and stop when one of the measured characteristics
exceeds the upper or lower control limit
look for assignable causes
false alarm rate - o - type I error probability
failure to detect rate - | - type II error probability

We can conduct numerical simulation experiments (Monte Carlo
simulations) to identify -
how long, on average, it takes to detect a shift of a
certain size after it has occurred
how long, on average, it takes before we receive a false
alarm when no shift has occurred
Stopping Rules
Simple stopping rules may lead to unacceptable false alarm rates,
or failure to detect modest shifts

We can modify the rules to address these short-comings - for
example, look for:
consecutive points above or below a reference line
(e.g., two standard devns.)
cyclic patterns
linear trends
One such set of guidelines are known as the Western Electric
Stopping Rules.
Western Electric Stopping Rules
1) Stop if 2 out of 3 consecutive points are on the same side of the
centre line, and more than 2 std. devns from certain (warning lines)

2o
*
*
*
*
upper control limit
centre line
X
2) 4 out of 5 consecutive points lie on one side of the centre line,
and are more than 1 standard devn from the centre line

1
o
X *
*
*
*
upper control limit
centre line
*
*
*
*
3) 8 consecutive points occurring on one side of the centre line
*
*
*
*
upper control limit
centre line
*
*
*
*
*
Stop if one of the following Trend Patterns occur:

*
*
*
*
upper control limit
centre line
*
*
*
*
7 consecutive rising points
(or falling points)
Trend Patterns -
cyclic patterns - cycling about the centre-line
periodic influence present in process?
clustering pattern near centre-line
sudden decrease in variance?
clustering near the control limits -
near the high limit
near the low limit
suggests two populations present in data, e.g., effect of
two processing paths, two types of feed, day vs. night
shift?
EWMA charts Why do we use them?
Shewhart Charts assume process is

assume common-cause variation at one sample time is
independent of the variation at another time
But what if it isnt independent from one sample time to next
sample time, as in many continuous chemical processes?
obtain misleading indication of process variance
mean and/or variance may appear to wander when in
fact they havent changed
c +
mean normally distributed
random noise with zero mean,
constant variance
Why do we need EWMA-type charts?
EWMA type charts account for possible dependencies between the
random components (common cause variation) in the data, and
are thus more representative.

Causes of time dependencies in the common cause variation -
inertia of process - fluctuations enter process and work
their way through the process
e.g., fluctuations entering a waffle-batter mixing tank
drifting in sensors
e.g., small drifts in analytical equipment between
recalibration
EWMA Charts
Exponentially Weighted Moving Average

Use a moving average which weights recent values more heavily
than older values
memory is adjustable via the weighting factor

Exponentially Weighted Moving Average

The x values can be averages or individual measurements

target E
E x E
t t t
=
+ =

0
1
) 1 (

weighting factor
Properties of EWMAs
To see exponential weighting, consider

Common values for weighting are

however the weighting factor can be any value between 0 and 1.

Large weighting factor = short memory.

E x x x x
for
E x x x x
t t t t t
t t t t t
= + + + +
=
= + + + +

( ) ( ) ( )
. ,
. . . .
1 1 1
0 3
0 3 0 21 0 15 0 1
1
2
2
3
3
1 2 3
K
K
0 1 0 3 . .
s s
Properties of EWMAs
For a charted characteristic,
Mean

Variance (as t becomes large)

where are properties of the characteristic being charted.
For example, if we are charting the sample average,

E E
t
{ }
=
Var E
t
( )
=

o

2
2
o ,
= =
X X
n
X
X
2
2 2
o
o o = =
EWMA Control Limits
Using the statistical properties
of the EWMAs, choose
control chart limits as:

sample standard devn. of process
=
=
with s
s
n
for charting sample averages
s
X
X
( ) | |
t 2
1 1
- 2
3s target

Process Capability
can be defined using concepts from Normal
distribution
Concept - compare specification limits to statistical
variation in process
apply to a process whose statistical characteristics are
stable
Question
does the range of inherent process variation lie within
the specification limits?
if specification limits are smaller, then we can expect to
have too many defects - values lying outside spec
limits
Process Capability
Specification limits
operate between lower specification limit (LSL) and
upper specification limit (USL)
Statistical variation
99.73% of values for Normal distribution are contained in
+/- 3o 99.73% of values lie in interval of width 6o
C
p
:
defined as

o
6
LSL USL
C
p

=
Process Capability
Interpretation
process capability < 1 implies that product specification
limits are smaller than the range of inherent variation
process is NOT CAPABLE of meeting specifications
C
p
value of 1.3 - 1.4 indicates process is capable of
meeting specifications a sufficiently large proportion of
time
Process Capability
Capability Index C
pk

previous definition of C
p
hopes that operation is on target
(mean = target value) so that specification interval and
statistical variation intervals are centred at same point
if mean operating point is closer to one of the
specification limits, we can expect more defects due to
statistical variation, and C
p
provides misleading
indication in this instance
solution - compare distance between mean and spec
limit to 3o, for each spec limit and select whichever is
smaller
Process Capability
Capability Index C
pk

definition

Example - measurements of top surface colour of 49
pancakes
sample average = 46.75
sample standard deviation s = 3.50
LSL = 43, USL = 53

)
`

=
o o
3
,
3
LSL x x USL
minimum C
pk
Process Capability
Example
indices:

Interpretation - current performance is unacceptable,
and process is not capable of meeting specifications.

36 . 0
)
) 50 . 3 ( 3
) 75 . 46 53 (
,
) 50 . 3 ( 3
) 43 75 . 46 (
min( )
3
,
3
min(
48 . 0
) 50 . 3 ( 6
) 43 53 (
6
=

=

=
=

=

=
o o
o
x USL LSL x
C
LSL USL
C
pk
p

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CHEE 209 - Fall 2008 K.

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