-Economic design of variable trying size and control limit Hotellings command chart utilizing a Markov concatenation attack. Abstract control chart is one of the most applicable multivariate control charts used to supervise procedures with more than one correlative quality feature. It is implemented merely but detects little or moderate displacements in procedure average vector easy. Recent surveies have shown that control chart with variable sample size and control bound when sampling intervals are fixed ( VSSC ) , eliminates this defect. In this paper, we design VSSC control chart in economically manner when mean vector and variance-covariance matrix of procedure quality features are unknown. A Markov concatenation attack is used to ease developing cost theoretical account and familial algorithms are used to happen optimum design parametric quantities.

Keywords: VSSC command chart, Multivariate control charts, Economic design, Markov concatenation attack, Genetic algorithms.

1. Literature reappraisal

Control charts proposed by Shewhart for the first clip in 1924, are used to supervise procedures to observe any alteration may do to diminish the quality of the procedure. Quality of the procedures is characterized by random variable ( s ) called quality features. In many applications, quality of procedure is characterized by a individual random variable called quality feature but some instances occur that procedure is characterize by more than one quality feature that are normally correlated and jointly distributed. Controling each of these quality features independently utilizing a univariate control chart to each one consequences in a incorrect solution ( Chou, Chen, Liu & A ; Huang ( 2003 ) ) . Consequently, multivariate control charts have been proposed to look into this issue. There are a figure of processs in multivariate instance to supervise average vector of the procedures. Among these processs, Hotelling ‘s chart is likely the most good known manner proposed by Hotelling ( 1947 ) . command chart is implemented merely but it is slow in observing little or moderate procedure displacements.

The sample size, the trying interval, and the action bound ( s ) are three design parametric quantities must be determined in every control charts. Duncan ( 1956 ) proposed the first economic theoretical account to find three design parametric quantities of Shewhart control chart. Duncan ‘s theoretical account is composed of

cost elements such as sampling and review cost, false dismay cost, cost of placing and rectifying conveyable cause, and production cost for the intent of sing major costs occur during commanding period. Then, the design parametric quantities are determined in order to minimise the cost map.

In order to better the public presentation of original control chart, many research workers proposed utilizing of variable design parametric quantities. Aparisi developed the work of Reynolds et Al ( 1988 ) , Tagaras ( 1998 ) , Prabhu et Al ( 1994 ) and Costa ( 1997 ) which is around utilizing adaptative design parametric quantities for control chart, and designed variable trying size ( VSS ) , variable trying interval ( VSI ) , and variable sampling size and trying interval ( VSSI ) charts in statistically manner ( see Aparisi ( 1996 ) , Aparisi and Haro ( 2001 ) , Aparisi and Haro ( 2003 ) ) . They indicated that these charts are faster than traditional chart in sensing of little or moderate alterations in procedure average vector. Chen and Hsieh ( 2007 ) proposed charts with variable sample size and control bounds ( VSSC ) in which the waiting clip between consecutive samples are fixed. They show that VSSC command chart obtains a great and consistent betterment on fixed trying rate charts and performs excellent in observing really little average displacements in compared to and command charts.

In the instance of economic design of control charts, Chou et Al ( 2006 ) developed the economic design of control chart and showed this process identifies most displacements in procedure, faster than the conventional charts. Chen ( 2007 ) used a Markov concatenation attack to plan and command charts and concluded that both of them can be more efficient than FSR control strategy in footings of the Loss. Reviewing literature, we can non happen economic design of chart with variable trying size and control bounds ( VSSC ) .

In this paper, we develop an economic design of control chart based on Markov concatenation attack and present expressions to cipher it ‘s warning bounds. Via the familial algorithms searching technique, the optimum design parametric quantities of this theoretical account can be found. In the following subdivision, VSSC control chart is described wholly. The extension of cost theoretical account is formulated in subdivision 3. Sensitivity analysis with numerical illustration and eventually, reasoning comments are presented in subdivisions 4 and 5, severally.

2. Introduction of VSSC control chart

Suppose that be random vectors, each stand foring sample average vector of P related quality features followed a p-variate normal distribution with average vector and variance-covariance matrix. When i-th sample of size N is taken at every sampling point, we calculate the undermentioned statistic,

and compare it with upper control bound ( or action bound ) denotes by which can be specified by the percentile point of a chi-square distribution with grade of freedom. However, in most instances the values of and are unknown, and must be estimated by sample average vector and sample variance-covariance matrix of initial random samples prior to online procedure monitoring. In this instance, new statistic Idaho denoted by is estimated by,

And action bound used to supervise future random vectors, is given by Alt ( 1984 ) as,

where is the percentile point of F distribution with and grades of freedom. and are calculated by,

Traditional Hotelling ‘s chart works with a fixed sample of size drawn every hours from procedure, and statistic is plotted on a control chart with as the action bound. The chart is a alteration of traditional chart. Let stipulate as minimal sample size, big warning and action bounds, and stipulate as maximal sample size, little warning and action bounds, severally, such that while maintaining trying interval fixed at. The warning and action bounds divide chart to three parts as shown in table 1.

Table 1 Three part in chart

The determination to utilize maximal or minimal sample size for i-th depends on place of the ( i-1 ) -th sample point on the control chart, and as follows,

As seen in Chen ( 2007 ) , during the in-control period, it is assumed that the size of samples are chosen at random between two values when the procedure starts or after a false dismay. Small size is selected with chance of, whereas big sample size is selected with chance of, where is the conditional chance of a sample point falling in the safe part, given that it did non fall in the action part and calculates as follows,

## 3. Development of cost theoretical account

To simplify the mathematical computation for developing cost map, we foremost make a figure of premises.

## 3.1. Model premises

The P quality features monitored by the VSSC control chart are jointly distributed by a multivariate normal distribution with average vector and covariance matrix.

The average vector and variance-covariance matrix of procedure are unknown and is estimated by informations from trying.

The procedure starts with an in-control province but after a random clip which follows an exponential distribution with a mean of hours, it will be disturbed by an conveyable cause that causes a fixed displacement in the procedure average vector.

The procedure after the displacement remains out-of-control until the conveyable cause is eliminated.

The procedure is stopped if the chart produces a signal ( i.e. ) and so a hunt starts to happen the conveyable cause and adjust the procedure.

## 3.2. The cost map

To plan the VSSC control chart in economically manner, we define a cost map and so, search the optimum design parametric quantities for minimising the cost map over a production rhythm. The production rhythm length as shown in Fig. 1, is composed of four clip intervals of in-control period, seeking period due to false dismaies, out of control period, and the clip period for observing and mending the conveyable cause. Once the expected rhythm length is determined, the cost over the production rhythm can be converted to the index “ long tally expected cost per hr ” ( Ross 1970 ) . Here, we illustrate these four clip constituents.

Fig. 1 Production rhythm considered in the cost theoretical account

In figure 1, is the mean length of in-control period and as assumed before, is tantamount to. is amount of the expected sum of times loses due to seeking for the conveyable cause after false dismaies. is denoted as the expected length of out-of-control period, that is the continuance lasts the clip the procedure average displacements till the clip that chart signals. In statistical procedure control, this mean clip is called the adjusted mean clip to signal ( AATS ) , and is a step uses to compare the efficiencies of different adaptative control chart. We apply a basic expression in Markov concatenation attack proposed by Cinlar ( 1975 ) to cipher and.

Let stand for the mean clip from the rhythm start to the clip the chart produces a signal after the procedure displacement. Then,

In Eq. ( 8 ) , G is the mean clip needed to take a sample, analysing informations and plotting statistic on the chart, and is the mean sample size when the procedure operates in out of control province, and is given by,

where, harmonizing to Chen ( 2007 ) , is the mean figure of sample point plotted in the safe part when the procedure is out of control and current sample point belongs to safe part. so,

is the mean figure of sample point plotted in the warning part when the procedure is out of control and current sample point belongs to warning part. so,

is the mean figure of sample point plotted in the warning part when the procedure is out of control and current sample point belongs to safe part. so,

is the mean figure of sample point plotted in the safe part when the procedure is out of control and current sample point belongs to warning part. so,

is the mean entire figure of sample point plotted in the chart from the clip the procedure average displacements to the clip the chart signals given that first sample point after average displacement belongs to safe part. so,

is the mean entire figure of sample point plotted in the chart from the clip the procedure average displacements to the clip the chart signals given that first sample point after average displacement belongs to warning part. so,

Where,

In above chances, and for obtain from Eq. ( 4 ) , and for denotes non-central F distribution with P and grades of freedom and non-centrality parametric quantity that is calculated by. shaping, leads to, where is the Mahalanobis distance that is a step of alteration in procedure average vector.

At each trying point during the period, depending on the position of the procedure ( in or out-of-control ) and the place of on the chart, one of the five transient provinces listed in Table 2 occurs.

Table 2 The provinces of the Markov concatenation

The passage chance matrix is given by,

where is the passage chance that is the anterior province and is the current province. These ‘s can be mathematically expressed as follows:

where,

Here, for denotes the F distribution map with P and grades of freedom, and for denotes the non-central F distribution map with P and grades of freedom and non-centrality parametric quantity.

In recent chances, for is calculated by Eq. ( 3 ) . Here, we try to happen a manner to cipher warning bounds. Aparisi and Haro ( 2003 ) indicated that to compare the FSR control chart with the variable trying strategy of chart, we must carry through the demand that the mean sample size when will be. In this manner we guarantee that both charts are tantamount when the procedure is in-control. Eq. ( 17 ) shows this,

by widening this equation we obtain,

replacing Eq. ( 6 ) and ( 7 ) in Eq. ( 18 ) leads to,

because, so,

and eventually, work outing for consequence in,

widening Eq. ( 6 ) leads to following expression,

because, and by work outing for, we conclude that,

Once the passage chance matrix is identified, harmonizing to expression proposed by Cinlar ( 1975 ) , the mean figure of passages in each transient province before the chart bring forth a true signal is tantamount to, where is the vector of get downing chance such that ; I is the individuality matrix of order 5 ; Q is the passage matrix where the elements associated with the absorbing province have been deleted. Finally, M is the merchandise of the mean figure of passages in each transient province and the corresponding sampling intervals. Therefore,

Where T is the vector of the sampling intervals matching to the five transient provinces used for following sampling. Here we set the vectors and because we suppose the procedure is in-control at the start of production rhythm and we use little or big sample size at random.

If one defines as the mean sum of clip wasted to seek for the conveyable cause when the procedure is in-control, and be the expected figure of false dismaies per rhythm, so,

where. Hence, the expected length of seeking period due to false dismay is given by

Let be the clip to detect and take the conveyable cause after a true signal of the chart. Then, .

Aggregating the predating four clip intervals, the expected length of a production rhythm would be expressed by

Besides, if one defines, the mean hunt cost we incur due to a false dismay ; , the mean cost to happen and take the conveyable cause ; , the hourly cost occurs when the procedure is runing in out of control province ; , fixed cost of trying per sample ; , variable cost of trying per unit sampled, so the expected cost during a production rhythm is given by,

where and are the mean Numberss of samples drawn during in-control and out of control period, severally, and they are given by,

where and. Finally, the expected cost per clip ECT is given by,

## 4. A numerical illustration and solution process

The numerical illustration we use in this subdivision, is a alteration of Lin et Al. ( 2008 ) . Suppose that a production procedure is monitored by the VSSC control chart. The cost and procedure parametric quantities are as follows,

Table 3 Cost and procedure parametric quantities for numerical illustration

The cost theoretical account given by Eq. ( 29 ) has some specification abbreviated as follows:

It is a nonlinear theoretical account and is a map of assorted continuous-discrete determination variable

The solution infinite is a discontinuous non-convex infinite

Therefore, utilizing nonlinear scheduling techniques for optimising this theoretical account is a clip consuming and inefficient work. Hence, we decide to utilize familial algorithms with MATLAB package to obtain the optimum values of that minimize ECT.

The familial algorithm ( GA ) introduced by Holland ( 1975 ) , is based on the construct of natural genetic sciences and is a random optimisation hunt technique. Some advantages of GA are as follows:

1. GA uses the fittingness map and the stochastic constructs ( non deterministic regulation ) to seek for optimum solution. Therefore the GA can be applied for many sorts of optimisation jobs.

2. Mutant and crossing over techniques in the GA avoid caparison in the local optimum.

3. The GA is able to seek for many possible solutions at the same clip. Hence, it can obtain the planetary optimum solution expeditiously.

We apply the solution process used in Lin et Al ( 2008 ) to our illustration as follows:

Measure 1. Low-level formatting. Thirty initial solutions that satisfy the restraint status of each trial parametric quantity are indiscriminately produced. The restraint status for each design parametric quantity is set as follows:

Measure 2. Evaluation. The fittingness of each solution is evaluated by ciphering the value of fitness map. The fittingness map for our illustration is the cost map in Eq. ( 29 ) .

Measure 3. Choice. The subsisters ( i.e. , 30 solutions ) are selected for the following coevals harmonizing to the better fittingness of chromosomes. ( In the first coevals, the chromosome with the highest cost is replaced by the chromosome with the lowest cost. )

Measure 4. Crossover. A brace of subsisters ( from the 30 solutions ) are selected indiscriminately as the parents used for crossing over operations to bring forth new chromosomes ( or kids ) for the following coevals. In this illustration, we apply the arithmetical crossing over method with crossing over rate 0.3 as follows,

where is the first new chromosome, is the 2nd new chromosome, and R and M are the parents chromosomes. If 30 parents are indiscriminately selected, so there are 60 kids that will be produced. Therefore, the population size additions to 90 ( i.e. , 30 parents + 60 kids ) in this measure.

Measure 5. Mutant. Suppose that the mutant rate is 0.1. In this illustration, we use non-uniform method to transport out the mutant operation. Since we have 90 solutions, we can randomly choice 9 chromosomes ( i.e. , ) to mutate some parametric quantities ( or cistrons ) .

Measure 6. Repeat Step 2 to Step 5 until the halting standard is found. In this illustration, we use ”50 coevalss ” as our halting standards.

By running MATLAB for different values of procedure mean displacement, we obtain the optimum solution to this illustration as shown in Tables 4 and 5,

Table 4 Solutions of cost theoretical account for different magnitude of procedure average displacements in VSSC strategy

Table 5 Solution of cost theoretical account for different magnitude of procedure average displacements in FSR strategy

## 5. Sensitivity analysis

In this subdivision, a sensitiveness analysis is conducted to analyze the consequence of theoretical account parametric quantities on the solution of economic design of the VSSC chart. The sensitiveness analysis is carried out utilizing orthogonal-array experimental design and multiple arrested development, in which the theoretical account parametric quantities are considered as the independent variables and the seven trial parametric quantities every bit good as the mean cost per clip ( ECT ) , adjusted mean clip to signal ( AATS ) , false dismaies ( FA ) and mean figure of samples drawn from procedure in out-of-control period are treated as the dependent variables.

Eleven independent variables ( i.e. , the procedure, clip and cost parametric quantities ) considered in the sensitiveness analysis and their corresponding degree planning are shown in Table 6. The L27 extraneous array is employed and the 11 independent variables are so assigned to the columns of the L27 array, as shown in Table 7. In the L27 extraneous array experiment, there are 27 tests ( i.e. , 27 different degree combinations of the independent variables ) . For each test, the GA is applied to bring forth the optimum solution of the economic design. The end product of the GA for each test is besides recorded in Table 8.

Table 6 Different degrees of theoretical account and cost parametric quantities

Table 7 Experimental layout of the L27 array

Table 8 The optimum solution of the economic design of the control chart for each test

To analyze the consequence of cost and procedure parametric quantities on the solution of economic design of VSSC chart, based on the informations in Table 8, the statistical package Minitab is used to run the arrested development analysis for each dependant variable. The end product of Minitab includes an ANOVA tabular array for arrested development and a tabular array of arrested development coefficients, demoing the corresponding information about statistical hypothesis testing.

Fig. 2 Minitab end product for little sample size

Fig. 3 Minitab end product for big sample size

ANOVA tabular array in Fig. 2 and 3 show that there are at least one procedure or cost parametric quantities that significantly affect the values of little and big sample size. From the tabular arraies of arrested development coefficients, we find that the sum of procedure mean displacement significantly affect the values of little and big sample size. The mark of the coefficient of I? in Fig. 2 is positive and in Fig. 3 is negative, bespeaking that a larger magnitude of procedure mean displacement by and large increases the little sample size and decreases the big sample size.

Fig. 4 Minitab end product for trying interval

Fig. 4 is the Minitab end product for the sampling interval. From the tabular array of coefficients, it may be seen that the sampling interval is influenced by the mean cost of seeking for conveyable cause due to a false dismay, the hourly cost occurs when the procedure is runing in out-of-control province, fixed cost of trying per sample, variable cost of trying per unit sampled, mean length of in-control period, and magnitude of procedure average displacement. A larger sum of and do to increase trying interval, and a larger sum of and cut down trying interval.

Fig. 5 Minitab end product for big warning bound

Fig. 5 and 6 are the Minitab end product for the little and big warning bounds, severally. Based on the tabular array of coefficients, it is noted that a higher variable cost per unit sampled will cut down the sum of. On the other manus, if figure of quality features additions, magnitude of both and addition.

Fig. 6 Minitab end product for little warning bound

Fig. 7 is the Minitab end product for the big action bound. It can be ignored because the value of R-Square is non big plenty to back up this arrested development analysis.

Fig. 7 Minitab end product for big action bound

Fig. 8 is the Minitab end product for the big action bound. As shown in coefficient tabular array, variable cost of trying per units sampled, and figure of quality features ( P ) influence the big action bounds. The larger p consequences in wider, and the if the sum of additions the value of will lessenings.

Fig. 8 Minitab end product for little action bound

Fig. 9 is the Minitab end product for the optimum value of cost map ( ECT ) . Harmonizing to the tabular array of coefficients, the value of ECT is affected significantly by two cost parametric quantities and three procedure parametric quantities ( i.e. , ) . A larger displacement magnitude in procedure mean, a longest T2 continuance consequences in the lower value of ECT. Meanwhile, increasing in values of and leads to increasing in value of ECT.

Fig. 9 Minitab end product for optimum value of cost map

Fig. 10 is the Minitab end product for the adjusted mean clip to signal, AATS. Based on the tabular array of coefficients, it is noted that a higher hourly cost of runing procedure in out of control province, and a larger magnitude of average displacement leads to a lower AATS.

Fig.11 is the Minitab end product for the mean figure of false dismaies during a production rhythm, FA. seeing the tabular array of coefficients, we find if cost of seeking due to a false dismay, fixes cost of trying per sample, mean length of in-control period, and sum of average displacement addition, so the mean figure of false dismaies will cut down.

Fig. 12 is the Minitab end product for the figure of samples drawn when the procedure operates in out of control province. By analyzing coefficients table, we find that the displacement magnitude of procedure mean significantly affect the value of. It is noticed that the mark of the coefficient of is negative, bespeaking that a larger displacement magnitude in procedure mean by and large reduces the.

Fig. 10 Minitab end product for adjusted mean clip to signal

Fig. 11 Minitab end product for mean figure of false dismaies

Fig. 12 Minitab end product for mean figure samples drawn during out of control period

## 6. Reasoning comments

In this paper, we develop the economic design of the VSSC control chart which has been shown to give betterment of the traditional control chart on the velocity of observing little alterations in the procedure average vector. The premise that the happening times of the conveyable cause are exponentially distributed, allows the application of the Markov concatenation attack to the cost theoretical account. Using the GA ‘s to the cost theoretical account, the design parametric quantities would be optimally determined in footings of the minimisation of expected hourly cost. The optimally determined design parametric quantities might be affected due to misspecification of procedure parametric quantities or cost parametric quantities. As a consequence, a sensitiveness analysis based on extraneous array experiment and multiple additive arrested development analysis is made. The consequences are as follows:

A larger alterations in the procedure average vector cause to increase value of little sample size and trying interval. Furthermore, it tends to bring forth a lower expected cost per clip and big sample size, and cause to faster sensing of out of control province and lower figure of false dismaies.

The warning bounds and little action bound tend to be big when the figure of quality features to be monitored is big.

A longer clip spent on designation and riddance of an conveyable cause leads to a lower expected cost per clip.

Increase of cost of seeking due to false dismaies cause the sampling interval be longer, but consequences in the mean figure of false dismaies lessening.

If cost of the hourly cost of runing the procedure in out of control province enlarges, trying interval trunkss and average displacement is detected faster. On the other manus, expected cost per hr additions.