McMaster University

Graduate Program in Statistics



STATISTICS SEMINAR



SPEAKER:
Yongmin Yu,
Department of Mathematics and Statistics
McMaster University
Date :Wednesday February 27, 2002.
Time : 3:30pm
Address Burke Science Building
Room: 138
TITLE:
CUSCORE Charts for Detecting Sine Wave Signals in an Autocorrelated Process
ABSTRACT:
CUSUM control charts are widely used in many industries to monitor processes with the objective of improving process quality and productivity. However CUSUM charts are only efficient for detecting step changes in a process parameter such as the mean. When periodic special causes are present, such as when harmonic cycling about the target occurs, CUSCORE charts outperform the CUSUMs for detecting this kind of signals. Actually CUSUMs are special cases of CUSCOREs. In practical use, to judge when to declare an out-of-control state, the decision interval CUSUM (DI CUSUM) is widely used. We developed a decision interval CUSCORE (DI CUSCORE) as an extension of the DI CUSUM and apply it to both independent and autocorrelated processes. Our simulations are related to the frequency and phase angle of the sine wave signal as well as the autocorrelation parameters. We use Fourier analysis and maximum likelihood methods to estimate these values. This work is motivated by data from the lumber industry, related to thicknesses of logs in a sawing process. These data sets have the feature that they are highly autocorrelated and show some periodic special causes that can be modelled by sine wave signals. The problem seems well suited for the development and application of CUSCORE charts.

The talk is based on joint work with Roman Viveros.

About the Speaker
Yongmin Yu is presently a PhD student, Department of Mathematics and Statistics, McMaster University. He holds a Bachelor degree in Physics from Fudan University (China), and Master and PhD degrees in Physics from University of Rhode Island (USA). He also holds a Master degree in Statistics from McMaster University. Yongmin Yu is interested in statistical process control and its applications, and in environmental statistics.
References


Department of Mathematics and Statistics
Graduate Program in Statistics

This page is maintained by Angelo Canty,
Last updated on February 27, 2002