Change-point detection for shifts in control charts using fuzzy shift change-point algorithms

Kang Ping Lu, Shao-Tung Chang, Miin Shen Yang

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

Knowing the real time of changes, called change-point, in a process is essential for quickly identifying and removing special causes. Many change-point methods in statistical process control assume the distribution and the in-control parameters of the process known, however, they are rarely known accurately. Small errors accompanied with estimated parameters may lead to unfavorable change-point estimates. In this paper, a new method, called fuzzy shift change-point algorithm, which does not require the knowledge of the distribution nor the parameter of the process, is proposed to detect change-points for shifts in process mean. The fuzzy c-partition concept is embedded into change-point formulation in which any possible collection of change-points is considered as a partitioning of data with a fuzzy membership. These memberships are then transferred into the pseudo memberships of observations belonging to each individual cluster, so the fuzzy c-means clustering can be used to obtain the estimates for shifts. Subsequently, the fuzzy c-means algorithm is used again to obtain new iterates of change-point collection memberships by minimizing an objective function concerning the deviations between observations and the corresponding cluster means. The proposed algorithm is nonparametric and applicable to normal and non-normal processes in both phase I and II. The performance of the proposed fuzzy shift change-point algorithm is discussed in comparison with powerful statistical methods through extensive simulation studies. The results demonstrate the superiority and usefulness of our proposed method.

Original languageEnglish
Pages (from-to)12-27
Number of pages16
JournalComputers and Industrial Engineering
Volume93
DOIs
Publication statusPublished - 2016 Mar 1

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Statistical process control
Statistical methods
Control charts

Keywords

  • Change-point
  • Control chart
  • Fuzzy clustering
  • Fuzzy sets
  • Fuzzy shift change-point algorithm

ASJC Scopus subject areas

  • Computer Science(all)
  • Engineering(all)

Cite this

Change-point detection for shifts in control charts using fuzzy shift change-point algorithms. / Lu, Kang Ping; Chang, Shao-Tung; Yang, Miin Shen.

In: Computers and Industrial Engineering, Vol. 93, 01.03.2016, p. 12-27.

Research output: Contribution to journalArticle

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