Page 390 - Six Sigma Advanced Tools for Black Belts and Master Black Belts
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OTE/SPH
 OTE/SPH
          August 31, 2006
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                         3:8
 JWBK119-24
                                   Fast Initial Response                     375
      V-mask scheme, one may think of using (0, FIR) as the first point to be plotted in the
                                       +
      chart and the next point being CUSUM = y 1 + FIR. This is only equivalent to shifting
                                       1
      the CUSUM plot by a magnitude given by the FIR. Thus, in using this approach, we
                                        +
      can detect a signal only when CUSUM exceeds h + k, which is precisely equivalent
                                        1
      to not implementing an FIR. By analogy, the FIR value must be added only to the first
      process observation and the point at the origin (0,0) still represents a point that must
      be within the arms of the mask when the process is in control. Thus in implementing
      the FIR feature under the V-mask scheme, it is only the first CUSUM value that is
      altered, that is, by adding or subtracting the FIR value. This means that for a two-
      sided monitoring scheme we must calculate the following CUSUMs:
                   ⎧
                           0,       i = 0,
                   ⎪
                        y 1 + FIR,  i = 1,
                   ⎪
                   ⎨
               +
        CUSUM =       i                                                    (24.5)
               i

                        y i + FIR,  i > 1,
                   ⎪
                   ⎪
                   ⎩
                     j=1
      and
                   ⎧
                          0,        i = 0,
                   ⎪
                       y 1 − FIR,   i = 1,
                   ⎪
                   ⎨
               −
        CUSUM =       i                                                    (24.6)
               i

                        y i −FIR,   i > 1.
                   ⎪
                   ⎪
                   ⎩
                     j=1
      Since equation (24.5), which adds the FIR value to the first observation, is meant to
      rapidly detect a process mean above the target value, we must use the lower arm of
                         +
      the mask for CUSUM . Similarly, for CUSUM , we must use the upper portion of the
                                              −
                         i                    i
      mask.
      24.2.2.1 Numerical Illustration
      Here, by way illustration, the one-side CUSUM example given by Lucas and Crosier 11
      is replicated. Table 24.1 gives the initially-out-of-control case, in which the mean of
      the observations is 1.36 while the desired mean is zero.
        Using the data in Table 24.1, we detected the out-of-control condition at time i =
      7 when the tabular CUSUM value (k = 0.5) exceeded the decision interval, h = 5.
      Similarly, at i = 7, the V-mask CUSUM depicts points that lie outside the mask arms
      (see Figure 24.3).
        On the other hand, by using the FIR feature, one can expect a speedier detection of
      change when the process starts in an out-of-control state. For the data in Table 24.1,
      the tabular FIR CUSUM detects the out-of-control condition one time period earlier
      (i.e. at i = 3). This tabular FIR CUSUM can also be represented in V-mask form using
      equations (24.5) and (24.6). Both the tabular and the V-mask form of the FIR CUSUM
      are displayed in Figure 24.4. In both FIR schemes, we use the control chart parameters
      given by Lucas and Crosier: 11  h = 5.0, k = 0.5, and the recommended FIR value of
      h/2 = 2.5.
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