References of "Faraz, Alireza"
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See detailThe np- Control Charts with the Guaranteed In-Control Performance
Faraz, Alireza ULg; Heuchenne, Cédric ULg

E-print/Working paper (2016)

In this paper, we evaluate the in-control performance of np-control charts with estimated parameters. We then apply the bootstrap method to adjust the control charts’ limits to guarantee the desired in ... [more ▼]

In this paper, we evaluate the in-control performance of np-control charts with estimated parameters. We then apply the bootstrap method to adjust the control charts’ limits to guarantee the desired in-control average run length (ARL0) value in monitoring stage. The adjusted limits ensure that ARL0 would take a value greater than the desired value (say, B) with a certain specified probability, that is Pr⁡(ARL_0>B)=1-ρ. We finally provide users with tables which with practitioners do not need to do bootstrapping Phase I data set to obtain the control limit thresholds. [less ▲]

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See detailAn Exact Method for Designing Shewhart X ̅ and S2 Control Charts to Guarantee the In-Control Performance
Faraz, Alireza ULg; Heuchenne, Cédric ULg

in Journal of Quality Technology (2016)

The in-control performance of the Shewhart X ̅ and S2 control charts with estimated in-control parameters has been evaluated by a number of authors. Results indicate an unrealistically large amount of ... [more ▼]

The in-control performance of the Shewhart X ̅ and S2 control charts with estimated in-control parameters has been evaluated by a number of authors. Results indicate an unrealistically large amount of Phase I data is needed to have the desired in-control average run length (ARL) value in Phase II. To overcome this problem, it has been recommended that the control limits be adjusted based on a bootstrap method to guarantee that the in-control ARL is at least a specified value with a certain specified probability. In our paper we present simple formulas for the required control limits so that practitioners do not have to use the bootstrap method. An assumption of normality is required. The advantage of our proposed method is in its simplicity; there is no bootstrapping and the control chart constants do not depend on the Phase I sample data. [less ▲]

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See detailShewhart Control Charts with Guaranteed In-Control Performance
Faraz, Alireza ULg; Heuchenne, Cédric ULg; Woodall, W.H.

Conference (2015, July 08)

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See detailEvaluation of the Economic Statistical Design of the Multivariate T2 Control Chart with Multiple Variable Sampling Intervals Scheme: NSGA-II Approach
Faraz, Alireza ULg; Seif, Asghar; Sadeghifar

in Journal of Statistical Computation & Simulation (2015), 85(12), 2442-2455

The economic and statistical merits of a multiple variable sampling intervals (MVSI) scheme are studied. The problem is formulated as a double-objective optimization problem with the adjusted average time ... [more ▼]

The economic and statistical merits of a multiple variable sampling intervals (MVSI) scheme are studied. The problem is formulated as a double-objective optimization problem with the adjusted average time to signal as the statistical objective and the expected cost per hour as the economic objective. Bai and Lee’s ‎[2] economic model is considered. Then we find the Pareto-optimal designs in which the two objectives are minimized simultaneously by using the non-dominated sorting genetic algorithm. Through an illustrative example, the advantages of the proposed approach is shown by providing a list of viable optimal solutions and graphical representations, which indicate the advantage of flexibility and adaptability of our approach. [less ▲]

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See detailCharacteristics of Economically Designed CUSUM and \bar{X} Control Charts
Saniga, Erwin; Davis, Darwin; Faraz, Alireza ULg et al

in Knoth, Sven; Schmid, Wolfgang (Eds.) Frontiers in Statistical Quality Control 11 (2015)

In this paper we investigate the characteristics of economic control chart designs for both Shewhart (¯X ) and CUSUM control charts. Authors in the past have made some suggestions regarding the design of ... [more ▼]

In this paper we investigate the characteristics of economic control chart designs for both Shewhart (¯X ) and CUSUM control charts. Authors in the past have made some suggestions regarding the design of these charts, where design is defined as finding the values of sample size, intersample interval and control limit (Shewhart chart) or control parameters (k and h) for the CUSUM chart. Here, we run a large number of experiments consisting of many configurations of the parameters and describe and model the results in terms of the actual economic designs. [less ▲]

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See detailGuaranteed Conditional Performance of the S2 Control Chart with Estimated Parameters
Faraz, Alireza ULg; Heuchenne, Cédric ULg; Woodall, William

in International Journal of Production Research (2015)

We evaluate the in-control performance of the S2 control chart with estimated parameters conditional on the Phase I sample. Simulation results indicate no realistic amount of Phase I data is enough to ... [more ▼]

We evaluate the in-control performance of the S2 control chart with estimated parameters conditional on the Phase I sample. Simulation results indicate no realistic amount of Phase I data is enough to have confidence that the in-control average run length (ARL) obtained will be near the desired value. To overcome this problem, we adjust the S2 chart controls limits such that the in-control ARL is guaranteed to be above a specified value with a certain specified probability. The required adjustment does not have too much of an effect on the out-of-control performance of the chart. [less ▲]

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See detailControl Charts monitoring product’s loss to society
Celano, Giovanni; Faraz, Alireza ULg; Saniga, Erwin

in Quality and Reliability Engineering International (2014), 30(8), 1393-1407

Taguchi introduced a new philosophy in quality control that accounts for the economic loss associated to process variation measured by deviations from the target value of a product quality characteristic ... [more ▼]

Taguchi introduced a new philosophy in quality control that accounts for the economic loss associated to process variation measured by deviations from the target value of a product quality characteristic. The Taguchi loss function has been considered in the design of control charts only for the computation of costs associated with nonconformities. This paper considers sample statistics based on the Taguchi loss function as a means to implement Shewhart control charts monitoring both the deviation from the target and dispersion of normally distributed quality characteristics. The aim of this proposed control chart is to perform on-line quality control of a process by monitoring its quality loss cost performance over time. To compute the quality loss performance, we consider a nominal-the-best quality characteristic. The statistical performance of the proposed control charts has been evaluated and compared with that of widely used control charts. Implementing target costing philosophy by means of one of the proposed charts is also discussed. An example illustrates the Taguchi control chart in a practical implementation. [less ▲]

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See detailStatistical performance of a control chart monitoring the ratio of two normal variables
Celano, Giovanni; CASTAGLIOLA, Philippe; Faraz, Alireza ULg et al

in Quality and Reliability Engineering International (2014), 30(8), 1361-1377

On-line Statistical Process Control (SPC) monitoring the ratio Z of two normal variables X and Y has surprisingly received too little attention in the quality control literature. Several potential ... [more ▼]

On-line Statistical Process Control (SPC) monitoring the ratio Z of two normal variables X and Y has surprisingly received too little attention in the quality control literature. Several potential applications dealing with monitoring the ratio Z can be found in the industrial sector, when quality control of products consisting of several raw materials calls for monitoring the stability of the proportions (ratios) of different components within a product. Tables about the sensitivity of these charts in the detection of one or more assignable causes are still not available. This paper investigates the statistical performance of Phase II Shewhart control charts monitoring the ratio of two normal variables in the case of individual observations. The obtained results show that the performance of the proposed charts is a function of the distribution parameters of the two normal variables. In particular, the Shewhart chart monitoring the ratio Z outperforms the (p=2) multivariate  control chart when a process shift affects the in-control mean of X or, alternatively, of Y and the correlation among X and Y is high and when the in-control means of X and Y shift contemporarily to opposite directions. The sensitivity of the proposed chart to a shift of the in-control dispersion has been investigated, too. We also show that the standardization of the two variables before computing their ratio is not a good practice due to a significant loss in the chart’s statistical sensitivity. An illustrative example from the food industry is detailed to show the implementation of these control charts. [less ▲]

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See detailThe Robust Economic Statistical Design of the Hotelling’s T^2 Chart
Faraz, Alireza ULg; Chalaki, Kamyar; Saniga, Erwin et al

in Communications in Statistics : Theory & Methods (2014)

Economic statistical designs aim at minimizing the cost of process monitoring when a specific scenario or a set of estimated process and cost parameters is given. However, in practical situations the ... [more ▼]

Economic statistical designs aim at minimizing the cost of process monitoring when a specific scenario or a set of estimated process and cost parameters is given. However, in practical situations the process may be affected by more than one scenario which may lead to severe cost penalties for upsetting the true scenario. This paper presents the robust economic statistical design (RESD) of the T^2 chart to reduce the monetary losses when there are multiple distinct scenarios. The genetic algorithm optimization method is employed here to minimize the total expected monitoring cost across all distinct scenarios. Through two numerical examples the proposed method is illustrated. Simulation studies indicate that the robust economic statistical designs should be encouraged in practice. [less ▲]

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See detailEconomic Statistical Design of the VP( X) ̅ Control Charts for Monitoring a Process under Non-normality
Seif, Asghar; Faraz, Alireza ULg; Saniga, Erwin

in International Journal of Production Research (2014), 53(14), 4218-4230

Recent studies proved that variable parameters (VP) X ̅ control charts not only detects process mean shifts quicker than the classical X ̅ control chart but also has better economic properties ... [more ▼]

Recent studies proved that variable parameters (VP) X ̅ control charts not only detects process mean shifts quicker than the classical X ̅ control chart but also has better economic properties. Furthermore, like most papers in control chart design, the fundamental assumption is that process data are normally distributed. Nevertheless, process quality variables may not be normal in application. In this paper, we investigate the economic statistical design of the VP X ̅ control chart when the underlying process distribution is non-normal. We illustrate the design procedure and perform a sensitivity analysis on the process and cost parameters based upon the degrees of skewness and kurtosis of the population using an industrial application. [less ▲]

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See detailThe application of the NSGA-II optimization method in designing control charts
Faraz, Alireza ULg; Heuchenne, Cédric ULg; Seif, Asghar

Conference (2014, June 04)

The problem of designing control chart is formulated as a multi-objective optimization problem with the adjusted average time to signal as the statistical objective and the expected cost per hour as the ... [more ▼]

The problem of designing control chart is formulated as a multi-objective optimization problem with the adjusted average time to signal as the statistical objective and the expected cost per hour as the economic objective. Then we try to find the Pareto-optimal designs in which the two objectives are minimized simultaneously by using the elitist non-dominated sorting genetic algorithm method. Through an illustrative example, the advantages of the proposed approach is shown by providing a list of viable optimal solutions and graphical representations, thereby bolding the advantage of flexibility and adaptability. [less ▲]

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See detailThe variable parameters T2 chart with run rules
Faraz, Alireza ULg; Celano, Giovanni; Heuchenne, Cédric ULg et al

in Statistical Papers (2014), 55(4), 933-950

The Hotelling’s T2 control chart with variable parameters (VP T2) has been shown to have better statistical performance than other adaptive control schemes in detecting small to moderate process mean ... [more ▼]

The Hotelling’s T2 control chart with variable parameters (VP T2) has been shown to have better statistical performance than other adaptive control schemes in detecting small to moderate process mean shifts. In this paper, we investigate the statistical performance of the VP T2 control chart coupled with run rules. We consider two well-known run rules schemes. Statistical performance is evaluated by using a Markov chain modeling the random shock mechanism of the monitored process. The in-control time interval of the process is assumed to follow an exponential distribution. A Genetic Algorithm has been designed to select the optimal chart design parameters. We provide an extensive numerical analysis indicating that the VP T2 control chart with run rules outperforms other charts for small sizes of the mean shift expressed through the Mahalanobis distance. [less ▲]

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See detailShewhart Control Charts for Monitoring Reliability with Weibull Lifetimes
Faraz, Alireza ULg; Saniga, Erwin; Heuchenne, Cédric ULg

in Quality and Reliability Engineering International (2014)

In this paper, we present Shewhart type Z ̅ and S2 control charts for monitoring individual or joint shifts in the scale and shape parameters of a Weibull distributed process. The advantage of this method ... [more ▼]

In this paper, we present Shewhart type Z ̅ and S2 control charts for monitoring individual or joint shifts in the scale and shape parameters of a Weibull distributed process. The advantage of this method is its ease of use and flexibility for the case where the process distribution is Weibull, although the method can be applied to any distribution. We illustrate the performance of our method through simulation and the application through the use of an actual data set. Our results indicate that Z ̅ and S2 control charts perform well in detecting shifts in the scale and shape parameters. We also provide a guide that would enable a user to interpret out-of-control signals. [less ▲]

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See detailStatistically Bundled Shewhart Control Charts for Monitoring Delivery Chains Systems
Foster, Earnest; Faraz, Alireza ULg; Heuchenne, Cédric ULg

E-print/Working paper (2014)

Continuous monitoring of Delivery Time variables by means of control charts in a delivery chain is a very recent application of Statistical Process Control (SPC) to the service sector. The aim of the ... [more ▼]

Continuous monitoring of Delivery Time variables by means of control charts in a delivery chain is a very recent application of Statistical Process Control (SPC) to the service sector. The aim of the proposed method is to provide supply chain decision makers with an easy to be managed tool monitoring the current functioning state of the delivery chain. The implementation of SPC control charts makes it possible to limit over-corrections to false alarm conditions and to maintain at an acceptable level the safety stock, with a consequent reduction of the overall management costs of the delivery chain. An illustrative example shows the proposed control chart implementation in a real delivery chain. [less ▲]

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See detailDouble Objective Economic Statistical Design of the VPT2 Control Chart: Wald’s identity approach
Faraz, Alireza ULg; Heuchenne, Cédric ULg; Saniga, Erwin et al

in Journal of Statistical Computation & Simulation (2014), 84

Recent studies have shown that applying the control chart by using a variable parameters (VP) scheme yields more rapid detection of assignable causes than the classical method of taking fixed sample sizes ... [more ▼]

Recent studies have shown that applying the control chart by using a variable parameters (VP) scheme yields more rapid detection of assignable causes than the classical method of taking fixed sample sizes at fixed intervals of time. In this paper, the problem of economical statistical design of the VP T2 control chart is considered as a double-objective minimization problem with the statistical objective adjusted average time to signal and the economic objective expected cost per hour. Then we strive to find the Pareto-optimal designs in which the two objectives are met simultaneously by using a multi-objective Genetic Algorithm or GA. Through an illustrative example, we show that relatively large benefits accrue to the VP method relative to the classical policy; further another advantage of our approach is to provide a list of alternative solutions that can be explored graphically. This then ensures flexibility and adaptability, an important attribute of contemporary control chart design. [less ▲]

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See detailA Statistically adaptive sampling policy to the Hotelling's T2 Control Chart: Markov Chain Approach
Seif, A.; Faraz, Alireza ULg; Heuchenne, Cédric ULg et al

in Communications in Statistics : Theory & Methods (2014)

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See detailCharacteristics of Economically Designed CUSUM and \bar{X} Control Charts
Saniga, Erwin; Davis, Darwin; Faraz, Alireza ULg et al

in Frontiers in Statistical Quality Control 11 (2013, August 22)

In this paper we investigate the characteristics of economic control chart designs for both Shewhart (¯X ) and CUSUM control charts. Authors in the past have made some suggestions regarding the design of ... [more ▼]

In this paper we investigate the characteristics of economic control chart designs for both Shewhart (¯X ) and CUSUM control charts. Authors in the past have made some suggestions regarding the design of these charts, where design is defined as finding the values of sample size, intersample interval and control limit (Shewhart chart) or control parameters (k and h) for the CUSUM chart. Here, we run a large number of experiments consisting of many configurations of the parameters and describe and model the results in terms of the actual economic designs. [less ▲]

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See detailDouble-objective Economic Statistical Design of the Adaptive T2 Control Charts
Faraz, Alireza ULg; Heuchenne, Cédric ULg; Saniga, Erwin et al

Conference (2013, July 09)

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See detailMonitoring delivery chains using multivariate control charts
Faraz, Alireza ULg; Heuchenne, Cédric ULg; Saniga, Erwin et al

in European Journal of Operational Research (2013), 228(1), 282289

Delivery chains are concerned with the delivery of goods and services to customers within a specific time interval; this time constraint is added to the usual consumer demand for product or service ... [more ▼]

Delivery chains are concerned with the delivery of goods and services to customers within a specific time interval; this time constraint is added to the usual consumer demand for product or service quality. In this context, we address the idea of using process control tools to monitor this key variable of delivery time. In applications, there are usually several production and delivery sites and a variety of different ways to transport, treat and provide goods and services; that makes the problem multivariate in nature. We therefore propose to control the process using multivariate T2 control charts economically designed with the addition of statistical constraints, a design method called economic-statistical design. We illustrate the application in general through an illustrative example. [less ▲]

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See detailMultiobjective Genetic Algorithm Approach to the Economic Statistical Design of Control Charts with an application to Xbar and S2 charts
Faraz, Alireza ULg; Saniga, Erwin

in Quality and Reliability Engineering International (2013), 29(3), 407-415

Control charts are the primary tools of statistical process control. These charts may be designed by using a simple rule suggested by Shewhart, by a statistical criterion, an economic criterion or a joint ... [more ▼]

Control charts are the primary tools of statistical process control. These charts may be designed by using a simple rule suggested by Shewhart, by a statistical criterion, an economic criterion or a joint economic-statistical criterion. Each method has its strengths and weaknesses. One weakness of the methods of design listed above is their lack of flexibility and adaptability, a primary objective of practical mathematical models. In this paper, we explore multi objective models as an alternative for the methods listed above. These provide a set of optimal solutions rather than a single optimal solution and thus allow the user to tailor their solution to the temporal imperative of a specific industrial situation. We present a solution to a well known industrial problem and compare optimal multi objective designs to economic designs, statistical designs, economic statistical designs and heuristic designs. [less ▲]

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