VARIABLE CONTROL

CHART
Dr. Raghu Nandan Sengupta
Professor
Department of Industrial and Management Engineering

All figures are taken from(unless otherwise mentioned):

Introduction to Statistical process Control
Douglas. C Montgomery
6th Edition
 2

Basics of
Statistical Process Control

• Statistical Process Control

(SPC)
• monitoring production
process to detect and UCL

prevent poor quality

• Sample CL

• subset of items produced to

use for inspection LCL

• Control Charts
• process is within statistical
control limits
 3

Variability
• Variability is inherent in every process
• Natural or common causes
• Special or assignable causes
• Provides a statistical signal when assignable
causes are present
• Detect and eliminate assignable causes of variation
 4

Variability

• Random • Non-Random
• common causes • special causes

• inherent in a process • due to identifiable

factors
• can be eliminated
only through • can be modified
improvements in the through operator or
system management action
 5

Random or Natural Variations

• Natural variations in the production process
• These are to be expected
• Output measures follow a probability distribution
• For any distribution there is a measure of central tendency and
dispersion

Non-Random or Assignable Variations

• Variations that can be traced to a specific reason (machine wear,
misadjusted equipment, fatigued or untrained workers)
• The objective is to discover when assignable causes are present
and eliminate them
 6

Quality Measures
Attribute
• a product characteristic that can be evaluated with a discrete
response
• good – bad; yes – no

Variable
• a product characteristic that is continuous and can be
measured
• weight, length, …..
 Types of Data
Variables Attributes
• Characteristics that can take • Defect-related
any real value characteristics

• May be in whole or in • Classify products as either

fractional numbers good or bad or count
defects

• Continuous random
variables • Categorical or discrete
random variables

7
Control Charts for Variables
• For variables that have continuous
dimensions
• weight, speed, length, strength, etc.
• x-charts are to control the central
tendency of the process
• R-charts are to control the dispersion
of the process

8
Need for controlling mean and
variability

Mean and Standard deviation at Change in process mean

nominal level

Change in process SD
 10

Samples

To measure the process, we take samples and analyze the sample

statistics following these steps

Each of these
represents one
sample of five
(a) Samples of the boxes
product, say five boxes
taken off the machine
# #
line, vary from each Frequency
# # #
other in weight
# # # #

# # # # # # #

# # # # # # # # # #

Weight
 11

Samples

The solid line

represents the
(b) After enough samples distribution
are taken from a
stable process, they
form a pattern called
a distribution
Frequency

Weight
 12

Samples
(c)There are many types of distributions, including the normal (bell-
shaped) distribution, but distributions do differ in terms of central
tendency (mean), standard deviation or variance, and shape
Frequency

Central tendency Variation Shape

Weight Weight Weight

 13

Samples

(d)If only natural

causes of variation are
present, the output of
a process forms a
Frequency
distribution that is Prediction
stable over time and is
predictable

Weight
 Normal Distribution

95%
99.74%
-3 -2 -1 =0 1 2 3
Basis of x and R chart
• Let a quality characteristic is normally distributed
with mean μ and standard deviation σ
• If x1, x2 …… xn is a sample of size n, then sample mean is
given by

• With a probability of 1- , any sample mean will lie

between

• Using the above two equations we can find the central

and control lines
• However in real life we will not know μ or σ
Estimating μ and σ
• Suppose we take m samples each of size n
• The best estimate of process average is given as

• Here represents the mean of each sample

• To estimate the σ, we measure the range for the m
samples
• Range of each sample :
• Average range for all samples:
Control Limits for the charts
Reference Charts
Reference Charts
Unbiased estimator of σ
• If R is the average range of m samples, then to estimate
sigma, we use

• This is an unbiased estimator of σ

Phase 1 of Control Chart Usage
• Since at the beginning, the chart uses
preliminary samples, the control limits are
treated as trial control limits
• To check if process was in control during the
initial m samples plot he charts and look for
any pattern or any point outside the control limit
• If there are points outside control limits
• Revise the control limits
• Check assignable cause for each of the points
outside control limits
• If there exists an assignable cause, discard the
point and recalculate control limits with the
remaining points
Phase 1 of Control Chart Usage
• If no assignable cause if found
• Discard the point without much justification
• Retain the point and see in future if process remains in
control
• If initially a lot of points remain out of control
• Dropping too many reduce available data points
• Inspecting causes for all points may not be
possible/worthwhile
• In such cases look for patterns in control chart
• Identification and removal of process problem
causes major process improvement
An example
The R chart
• Central Line for R chart

• Control Limits for the chart

• R chart

• Process variability is in control

The x chart
• The central line

• The control limits

• The x chart

• No point is out of control

Estimating Process Capability
• Estimating process standard deviation

• Estimate of the fraction of nonconforming

wafers produced
• Assumption: Flow width is a normally distributed random
variable with Mean=1.5056 and Std. Dev.=.1398

• About 0.035 percent [350 parts per million (ppm)] of the

wafers produced will be outside of the specifications.
Estimating Process Capability Ratio
• Process Capability Ratio is expressed as:

• For the above example

• Another way to interpret the Process Capability

Ratio

• the percentage of the specification band that the process

uses up
• For above example
Revision of control limits and central
lines
• Practitioners establish regular periods for review
and revision of control chart limits, such as every
week, every month, or every 25, 50, or 100
samples
• highly desirable to use at least 25 samples
• Sometimes the user will replace the center line of
the x chart with a target value
• Helpful in shifting the process average to the desired
value
• Processes where the mean may be changed by a fairly
simple adjustment of a variable that can be manipulated
in the process
• Once a set of reliable control limits is established,
we use the control chart for monitoring future
production (Phase 2 operations of the charts)
Some Guidelines for Creating the Charts
• Rational Subgroup
• The x chart monitors between-sample variability
(variability in the process over time)
• The R chart measures within-sample variability (the
instantaneous process variability at a given time).
• Rational subgroup concept means that subgroups or
samples should be selected so that if assignable
causes are present, the chance for differences
between subgroups will be maximized, while the
chance for differences due to these assignable causes
within a subgroup will be minimized
Some guidelines …. continued
• To design the x and R charts, we must specify the sample
size, control limit width, and frequency of sampling to be
used

• If the x chart is used to detect moderate to large process

shifts(2 σ or more) than small sample size is effective
• For detecting small shifts, sample size of n=15 to 25 may be
required
Some guidelines….continued
• The R chart is relatively insensitive to shifts in the process
standard deviation for small samples.
• samples of size n = 5 have only about a 40% chance of
detecting on the first sample a shift in the process
standard deviation from s to 2s
• Consequently, for large n—say, n>10 or 12—it is probably
best to use a control chart for s or s2 instead of the R
chart
• The problem of choosing the sample size and the
frequency of sampling is one of allocating sampling effort
R example
R code
• data<-matrix(nrow=20,ncol=6)
• data[,1]=c(459,443,457,469,443,444,445,446,444,4
32,445,456,459,441,460,453,451,422,444,450)
• data[,2]=c(449,440,444,463,457,456,449,455,452,4
63,452,457,445,465,453,444,460,431,446,450)
• data[,3]=c(435,442,449,453,445,456,450,449,457,4
63,453,436,441,438,457,451,450,437,448,454)
• data[,4]=c(450,442,444,438,454,457,445,452,440,4
43,438,457,447,450,438,435,457,429,467,454)
• library(qcc)
• # Here we use the package qcc
• # The package has to be installed first before using
• i<-qcc(data,type='xbar')
• j<-qcc(data,type="R")
Example - Continued
• As can be seen from x bar chart, the third last
point is out of control
• We remove to point to recalculate the control
limits of both the charts
• In real life we do this only after finding some
assignable cause
• i<-qcc(data[-18,],type="xbar")
• j<-qcc(data[-18,],type="R")
• # if you type i$ in Rstudio, it will give you the
available parameters like std.dev.,Center etc.
• Mean can be seen fro the charts
• We will estimate the standard deviation after 2 slides
Example continued
• To check normality, we draw the q-q plot or the
quantile-quantile plot
• A Q-Q plot is a scatterplot created by plotting
two sets of quantiles against one another. If
both sets of quantiles came from the same
distribution, we should see the points forming a
line that’s roughly straight.
• In checking normality, one quantile is taken
from normal to see if the other data set is also
normal.
• qqnorm(z)
• qqline(z)
Example continued
• Checking process capability:
• First we estimate the standard deviation

• Here estimated σ=16.65/2.059 (check from table for

n=4)
• So estimated σ=8.08645
• For these calculations we use the values that includes
the 18th point
• Now process capability

• Cp= 60/(6*8.08)=1.2376
Variable Sample Size
• When a permanent change is required for the
sample size, the limits are to be recalculated
• Let
New control limits
• For x chart

• The central line x is unchanged

• For R chart
Example

For x chart the calculations are

 Example continued
Calculation for R chart

x
chart

R
chart
Probability limits on x chart
• Control limits in the charts are often expressed
in terms of multiples of standard deviation

• It is also possible to define the control limits by

specifying the type I error level for the test
• These are called probability limits for control charts
Probability limits on x chart
• Assuming x is normally distributed
• We may obtain a desired type I error of a by choosing the multiple
of sigma for the control limit as k = Z /2, where Z /2 is the upper
/2 percentage point of the standard normal distribution
• If we choose = 0.002, then Z /2 = Z0.001 = 3.09
• There is very little difference between the control limits and the
probability
x and R chart when μ and σ are known
• The x chart

• Defining 3/√n as A, we get

• For R chart

• Defining the constants we get:

Interpreting the charts
• In interpreting patterns on the chart, we must
first determine whether or not the R chart is in
control
• You must eliminate assignable causes from R chart
first
• Never attempt to interpret the x chart when the R chart
indicates an out-of-control condition
• Typical patterns may be seen and interpreted
from the charts
Cyclic Pattern
• Such a pattern on the chart may result from systematic
environmental changes such as temperature, operator
fatigue, regular rotation of operators and/or machines, or
fluctuation in voltage or pressure or some other variable
in the production equipment.
• R charts will sometimes reveal cycles because of
maintenance schedules, operator fatigue, or tool wear
resulting in excessive variability.
Mixture
• A mixture is indicated when the plotted points tend to fall near
or slightly outside the control limits, with relatively few points
near the center line
• A mixture pattern can also occur when output product from
several sources (such as parallel machines) is fed into a
common stream
Shift in process level
• Shifts may result from the introduction of new workers;
changes in methods, raw materials, or machines; a
change in the inspection method or standards
Trend
• Continuous movement in one direction
• Causes-gradual wearing out or deterioration of a tool or some other
critical process component, operator fatigue, seasonal influences,
such as temperature
Stratification
• Tendency for the points to cluster artificially around the center line
• incorrect calculation of control limits, sampling process collects one or more
units from several different underlying distributions within each subgroup
S chart
• It is occasionally desirable to estimate the
process standard deviation directly instead of
indirectly through the use of the range R
• S chart is preferred over R chart when
• The sample size n is moderately large—say, n>10 or
12.
• The sample size n is variable.
The operating characteristic function

• The ability of the x and R charts to detect shifts

in process quality is described by their
operating characteristic (OC) curves
• For an x chart
• If the mean shifts from the in-control value—say, μ0 to
another value μ1 = μ0 + kσ, the probability of not
detecting this shift on the first subsequent sample or
the β-risk is
OC curve
• Suppose that we are using an x chart with L =
3 (the usual three-sigma limits), the sample
size n = 5, and we wish to determine the
probability of detecting a shift to μ1 = μ0 + 2σ
on the first sample following the shift. Then,
since L = 3, k = 2, and n = 5, we have

• This is the probability of not detecting the shift

OC curve
• The probability that such a shift will be detected on the
first subsequent sample is 1 − β = 1 − 0.0708 = 0.9292
• The probability that the shift will be detected on the rth
subsequent sample is simply 1 − β times the probability
of not detecting the shift on each of the initial r − 1
samples

• The expected number of samples taken before the shift

is detected is simply the average run length

• For the example

Calculating parameters of x and s chart
• When σ is known

• When σ is not known, we use s which is the

average s of m preliminary sample available

For x chart, the parameters become

Example
Solution
• Calculate average mean and average
Standard Deviation

• Parameters for x chart

• Parameters for s chart

The charts and process SD
estimation
• The x control chart • The s control chart
The s2 chart
• This is based on sample variance

• Here s2 is the average sample variance

• Χ2 refers to chi-square distribution
• Look at the degrees of freedom
• This chart has its limits defined in terms of
probability
Moving Range Control Chart
• In many cases sample size used for process
monitoring is 1
• Repeat measurements on the process differ only
because of laboratory or analysis error, as in many
chemical processes
• Multiple measurements are taken on the same unit of
product, such as measuring oxide thickness at several
different locations on a wafer in semiconductor
manufacturing.
• In such situations, the control chart for
individual units is useful
• We use the moving range two successive
observations as the basis of estimating the
process variability
Example
Charts
Normality assumption before using the MR
chart
• If the process shows evidence of even moderate
departure from normality, the control limits
calculated may be entirely inappropriate
• One approach to dealing with the problem of non-
normality would be to determine the control limits
for the individuals control chart based on the
percentiles of the correct underlying distribution
• These percentiles could be obtained from a
histogram if a large sample (at least 100 but
preferably 200 observations) were available, or
from a probability distribution fit to the data
• Before plotting a MR chart, it is better to check for
normality using histogram or normal probability plot
R Example
R code
• data1<-matrix(nrow=25,ncol=3)
• data1[,2]<-
c(16.11,16.08,16.12,16.10,16.10,16.11,16.12,16.09
,16.12,16.10,16.09,16.07,16.13,16.12,16.10,16.08,
16.13,16.15,16.12,16.10,16.08,16.07,16.11,16.13,1
6.10)
• library(qicharts) # to plot the MR and I chart we use
qicharts package
• The package must be installed prior to it usage
• i<-qic(data1[,2],chart="i")
• j<-qic(data1[,2],chart="mr")
• Keep in mind in the I chart the control limits are
rounded off
• For example i$cl gives 16.02 while it is shown 16 in the
graph
Calculations
• Mean
• i$cl=16.052
• Standard deviation estimation

• Here SD=.8865*.02375=.0210
• .02375 is obtained by j$cl

• To check normality we again use the qqplot

• qqnorm(data1[,2])
• qqline(data1[,2])
Normal Q-Q Plot
Percentage of cans under filled
• % cans under filled can be estimated from the
lower control limit
• For a can to remain under filed, the weight
must be below the lower control limit.
• So if we can find the probability of cans having
weight below the lower control limit, we should
know the %of cans to be under filled
• Pr(x<16.04204)=(16.04204-
16.052)/.0210=.317
References
• http://data.library.virginia.edu/understanding-q-
q-plots/