Estimating the Change Point of the Process Fraction Non‐conforming with a Monotonic Change Disturbance in SPC

Abstract

AbstractKnowing when a process has changed would simplify the search for and identification of the special cause. In this paper, we propose a maximum‐likelihood estimator for the change point of the process fraction non‐conforming without requiring knowledge of the exact change type a priori. Instead, we assume the type of change present belongs to a family of monotonic changes. We compare the proposed change‐point estimator to the maximum‐likelihood estimator for the process change point derived under a simple step change assumption. We do this for a number of monotonic change types and following a signal from a binomial cumulative sum (CUSUM) control chart. We conclude that it is better to use the proposed change point estimator when the type of change present is only known to be monotonic. The results show that the proposed estimator provides process engineers with an accurate and useful estimate of the time of the process change regardless of the type of monotonic change that may be present. Copyright © 2006 John Wiley & Sons, Ltd.