A new chart for monitoring the covariance matrix of bivariate processes

In this article we consider a control chart based on the sample variances of two quality characteristics. The points plotted on the chart correspond to the maximum value of these two statistics. The main reason to consider the proposed chart instead of the generalized variance |S| chart is its better diagnostic feature, that is, with the new chart it is easier to relate an out-of-control signal to the variables whose parameters have moved away from their in-control values. We study the control chart efficiency considering different shifts in the covariance matrix. In this way, we obtain the average run length (ARL) that measures the effectiveness of a control chart in detecting process shifts. The proposed chart always detects process disturbances faster than the generalized variance |S| chart. The same is observed when the size of the samples is variable, except in a few cases in which the size of the samples switches between small size and very large size.

Gráficos de controle de Shewhart: Duas década de pesquisa

Esta tese apresenta, de forma compacta, os trabalhos mais importantes do autor, que são frutos de uma pesquisa de vinte anos sobre gráficos de Shewhart. O autor estudou os modelos que descrevem o tipo e o instante de ocorrência das causas especiais, propôs novos esquemas de amostragens e estatísticas de monitoramento. Mais recentemente, vem avaliando a capacidade dos gráficos de controle em sinalizar causas especiais quando as observações são autocorrelacionadas e propondo novas estatísticas para o monitoramento de processos mutivariados.

Monitoring process mean and variability with one non-central chi-square chart

Traditionally, an (X) over bar -chart is used to control the process mean and an R-chart to control the process variance. However, these charts are not sensitive to small changes in process parameters. A good alternative to these charts is the exponentially weighted moving average (EWMA) control chart for controlling the process mean and variability, which is very effective in detecting small process disturbances. In this paper, we propose a single chart that is based on the non-central chi-square statistic, which is more effective than the joint (X) over bar and R charts in detecting assignable cause(s) that change the process mean and/or increase variability. It is also shown that the EWMA control chart based on a non-central chi-square statistic is more effective in detecting both increases and decreases in mean and/or variability.

Tsallis statistics and gradually truncated Levy flight - distribution of an economical index

Tsallis postulated a generalized form for entropy and give rise to a new statistics now known as Tsallis statistics. In the present work, we compare the Tsallis statistics with the gradually truncated Levy flight, and discuss the distribution of an economical index-the Standard and Poor's 500-using the values of standard deviation as calculated by our model. We find that both statistics give almost the same distribution. Thus we feel that gradual truncation of Levy distribution, after certain critical step size for describing complex systems, is a requirement of generalized thermodynamics or similar. The gradually truncated Levy flight is based on physical considerations and bring a better physical picture of the dynamics of the whole system. Tsallis statistics gives a theoretical support. Both statistics together can be utilized for the development of a more exact portfolio theory or to understand better the complexities in human and financial behaviors. A comparison of both statistics is made. (C) 2002 Published by Elsevier B.V. B.V.

Monitoring the dressing operation in the grinding process

This work was based on a methodology of development and experimentation, and involved monitoring the dressing operation by processing the acoustic emission and electric power signals to detect the optimal dressing moment. Dressing tests were performed in a surface grinding machine with an aluminium grinding wheel. Dressing analysis software was developed and used to process the signals collected earlier in order to analyse not only the dressing parameters but also the software's ability to indicate the instant when the dressing operation could be concluded. Parameters used in the study of burn in grinding were implemented in order to ascertain if they would also prove efficient in monitoring dressing. A comparative study revealed that some parameters are capable of monitoring the dressing operation. It was possible to verify the parameters effectiveness that today are utilised in burning to monitor dressing as well as to create new parameters for monitoring this operation. Copyright © 2009, Inderscience Publishers.

Construção e calibração de amostrador passivo para determinação de ozônio troposférico

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Sinais de vibração no monitoramento do processo de retificação plana de cerâmicas avançadas

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

In-process grinding monitoring by acoustic emission

This work aims to investigate the efficiency of digital signal processing tools of acoustic emission signals in order to detect thermal damages in grinding process. To accomplish such a goal, an experimental work was carried out for 15 runs in a surface grinding machine operating with an aluminum oxide grinding wheel and ABNT 1045. The acoustic emission signals were acquired from a fixed sensor placed on the workpiece holder. A high sampling rate data acquisition system at 2.5 MHz was used to collect the raw acoustic emission instead of root mean square value usually employed. Many statistics have shown effective to detect burn, such as the root mean square (RMS), correlation of the AE, constant false alarm (CFAR), ratio of power (ROP) and mean-value deviance (MVD). However, the CFAR, ROP, Kurtosis and correlation of the AE have been presented more sensitive than the RMS.

A New Impedance Measurement System for PZT-Based Structural Health Monitoring

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A new chart based on sample variances for monitoring the covariance matrix of multivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Control charts for monitoring the mean vector and the covariance matrix of bivariate processes

In this article, we propose new control charts for monitoring the mean vector and the covariance matrix of bivariate processes. The traditional tools used for this purpose are the T (2) and the |S| charts. However, these charts have two drawbacks: (1) the T (2) and the |S| statistics are not easy to compute, and (2) after a signal, they do not distinguish the variable affected by the assignable cause. As an alternative to (1), we propose the MVMAX chart, which only requires the computation of sample means and sample variances. As an alternative to (2), we propose the joint use of two charts based on the non-central chi-square statistic (NCS statistic), named as the NCS charts. Once the NCS charts signal, the user can immediately identify the out-of-control variable. In general, the synthetic MVMAX chart is faster than the NCS charts and the joint T (2) and |S| charts in signaling processes disturbances.

Bronsted Acid Catalyzed Morita-Baylis-Hillman Reaction: A New Mechanistic View for Thioureas Revealed by ESI-MS(/MS) Monitoring and DFT Calculations

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A single statistic for monitoring the covariance matrix of bivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Modernization and new services of the Brazilian active control network

The Brazilian Network for Continuous Monitoring of GNSS - RBMC is a national network of continuously operating reference GNSS stations. Since its establishment in December of 1996, it has been playing an essential role for the maintenance and user access of the fundamental geodetic frame in the country. In order to provide better services for RBMC, the Brazilian Institute of Geography and Statistics - IBGE and the National Institute of Colonization and Land Reform - INCRA are both partners involved in the National Geospatial Framework Project - PIGN. This paper provides an overview of the recent modernization phases the RBMC network has undergone highlighting its future steps. These steps involve the installation of new equipment, provide real time data from a group of core stations and compute real-time DGPS corrections, based on CDGPS (The real-time Canada-Wide DGPS Service) (The Real-Time Canada-Wide DGPS Service. http://www.cdgps.com/ 2009a). In addition to this, a post-mission Precise Point Positioning (PPP) service has been established based on the current Geodetic Survey Division of NRCan (CSRS-PPP) service. This service is operational since April 2009 and is in large use in the country. All activities mentioned before are based on a cooperation signed at the end of 2004 with the University of New Brunswick, supported by the Canadian International Development Agency and the Brazilian Cooperation Agency. The Geodetic Survey Division of NRCan is also participating in this modernization effort under the same project. This infrastructure of 66 GNSS stations, the real time, post processing services and the potentiality of providing Wide Area DGPS corrections in the future show that the RBMC system is comparable to those available in USA and Europe. © Springer-Verlag Berlin Heidelberg 2012.

Structural Health Monitoring based on AR models and PZT sensors

This paper presents a new approach for damage detection in Structural Health Monitoring (SHM) systems, which is based on the Electromechanical Impedance (EMI) principle and Autoregressive (AR) models. Typical applications of EMI in SHM are based on computing the Frequency Response Function (FRF). In this work the procedure is based on the EMI principle but the results are determined through the coefficients of AR models, which are computed from the time response of PZT transducers bonded to the monitored structure, and acting as actuator and sensors at the same time. The procedure is based on exciting the PZT transducers using a wide band chirp signal and getting its time response. The AR models are obtained in both healthy and damaged conditions and used to compute statistics indexes. Practical tests were carried out in an aluminum plate and the results have demonstrated the effectiveness of the proposed method. © 2012 IEEE.