Escolar Documentos
Profissional Documentos
Cultura Documentos
CUSUM E MMEP
Campinas
2007
Motivao
-
2. Grfico de controle
ponderada (MMEP).
de
mdia
mvel
exponencialmente
Ci = ( X j 0 )
j =1
i 1
j =1
j =1
Ci = ( X j 0 ) = ( X 1 0 ) + ( X j 0 ) = ( X 1 0 ) + Ci 1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
xi
xi-10
9.45
7.99
9.29
11.66
12.16
10.18
8.04
11.46
9.2
10.34
9.03
11.47
10.51
9.4
10.08
9.37
10.62
10.31
8.52
10.84
10.9
9.33
12.29
11.5
10.6
11.08
10.38
11.62
11.31
10.52
-0.55
-2.01
-0.71
1.66
2.16
0.18
-1.96
1.46
-0.8
0.34
-0.97
1.47
0.51
-0.6
0.08
-0.63
0.62
0.31
-1.48
0.84
0.9
-0.67
2.29
1.5
0.6
1.08
0.38
1.62
1.31
0.52
Ci=(xi-10)+Ci-1
-0.55
-2.56
-3.27
-1.61
0.55
0.73
-1.23
0.23
-0.57
-0.23
-1.2
0.27
0.78
0.18
0.26
-0.37
0.25
0.56
-0.92
-0.08
0.82
0.15
2.44
3.94
4.54
5.62
6
7.62
8.93
9.45
X i ~ N (10,1), i = 1,...,20
X i ~ N (11,1), i = 21,...,30
I Chart of C1
13
UCL=13
12
Individual Value
amostra
11
_
X=10
10
9
8
LCL=7
7
3
12
15
18
Observation
21
24
27
30
7.5
Ci
5.0
2.5
0.0
-2.5
-5.0
0
10
15
20
Nmero de Amostra
25
30
Ci = mx[0, xi ( 0 + K ) + Ci 1 ]
Ci = mx[0, ( 0 K ) xi + Ci 1 ]
+
C0 = C 0
-
| 0 1 |
= 0, K =
2
-C
-
+
i
No Exemplo:
= 1, K = (11 10 ) / 2 ,
H =5
C 1 = mx [ 0 , x1 (10 + 1 / 2 ) + C 0 ]
C 1 = mx [ 0 , (10 1 / 2 ) x1 + C 0 ]
6
a
xi-10.5
-1.05
-2.51
-1.21
1.16
1.66
-0.32
-2.46
0.96
-1.3
-0.16
-1.47
0.97
0.01
-1.1
-0.42
-1.13
0.12
-0.19
-1.98
0.34
0.4
-1.17
1.79
1
0.1
0.58
-0.12
1.12
0.81
0.02
Ci
0
0
0
1.16
2.82
2.5
0.04
1
0
0
0
0.97
0.98
0
0
0
0.12
0
0
0.34
0.74
0
1.79
2.79
2.89
3.47
3.35
4.47
5.28
5.3
0
0
0
1
2
3
4
5
0
0
0
1
2
0
0
0
1
0
0
1
2
0
1
2
3
4
5
6
7
8
9.5-xi
0.05
1.51
0.21
-2.16
-2.66
-0.68
1.46
-1.96
0.3
-0.84
0.47
-1.97
-1.01
0.1
-0.58
0.13
-1.12
-0.81
0.98
-1.34
-1.4
0.17
-2.79
-2
-1.1
-1.58
-0.88
-2.12
-1.81
-1.02
b
Ci
0.05
1.56
1.77
0
0
0
1.46
0
0.3
0
0.47
0
0
0.1
0
0.13
0
0
0.98
0
0
0.17
0
0
0
0
0
0
0
0
1
2
3
0
0
0
1
0
1
0
1
0
0
1
0
1
0
0
1
0
0
1
0
0
0
0
0
0
0
0
CUSUMChart of C1
UCL=5
5.0
Soma Cumulativa
amostra
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2.5
0.0
-2.5
-5.0
LCL=-5
3
12 15 18 21
Nmero de subgrupo
24
27
30
zi = xi + (1 ) zi 1 , 0 < 1, z 0 = 0
Ou equivalentemente,
i 1
zi = (1 ) j xi j + (1 ) i z0 ,
j =0
zi
= 2(
)[ 1 (1 ) 2 i ]
O Grfico
LSC
LC
LIC
de controle
+ L
MMEP
)[ 1 ( 1 ) 2 i ]
)[ 1 ( 1 ) 2 i ]
9
LSC
= 10 + 2 . 7 (1 )
0 .1
[1 (1 0 . 1 ) 2 ( 1 ) ] = 10 . 27
( 2 0 .1)
LIC
= 10 2 . 7 (1 )
0 .1
[1 (1 0 . 1 ) 2 ( 1 ) ] = 9 . 73
( 2 0 .1)
LSC
LIC
=
=
+ L
L
(
(
LSC
LIC
= 10 + 2 . 7 (1 )
0 .1
) = 10 . 62
2 0 .1
= 10 2 . 7 (1 )
0 .1
) = 9 . 39
2 0 .1
10
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
xi
9.45
7.99
9.29
11.66
12.16
10.18
8.04
11.46
9.2
10.34
9.03
11.47
10.51
9.4
10.08
9.37
10.62
10.31
8.52
10.84
10.9
9.33
12.29
11.5
10.6
11.08
10.38
11.62
11.31
10.52
MMEP zi
9.945
9.7495
9.70355
9.899195
10.12528
10.13075
9.921673
10.07551
9.987955
10.02316
9.923844
10.07846
10.12161
10.04945
10.05251
9.984256
10.04783
10.07405
9.918643
10.01078
10.0997
10.02273
10.24946
10.37451
10.39706
10.46535
10.45682
10.57314
10.64682
10.63414
EWMA Chart of C1
10.75
+2.7SL=10.619
10.50
10.25
MMEP
amostra
_
_
X=10
10.00
9.75
9.50
-2.7SL=9.381
3
12
15
18
Observao
21
24
27
30
11
Observaes:
Os grficos de controle MMEP , em geral usado com observaes
individuais. No entanto se so tomados subgrupos racionais de
tamanho n>1, ento substitumos:
xi
por
xi
por
12
Monitoramento da Variabilidade:
QMEP
S 2 i = ( xi ) 2 + (1 ) S 2 i 1 , 0 < 1, S2 0 = 0 , E ( S 2 i ) = 2 ,
2
S 2i
~ 2 ( 2 ) ,
Se o representa o valor-alvo ou so controle do desvio padro, plotase Si com limites de controle dados por:
LSC
LIC
2(
2(
,1
,
13
1
V (M i ) = 2
w
Var( xi ) =
j =i w+1
2
w
LSC = 0 +
3
3
, LIC = 0
w
w
14
Exemplo: w=5
Quando i<5, calcula-se a mdia das observaes consideradas
xi
9.45
7.99
9.29
11.66
12.16
10.18
8.04
11.46
9.2
10.34
9.03
11.47
10.51
9.4
10.08
9.37
10.62
10.31
8.52
10.84
10.9
9.33
12.29
11.5
10.6
11.08
10.38
11.62
11.31
10.52
Mi
9.45
8.72
8.91
9.5975
10.11
10.256
10.266
10.7
10.208
9.844
9.614
10.3
10.11
10.15
10.098
10.166
9.996
9.956
9.78
9.932
10.238
9.98
10.376
10.972
10.924
10.96
11.17
11.036
10.998
10.982
3
LC = 0 +
i
3(1)
3(1)
LSC = 10 +
= 11.34, LIC = 10
= 8.66
5
5
Moving Average Chart of C1
13
12
Mdia Mvel
Observao
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
UCL=11.342
11
_
_
X=10
10
9
LCL=8.658
8
7
3
12
15
18
Observao
21
24
27
30
15
Exerccios
1.- Mostre que se =2/(w+1) para grficos de controle MMEP, ento
esse grfico de controle equivalente a um grfico de controle da
mdia mvel de abrangncia w, no sentido que os limites de controle
so idnticos no estado estacionrio.
16