Run and Scan Rules in Statistical Process Monitoring

  • Living reference work entry
  • First Online:
Handbook of Scan Statistics

Abstract

In this paper, we provide an overview of the use of run and scan rules in statistical process monitoring. Although we focus on control charts, supplemented with various stop** rules based on run and scan statistics, several other monitoring procedures that incorporate run and scan statistics are reviewed as well. Rules based on the notion of scans have been incorporated in the traditional Shewhart charts in order to improve their performance and at the same time preserve their simplicity. In our presentation we review the major types of run and scan rules currently available in the literature of control charts and highlight how they are implemented in practice. A unified framework for studying the characteristics of run- and scan-based control charts by exploiting a Markov chain approach is also provided. We end up with some concluding remarks and some directions for future research in the area under review.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Similar content being viewed by others

References

  • Abbas N, Riaz M, Does RJ (2011) Enhancing the performance of EWMA charts. Qual Reliab Eng Int 27(6):821–833

    Article  Google Scholar 

  • Abujiya MR, Abbas UF, Lee MH, Mohamad I (2013) On the sensitivity of Poisson EWMA control chart. Int J Humanit Manag Sci 1(1):18–22

    Google Scholar 

  • Acosta-Mejia CA (1998) Monitoring reduction in variability with the range. IIE Trans 30(6): 515–523

    Google Scholar 

  • Acosta-Mejia CA (2007) Two sets of runs rules for the \(\bar {X}\) chart. Qual Eng 19(2):129–136

    Article  Google Scholar 

  • Acosta-Mejia CA (2011) On the performance of the conditional decision procedure in geometric charts. Comput Ind Eng 61(4):905–910

    Article  Google Scholar 

  • Acosta-Mejia CA (2012) Two-sided charts for monitoring nonconforming parts per million. Qual Eng 25(1):34–45

    Article  Google Scholar 

  • Acosta-Mejia CA, Pignatiello JJ Jr (2008) Modified r charts for improved performance. Qual Eng 20(3):361–369

    Article  Google Scholar 

  • Acosta-Mejia CA, Pignatiello JJ Jr (2009) ARL-design of S charts with k-of-k runs rules. Commun Stat Simul Comput 38:1625–1639

    Article  MathSciNet  MATH  Google Scholar 

  • Amdouni A, Castagliola P, Taleb H, Celano G (2016) One-sided run rules control charts for monitoring the coefficient of variation in short production runs. Eur J Ind Eng 10(5):639–663

    Article  Google Scholar 

  • Amin RW, Letsinger WC (1991) Improved switching rules in control procedures using variable sampling intervals. Commun Stat Simul Comput 20(1):205–230

    Article  MATH  Google Scholar 

  • Amin RW, Reynolds MR Jr, Bakir S (1995) Nonparametric quality control charts based on the sign statistic. Commun Stat Theory Methods 24(6):1597–1623

    Article  MathSciNet  MATH  Google Scholar 

  • Antzoulakos DL, Rakitzis AC (2007) The revised m-of-k runs rule. Qual Eng 20(1):75–81

    Article  Google Scholar 

  • Antzoulakos DL, Rakitzis AC (2008) The modified r out of m control chart. Commun Stat Simul Comput 37:396–408

    Article  MathSciNet  MATH  Google Scholar 

  • Antzoulakos DL, Rakitzis AC (2010) Runs rules schemes for monitoring process variability. J Appl Stat 37:1231–1247

    Article  MathSciNet  Google Scholar 

  • Aparisi F, Champ CW, García-Díaz JC (2004) A performance analysis of Hotelling’s χ2 control chart with supplementary runs rules. Qual Eng 16(3):359–368

    Article  Google Scholar 

  • Bai DS, Lee KT (2002) Variable sampling interval \(\bar {X}\) control charts with an improved switching rule. Int J Prod Econ 76(2):189–199

    Article  Google Scholar 

  • Balakrishnan N, Koutras MV (2001) Runs and scans with applications. John Wiley & Sons, New York

    Book  MATH  Google Scholar 

  • Balakrishnan N, Bersimis S, Koutras MV (2009) Run and frequency quota rules in process monitoring and acceptance sampling. J Qual Technol 41(1):66–81

    Article  Google Scholar 

  • Bersimis S, Koutras MV, Papadopoulos GK (2014) Waiting time for an almost perfect run and applications in statistical process control. Methodol Comput Appl Probab 16(1):207–222

    Article  MathSciNet  MATH  Google Scholar 

  • Bersimis S, Sgora A, Psarakis S (2018) The application of multivariate statistical process monitoring in non-industrial processes. Qual Technol Quant Manag 15(4):526–549

    Article  Google Scholar 

  • Bersimis S, Sachlas A, Castagliola P (2017) Controlling bivariate categorical processes using scan rules. Methodol Comput Appl Probab 19:1135–1149

    Article  MathSciNet  MATH  Google Scholar 

  • Brook D, Evans DA (1972) An approach to the probability distribution of CUSUM run length. Biometrika 59:539–549

    Article  MathSciNet  MATH  Google Scholar 

  • Castagliola P, Achouri A, Taleb H, Celano G, Psarakis S (2013) Monitoring the coefficient of variation using control charts with run rules. Qual Technol Quant Manag 10(1):75–94

    Article  Google Scholar 

  • Celano G, Costa A, Fichera S (2006) Statistical design of variable sample size and sampling interval \(\bar {X}\) control charts with run rules. Int J Adv Manuf Technol 28:966–977

    Article  Google Scholar 

  • Chakraborti S, Eryilmaz S (2007) A nonparametric Shewhart-type signed-rank control chart based on runs. Commun Stat Simul Comput 36:335–356

    Article  MathSciNet  MATH  Google Scholar 

  • Chakraborti S, Van de Wiel MA (2008) A nonparametric control chart based on the Mann-Whitney statistic. In Sen PK, Balakrishnan N, Pena EA, Sivapulle MJ (eds) Beyond parametrics in interdisciplinary research: festschrift in honor of Professor Pranab K. Sen. IMS Collections, pp 156–172

    Chapter  Google Scholar 

  • Chakraborti S, Van der Laan P, Van de Wiel MA (2004) A class of distribution-free control charts. J R Stat Soc Ser C 53:443–462

    Article  MathSciNet  MATH  Google Scholar 

  • Chakraborti S, Eryilmaz S, Human SW (2009) A phase II nonparametric control chart based on precedence statistics with runs-type signaling rules. Comput Stat Data Anal 53:1054–1065

    Article  MathSciNet  MATH  Google Scholar 

  • Champ CW (1992) Steady-state run length analysis of a Shewhart quality control chart with supplementary runs rules. Commun Stat Theory Methods 21:765–777

    Article  MATH  Google Scholar 

  • Champ CW, Woodall WH (1987) Exact results for Shewhart control charts with supplementary runs rules. Technometrics 29:393–399

    Article  MATH  Google Scholar 

  • Chan LY, **e M, Goh TN (2000) Cumulative quantity control charts for monitoring production processes. Int J Prod Res 38(2):397–408

    Article  MATH  Google Scholar 

  • Chang TC, Gan FF (2007) Modified Shewhart charts for high yield processes. J Appl Stat 34(7):857–877

    Article  MathSciNet  Google Scholar 

  • Chen P-W, Cheng C-S (2011) On statistical design of the cumulative quantity control chart for monitoring high yield processes. Commun Stat Theory Methods 40(11):1911–1928

    Article  MathSciNet  MATH  Google Scholar 

  • Cheng C-S, Chen P-W (2011) An ARL-unbiased design of time-between-events control charts with runs rules. J Stat Comput Simul 81(7):857–871

    Article  MathSciNet  MATH  Google Scholar 

  • Chong CJ, Lee MH (2013) The bivariate generalized variance |S| control chart with runs rules. In: Industrial Engineering and Engineering Management (IEEM), 2013 IEEE International Conference on pages 1448–1452

    Google Scholar 

  • Costa AFB, Machado MAG (2013) A single chart with supplementary runs rules for monitoring the mean vector and the covariance matrix of multivariate processes. Comput Ind Eng 66(2):431–437

    Article  Google Scholar 

  • Derman C, Ross SM (1997) Statistical aspects of quality control. Academic, San Diego

    MATH  Google Scholar 

  • Faraz A, Celano G, Saniga E, Heuchenne C, Fichera S (2014) The variable parameters t2 chart with run rules. Stat Pap 55(4):933–950

    Article  MATH  Google Scholar 

  • Feller W (1968) An introduction to probability theory and its applications, vol. I, 3rd edn. John Wiley & Sons, New York

    MATH  Google Scholar 

  • Fu JC, Lou WYW (2003) Distribution theory of runs and patterns and its applications. World Scientific, River Edge

    Book  MATH  Google Scholar 

  • Gibbons JD, Chakraborti S (2010) Nonparametric statistical inference. CRC Press, Boca Raton

    MATH  Google Scholar 

  • Golbafian V, Fallahnezhad MS, Zare Mehrjerdi Y (2017) A new economic scheme for CCC charts with run rules based on average number of inspected items. Commun Stat Theory Methods 46(24):12023–12044

    Article  MathSciNet  MATH  Google Scholar 

  • Hotelling H (1947) Multivariate quality control, illustrated by the air testing of sample bomb sights. Tech of Stat Anal, 111–184, McGraw-Hill, New York

    Google Scholar 

  • Huiquan MA, Ying Y, Cuiyi X, Qing YX, ** JL, **a L (2010) The standard |S| control chart with run rules. In: 2010 First ACIS International Symposium on Cryptography and Network Security, Data Mining and Knowledge Discovery, E-Commerce & Its Applications and Embedded Systems (CDEE), pp 401–404

    Google Scholar 

  • Joner MD, Woodall WH, Reynolds MR (2008) Detecting a rate increase using a Bernoulli scan statistic. Stat Med 27(14):2555–2575

    Article  MathSciNet  Google Scholar 

  • Jones LA, Champ CW, Rigdon SE (2001) The performance of exponentially weighted moving average charts with estimated parameters. Technometrics 43(2):156–167

    Article  MathSciNet  Google Scholar 

  • Jones-Farmer AL, Woodall WH, Steiner S, Champ CW (2014) An overview of Phase I analysis for process improvement and monitoring. J Qual Technol 46(3):265–280

    Article  Google Scholar 

  • Khilare SK, Shirke DT (2015) Fraction nonconforming control charts with m-of-m runs rules. Int J Adv Manuf Technol 78(5–8):1305–1314

    Article  Google Scholar 

  • Khoo MBC (2005) A control chart based on sample median for the detection of a permanent shift in the process mean. Qual Eng 17(2):243–257

    Article  Google Scholar 

  • Khoo MBC, Ariffin KN (2006) Two improved runs rules for Shewhart \(\bar {X}\) control chart. Qual Eng 20:173–178

    Article  Google Scholar 

  • Khoo MBC, Castagliola C, Liew JY, Teoh WL, Maravelakis PE (2016) A study on EWMA charts with runs rules – the markov chain approach. Commun Stat Theory Methods 45:4156–4180

    Article  MathSciNet  MATH  Google Scholar 

  • Kim Y-B, Hong J-S, Lie C-H (2009) Economic-statistical design of 2-of-2 and 2-of-3 runs rule scheme. Qual Reliab Eng Int 25:215–228

    Article  Google Scholar 

  • Kim J, Al-Khalifa KN, Park M, Jeong MK, Hamouda AMS, Elsayed EA (2013) Adaptive cumulative sum charts with the adaptive runs rules. Int J Prod Res 51:4556–4569

    Article  Google Scholar 

  • Klein M (2000) Two Alternatives to the Shewhart \(\bar {X}\) Control Chart. J Qual Technol 32:427–431

    Article  Google Scholar 

  • Koutras MV, Alexandrou VA (1997) Sooner waiting time problems in a sequence of trinary trials. J Appl Probab 34(3):593–609

    Article  MathSciNet  MATH  Google Scholar 

  • Koutras MV, Bersimis S, Antzoulakos DL (2006) Improving the performance of the chi-square control chart via runs rules. Methodol Comput Appl Probab 8(3):409–426

    Article  MathSciNet  MATH  Google Scholar 

  • Koutras MV, Bersimis S, Maravelakis PE (2007) Statistical process control using Shewhart control charts with supplementary runs rules. Methodol Comput Appl Probab 9:207–224

    Article  MathSciNet  MATH  Google Scholar 

  • Koutras MV, Maravelakis PE, Bersimis S (2008) Techniques for controlling bivariate grouped observations. J Multivar Anal 99(7):1474–1488

    Article  MathSciNet  MATH  Google Scholar 

  • Kritzinger P, Human SW, Chakraborti S (2014) Improved Shewhart-type runs-rules nonparametric sign charts. Commun Stat Theory Methods 43:4723–4748

    Article  MathSciNet  MATH  Google Scholar 

  • Kumar N, Chakraborti S, Rakitzis AC (2017) Improved Shewhart-type charts for monitoring times between events. J Qual Technol 49(3): 278–296

    Article  Google Scholar 

  • Lee MH (2013) Adaptive hotelling’s T2 control charts with run rules. Commun Stat Simul Comput 42:883–897

    Article  MATH  Google Scholar 

  • Lee MH, Khoo MBC (2015) Variable sampling interval cumulative count of conforming chart with runs rules. Commun Stat Simul Comput 44(9):2410–2430

    Article  MathSciNet  Google Scholar 

  • Lee MH, Khoo MBC (2018) Economic-statistical design of control chart with runs rules for correlation within sample. Commun Stat Simul Comput 47(10):2849–2864

    Article  MathSciNet  Google Scholar 

  • Lim T-J, Cho M (2009) Design of control charts with m-of-m runs rules. Qual Reliab Eng Int 25:1085–1101

    Article  Google Scholar 

  • Low CK, Khoo MBC, Teoh WL, Wu Z (2012) The revised m-of-k runs-rule based on median run length. Commun Stat Simul Comput 41:1463–1477

    Article  MathSciNet  MATH  Google Scholar 

  • Lowry CA, Champ CW, Woodall WH (1995) The performance of control charts for monitoring process variation. Commun Stat Simul Comput 24:409–437

    Article  MathSciNet  MATH  Google Scholar 

  • Lucas JM, Davis DJ, Saniga EM (2006) Detecting improvement using Shewhart attribute control charts when the lower control limit is zero. IIE Trans 38:699–709

    Article  Google Scholar 

  • Mahadik SB (2012a) Variable sampling interval Hotelling’s T2 charts with runs rules for switching between sampling interval lengths. Qual Reliab Eng Int 28(2):131–140

    Article  MATH  Google Scholar 

  • Mahadik SB (2012b) Exact results for variable sampling interval Shewhart control charts with runs rules for switching between sampling interval lengths. Commun Stat Theory Methods 41(24):4453–4469

    Article  MathSciNet  MATH  Google Scholar 

  • Mahadik SB (2013a) Variable sample size and sampling interval \(\bar {X}\) charts with runs rules for switching between sample sizes and sampling interval lengths. Qual Reliab Eng Int 29:63–76

    Article  Google Scholar 

  • Mahadik SB (2013b) Variable sample size and sampling interval hotelling’s T2 charts with runs rules for switching between sample sizes and sampling interval lengths. Int J Reliab Qual Saf Eng 20(4):1350015

    Article  Google Scholar 

  • Malela-Majika JC, Chakraborti S, Graham MA (2016a) Distribution-free phase-II Mann-Whitney control charts with runs-rules. Int J Adv Manuf Technol 86:723–735

    Article  MATH  Google Scholar 

  • Malela-Majika JC, Chakraborti S, Graham MA (2016b) Distribution-free precedence control charts with improved runs-rules. Appl Stoch Model Bus Ind 32:423–439

    Article  MathSciNet  MATH  Google Scholar 

  • Maravelakis PE, Castagliola P, Khoo MBC (2017) Run length properties of run rules EWMA chart using integral equations. Qual Technol Quant Manag 0(0):1–11 https://doi.org/10.1080/16843703.2017.1372853

    Article  Google Scholar 

  • Mehmood R, Riaz M, Does RJMM (2013) Efficient power computation for r out of m runs rules schemes. Comput Stat 28:667–681

    Article  MathSciNet  MATH  Google Scholar 

  • Montgomery DC (2009) Introduction to statistical quality control, 6th edn. John Wiley & Sons, Inc., New York

    MATH  Google Scholar 

  • Nelson L (1984) The Shewhart control chart-Tests for special causes. J Qual Technol 16(4): 237–239

    Article  Google Scholar 

  • Page ES (1955) Control charts with warning lines. Biometrics 42:243–257

    Article  MATH  Google Scholar 

  • Philippou AN, Georghiou C, Philippou GN (1983) A generalized geometric distribution and some of its properties. Statist Probab Lett 1:171–175

    Article  MathSciNet  MATH  Google Scholar 

  • Psarakis S (2015) Adaptive control charts: recent developments and extensions. Qual Reliab Eng Int 31(7):1265–1280

    Article  MathSciNet  Google Scholar 

  • Psarakis S, Vyniou AK, Castagliola P (2014) Some recent developments on the effects of parameter estimation on control charts. Qual Reliab Eng Int 30(8):1113–1129

    Article  Google Scholar 

  • R Core Team (2018) R: a language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. http://www.R-project.org

    Google Scholar 

  • Rakitzis AC (2016) Monitoring exponential data using two-sided control charts with runs rules. J Stat Comput Simul 86 (1):149–159

    Article  MathSciNet  Google Scholar 

  • Rakitzis AC (2017) On the performance of modified runs rules charts with estimated parameters. Commun Stat Simul Comput 46(2):1360–1380

    Article  MathSciNet  MATH  Google Scholar 

  • Rakitzis AC, Antzoulakos DL (2011) Chi-square control charts with runs rules. Methodol Comput Appl Probab 13:657–669

    Article  MathSciNet  MATH  Google Scholar 

  • Rakitzis AC, Antzoulakos DL (2014) Control charts with switching and sensitizing runs rules for monitoring process variation. J Stat Comput Simul 84(1):37–56

    Article  MathSciNet  Google Scholar 

  • Riaz M, Touqeer F (2015) On the performance of linear profile methodologies under runs rules schemes. Qual Reliab Eng Int 31(8):1473–1482

    Article  Google Scholar 

  • Riaz M, Mehmood R, Does RJMM (2011a) On the performance of different control charting rules. Qual Reliab Eng Int 27 (8):1059–1067

    Article  Google Scholar 

  • Riaz M, Nasir A, Does RJMM (2011b) Improving the performance of CUSUM charts. Qual Reliab Eng Int 27(4):415–424

    Article  Google Scholar 

  • Santiago E, Smith J (2013) Control charts based on the exponential distribution: adapting runs rules for the t chart. Qual Eng 25:85–96

    Article  Google Scholar 

  • Shepherd DK, Rigdon SE, Champ CW (2012) Using runs rules to monitor an attribute chart for a Markov process. Qual Technol Quant Manag 9(4):383–406

    Article  Google Scholar 

  • Shewhart WA (1924) Some applications of statistical methods to the analysis of physical and engineering data. Bell Syst Tech J 3(1):43–87

    Article  Google Scholar 

  • Shmueli G, Cohen A (2003) Run length distribution for control charts with runs and scans rules. Commun Stat Theory Methods 32(2):475–495

    Article  MathSciNet  MATH  Google Scholar 

  • Shongwe SC, Graham MA (2017) Some theoretical comments regarding the run-length properties of the synthetic and runs-rules monitoring schemes – Part 2: steady-state. Qual Technol Quant Manag. https://doi.org/10.1080/16843703.2017.1389142

    Article  Google Scholar 

  • Sparks RS (2000) CUSUM charts for signalling varying location shifts. J Qual Technol 32(2): 157–171

    Article  Google Scholar 

  • Steutel FW, van Harn K (1979) Discrete analogues of self-decomposability and stability. Ann Probab 7(5):893–899

    Article  MathSciNet  MATH  Google Scholar 

  • Tran KP (2016) The efficiency of the 4-out-of-5 runs rules scheme for monitoring the ratio of population means of a bivariate normal distribution. Int J Reliab Qual Saf Eng 23(5):1–26

    Article  Google Scholar 

  • Tran KP (2017) Run rules median control charts for monitoring process mean in manufacturing. Qual Reliab Eng Int 33(8):2437–2450

    Article  Google Scholar 

  • Tran KP (2018) Designing of run rules t control charts for monitoring changes in the process mean. Chemom Intell Lab Syst 174:85–93

    Article  Google Scholar 

  • Tran KP, Castagliola P, Celano G (2016) Monitoring the ratio of two normal variables using run rules type control charts. Int J Prod Res 54(6):1670–1688

    Article  Google Scholar 

  • Weiß CH (2009) Monitoring correlated processes with binomial marginals. J Appl Stat 36(4):399–414

    Article  MathSciNet  MATH  Google Scholar 

  • Weiß CH (2012) Continuously monitoring categorical processes. Qual Technol Quant Manag 9(2):171–188

    Article  Google Scholar 

  • Weiß CH (2013) Monitoring kth order runs in binary processes. Comput Stat 28(2):541–562

    Article  MATH  Google Scholar 

  • Weiler H (1953) The use of runs to control the mean in quality control. J Am Stat Assoc 48:816–825

    Article  Google Scholar 

  • Western Electric Company (1956) Statistical quality control handbook. Western Electric Corporation, Indianapolis

    Google Scholar 

  • Woodall WH, Zhao MJ, Paynabar K, Sparks R, Wilson JD (2017) An overview and perspective on social network monitoring. IISE Trans 49(3):354–365

    Article  Google Scholar 

  • Wu S, Castagliola P, Khoo MBC (2016) Run rules based phase II c and np charts when process parameters are unknown. Commun Stat Theory Methods 45(4):1182–1197

    Article  MathSciNet  MATH  Google Scholar 

  • Yang C, Tse S-K, Li G (2006) False signal rates for the \(\bar {X}\) control charts with runs tests when process parameters are estimated. Commun Stat Simul Comput 35(4):1045–1056

    Article  MathSciNet  MATH  Google Scholar 

  • Zaman B, Riaz M, Abbasi SA (2016) On the efficiency of runs rules schemes for process monitoring. Qual Reliab Eng Int 32(2):663–671

    Article  Google Scholar 

  • Zhang Y, Castagliola P (2010) Run rules \(\bar {X}\) charts when process parameters are unknown. Int J Reliab Qual Saf Eng 17(4):381–399

    Article  Google Scholar 

  • Zhang S, Wu Z (2005) Designs of control charts with supplementary runs rules. Comput Ind Eng 49:76–97

    Article  Google Scholar 

  • Zhang Y, Shang Y, Gao N, Wang Q (2017) Monitoring prespecified changes in linear profiles using control charts with supplementary runs rules. Commun Stat Simul Comput 46(9):7249–7263

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The authors would like to thank the anonymous reviewer for the useful suggestions and comments made, which helped us to improve the presentation of the paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Markos V. Koutras .

Editor information

Editors and Affiliations

Section Editor information

Rights and permissions

Reprints and permissions

Copyright information

© 2020 Springer Science+Business Media, LLC, part of Springer Nature

About this entry

Check for updates. Verify currency and authenticity via CrossMark

Cite this entry

Bersimis, S., Koutras, M.V., Rakitzis, A.C. (2020). Run and Scan Rules in Statistical Process Monitoring. In: Glaz, J., Koutras, M. (eds) Handbook of Scan Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-8414-1_55-1

Download citation

  • DOI: https://doi.org/10.1007/978-1-4614-8414-1_55-1

  • Published:

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4614-8414-1

  • Online ISBN: 978-1-4614-8414-1

  • eBook Packages: Springer Reference MathematicsReference Module Computer Science and Engineering

Publish with us

Policies and ethics

Navigation