Modeling the dependency structure between quality characteristics in multi-stage manufacturing processes with copula functions

Pelin Toktaş; Ömer Lütfi Gebizlioğlu

doi:10.11121/ijocta.1594

Authors

Pelin Toktaş Department of Industrial Engineering, Başkent University, Turkey https://orcid.org/0000-0001-6622-4646
Ömer Lütfi Gebizlioğlu Department of International Trade and Finance, Kadir Has University, Turkey https://orcid.org/0000-0002-3824-281X

DOI:

https://doi.org/10.11121/ijocta.1594

Keywords:

Multi-stage manufacturing process , Statistical process control, State-space model, Kalman filter, Copula modeling

Abstract

This study is about multi-stage manufacturing processes and their control by statistical process control modeling. There are two kinds of dependence structures in a multi-stage manufacturing process: one is the dependence between the stages of the process, and the other is the dependence between the concerned quality characteristics. This study employs state-space models to demonstrate the dependency structure between the process stages and uses the Kalman filter method to estimate the states of the processes. In this setup, copula modeling is proposed to determine the dependence structure between the quality characteristics of interest. A simulation study is conducted to assess the model's accuracy. As a result, it was found that the model gives highly accurate predictions according to the mean absolute percentage error (MAPE) criteria (<10%).

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Author Biographies

Pelin Toktaş, Department of Industrial Engineering, Başkent University, Turkey

Pelin Toktaş received the B.Sc. degree in Statistics from Middle East Technical University, Ankara, Turkey, in 1997, the M.Sc. degree in industrial engineering from Bilkent University, Ankara, Turkey, in 2000, and the Ph.D. degree in statistics from Ankara University, Ankara, Turkey, in 2011. She is currently working with Engineering Faculty, Industrial Engineering Department, Başkent University, Ankara, Turkey, as an Assistant Professor. She has written various articles, and many studies presented at various national and international conferences. Her research interests include statistical analysis and its applications in industrial engineering and social sciences, multicriteria decision making methods, and statistical quality control applications.

Ömer Lütfi Gebizlioğlu, Department of International Trade and Finance, Kadir Has University, Turkey

Ömer Lütfi Gebizlioğlu received his B.S. degree (high honors) in Economics and Statistics from Midde East Technical University, Turkey, M.Sc. degree in Statistics and Ph.D. degree in Administrative and Engineering Systems from the Union Graduate School of Union College and University, New York, USA. Professor Gebizlioğlu has had academic positions at the Statistics Departments of Middle East Technical University and Ankara University, and at the Department of International Trade and Finance of Kadir Has University. He received several research funds from the national research institutions in the USA and Türkiye. He has numerous scientific publications in the areas of theory and applications of probability and statistics, risk measures, risk theory and loss distributions, actuarial science, insurance mathematics and economics, financial risk management and system reliability.

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