DOE and Robust Parameter

Design: An Overview
Vijay Nair

University of Michigan, Ann Arbor

vnn@umich.edu
April 4, 2006

Statistical Methods
for Quality and Reliability
1920s

Beginnings of Modern Quality Control (Shewhart)

1920s & 1930s

Origins of DOE (Fisher, Yates, etc.)

1940s (WW II)

Inspection Sampling, Sequential Design, etc.

1950s

Work of Deming, Juran, Ishikawa, etc. in Japan

1950s

Early developments in Reliability

(in Aircraft Industry -- Boeing, etc.)

1970s+80s

Japan becomes Quality Leader

1980s

Refocus on Q&P in US and Europe

1980s

Quality paradigms, Taguchi, etc. in US

1985

Introduction of Six Sigma in Motorola

1990+

Continuing emphasis DFSS and other initiatives

Industrial Applications of DOE

Factorial and fractional factorial designs (1930+)

Agriculture
Sequential designs (1940+)

Defense

Response surface designs for process optimization

(1950+)
Chemical
Robust parameter design for variation reduction
(1970+)
Manufacturing and Quality Improvement
Virtual (computer) experiments using computational
models (1990+)
Space, Automotive, Semiconductor, Aircraft,

Design of Experiments (DOE)

A key technology for optimizing product and

process design and for quality and reliability
(Q&R) improvement
Systematically investigate a system's inputoutput relationship to:

Improve the process (Q&R)

Identify the important design parameters
Optimize product or process design
Achieve robust performance
Conduct accelerated stress studies for reliability
prediction

Studying the input-output relationship

through DOE
A, B,
Y
Y

Y = f (A, B, unknowns)

Y = f (A, B) + error
Empirical approximations
to f (A,B)
Want to know: Effect of input parameters? Is A important?
How to manipulate A and B to optimize E(Y)? How sensitive
is the optimum to changes in A and B and noises?
Where in the A-B region should we conduct reliability stress
tests? How to extrapolate reliability results to the design
conditions?

Studying the input-output relationship

through DOE
Y
Y = f (A, B) + error
Empirical approximations
to f (A,B)

First-order approximation:

Second-order approximation

Boxs iterative philosophy

Design of Experiments (DOE)

A key technology for optimizing product and process design

and for quality and reliability (Q&R) improvement
Systematically investigate a system's input-output
relationship to

Used extensively in manufacturing industries

since 1980s
Part of basic training programs such as Sixsigma

Six Sigma
Typical Black Belt Training
Week 1
Core Six Sigma
CE Matrix
Process Capability
Measurement System
Correlation
Project Management

Week 3
Full Factorial
2^k Factorials
Fractional Factorials
Planning Experiments
EVOP
Adv. Meas. Systems

Week 2
Review Capability
Multivariate Analysis
Topics in Statistics
Introduction to DOE
Single Factor
Experiments

Week 4
Advanced Multivariate
Multiple Regression
Response Surface
Control Plans
Control Systems
Quality Function Dep.

If your experiment needs statistics,

you ought to have done a better
experiment
Lord Rutherford

Goals and Types of DOE

Process improvement looking for a quick solution

Variable search (Shainin),, One-factor-at-a-time,
Fractional factorial, Super-saturated designs)
Screening identify important factors from among many
(Pareto principle) typically 2-level FFDs

Product/process optimization Response surface designs

Achieving robustness Taguchis robust parameter designs

Reliability assessment and prediction Accelerated stress

test experiments

Virtual/Computer Experiments Latin hypercube, spacefilling, designs

Sequential designs

Complex
Complex Data
Data Structure
Structure
Curves,
Curves, Spatial
Spatial Objects,
Objects,

Analog signals for

6 test conditions
(Drive, Coast, Float, Tip-In/Tip-Out at 64 and 72 miles, Coast
Engine Off)
3 runs per test
3 Vibration signals per run
4 microphones signals per run

Analyzing Functional Data

Stamping Process
tonnage (ton)
400

Loose Tie Rod

Worn Bearing

350
300
250
200
150

Worn Gib
Excessive Snap

100
50
0
-50

120

140

160

180

200

220

crank angle (degree)

240

Virtual/Computer Experiments

Use of computational modeling and simulation in product and

process design is now very common
Design and analysis of computer experiments in very highdimensional problems raises many interesting challenges:
Design strategies Criteria? Randomness?
Goals: Understand important factors? Response surface
approximation? Optimization?
Modeling and analysis: Use of traditional models?
Model Validation

Taguchis Parameter Design for

Achieving Robust Performance
Control Factors x

Signal Factors s

Product/Process

Output
Y = f (x, z, s)
Target = T

Noise Factors z

Goal: Choose design factor settings to optimize

performance and make system insensitive to variation
in noise factors Cost-effective approach

How?
Y = f( x; s; z )
Exploit interactions between control factors (x)
and noise factors (z) to find settings of x that
achieve robustness while also trying to get good
average performance.
If f(.) is known, this is a regular optimization
problem.
In practice, f(.) unknown, so use physical
experimentation.

Implementation
Product Array Design
Noise Array
Systematically varying noise factors
Various strategies
Design for Control Factors
Control Array
Highly fractional designs
Mixed levels
Complex aliasing
Very little focus
on CxC interactions

Product Array
Can estimate all
CXN interactions

Control Factors:
A cycle time, B mold temp, C cavity thickness,
D holding pressure, E injection speed,
F holding time, G gas size
Noise Factors:
M - % regrind, N - moisture content, O ambient temp.

Injection Molding Experiment

Taguchi Methods for Analysis

SN-Ratio for Continuous Data

Nominal-the-best target value T

Expected squared error loss =

Two-stage optimization process:

Estimate SN-ratio and identify important
dispersion effects x;
Choose x to minimize the (estimated) SN-ratio
Use adjustment factors a to get mean on
target

Analysis

Half-normal plot of
Location Effects

Half-normal plot of
Dispersion Effects

Robust Design Examples

Product Design
Water Pump
Response:
Rate of water flow
Signal:
Input speed
Control Factors: Flow pattern
Material of the pump
Design of the impeller
Scroll design
Noise Factors:
Contaminations
Temperature of the fluid
Aging

Gear System
Response:
Output torque
Signal:
Input torque
Control Factors: Gear material
Number of teeth
Type of contact
Noise Factors:
Run-out
Type of lubrication
Aging

Robust Design Applications

Process Design
Injection Molding Process
Response:
Product dimension
Signal:
Mold dimension
Control Factors: Mold temperature
Mold material
Material temperature
Mold pressure
Noise Factors:
Moisture
Mold wear
Material variability

Measurement System Design

Engine Coolant Temperature Sensor
Response:
Output voltage
Signal:
Coolant temperature
Control Factors: Various configuration of sensors
Material
Noise Factors:
Position of sensor
Degradation
Product variability

Brief History (My version)

Before 1980 Japan, India, Bell Labs

(~1962; Tukey; SN-ratio)

Taguchis visit to Bell Labs in 1980 ***

Activities since then:

AT&T, Ford, Xerox, etc
North America, Europe, Asia
ASI, Taguchi Symposia, ...
Bell Labs Mohonk Conferences (1984) QPRC
NSF-funded project 1986 visit
Impact in Japan CJQCA Quality Progress article
Many documented examples of cost savings and
process improvements
(American Supplier Institute and
Taguchi Symposia Case Studies).

Early Applications at AT&T

Window photolithography
4-fold reduction in process variance
2-fold reduction in processing time

Aluminum Etching (256K RAM)

Reduction in visual defects from 80% to 15%

Reactive Ion Etching

50% reduction in machine utilization
$1.2M savings in machine replacement costs

Film photo-resist
Reduced drop-out rate by 50%

Circuit design
Wave soldering, optimum solder flux formulation
Router Bit Life Improvement
UNIX System Response Time Optimization

1986

May or June, 1986

@ Taguchis House

Key Contributions to Quality

Introduce (?) robustness in process/product

design and development

Emphasis on loss vs specifications

Identify sources of variation upfront:

-- manufacturing, customer/environment, usage,

Systematically introduce and study the effects of

noise factors in off-line investigations

Use this information to reduce the effect of

uncontrollable noise factors

Exploit interactions between control and noise factors to

achieve robustness

Contributions and Philosophy (cont.)

Use DOE to study the effect of control and

noise factors novel use
Emphasis on dispersion AND location effects
Emphasis on functionality instead of symptoms
(ideal function, etc.)
Engineering view of DOE mostly one-shot vs
iterative; use of confirmation experiments

Impact on Industry

Widespread recognition of the importance of

robustness for variation reduction and quality
improvement
Beyond parameter design qualitative
Eg., Ford Engineering Process development and
manufacturing of robust products and processes use
of systematic approach and training

Extensive (re)-introduction, training, and use of DOE

under the guise of Taguchi Methods in manufacturing
industries
Shainins methods, DFSS, etc.
Introduction of robustness and DOE in other
industries (medical technology, software, )

Taguchi Methods
for Implementing Parameter Design

Emphasis on loss functions squared error

Classification of problems: Nominal-the-best, smaller-the
better, larger-the better, dynamic,
Analysis
SN ratios and two-step optimization loss function
Various methods of analysis: accumulation, minute,
dynamic
Designs -- Product arrays, OAs L_18

Issues in Experimental Design

Designs -- Product arrays, OAs L_18

Product (crossed) array vs Combined array

Product array allows all c x n interactions
Can get better designs or smaller run size using
combined arrays
Eg. 4 control and 2 noise 32 run PA but still only
resolution III in control factors
Combined array 32 runs Resolution VI or
16 runs with Resolution IV

New research on combined array designs

Beyond MA designs

Taguchis SN-Ratio Analyses

Biggest area of controversy

Nominal-the-best target value T

Expected squared error loss =

Two-stage optimization process: ***

Estimate SN-ratio and identify important dispersion
effects x;
Choose x to minimize the (estimated) SN-ratio
Use adjustment factors a to get mean on target

Similar for dynamic problems

References: In Panel Discussion (Nair, 1992), Wu

and Hamada (2001), Techno and JQT since then.

Ensuing Discussion and Research

PerMIA
Mathematical formulation of two-stage
optimization and development for various
problems and loss functions
(Leon et al. 1987)

Generalized SN-ratios

Transformations
(Box, 1988; Nair and Pregibon, 1986)

GLM

Dual Response

(Nelder and Lee, 1991)

(Vining and Meyers, 1990)

Transformations
Variance-stabilizing transformations with no dispersion
effects:

log-transformation

Use of Box-Cox transformations even with dispersion effects

Diagnostic: Mean-variance plot on log-log scale:

Use slope to estimate

Advantages: Not tied to particular loss function
More general: Does not assume gamma = 2
Data-analytic: estimate gamma from the data
Response surface for mean more likely to be
linear in transformed space

GLM
Joint Modeling of Location and Dispersion Effects
Components

Mean

Dispersion

Response Variable

Deviance

Mean
Variance Function

Gamma distribution

Link Function
Linear Predictor

Use Extended Quasi-Likelihood criterion (Nelder and Pregibon, 1987)

Iterate between mean and dispersion models
More general
Problem same as before estimating V (mu) and g (mu),

Remarks

Taguchis SN-ratios have implicit assumptions

and have limited validity
SN-ratio and PerMIA analyses are based on loss
functions
Loss functions hard to specify a priori
Will depend on the data metric (original vs log, )

Two-stage optimization Why not estimate

mean and variance and optimize?
Transformation and GLM based approaches more
useful
Joint modeling and estimation of location and
dispersion effects intrinsically a difficult problem

Direct Modeling of Response

and CXN Interactions

More generally,
Treat noise factors as fixed and absorb into structural model:
Y (x) = f (control factors) + g (noise factors) + h (CxN interactions) +
Estimate effects of control and noise
factors and CxN interactions

Noise = Temp

Use fitted model with location and dispersion

effects to determine optimal settings for
robustness and target.
Analysis more efficient treat noise factors
as fixed exploit structure of noise array
-1

+1

Factor A

Other Areas

Dynamic problems
Functional response
Signal-response systems

Dynamic systems

Combining robust design with control

Probabilistic optimization

Summary of Impact and Contributions

Extensive practical impact

Notion of robustness (qualitative)

Use of DOE for location and dispersion
Extensive use of regular DOE
(more than parameter design studies)

Research
Considerable research to understand and improve on
Taguchis methods for design and analysis
More analysis than design
Future?