orthogonal arrays-lecturer 8.pdf

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8/06/2007 8/06/2007 ENGN8101 Modelling and Optimization ENGN8101 Modelling and Optimization 1 1 FURTHER ORTHOGONAL ARRAYS FURTHER ORTHOGONAL ARRAYS The Taguchi approach to experimental design Create matrices from factors and factor levels - either an inner array or design matrix (controllable factors) - or an outer array or noise matrix (uncontrollable factors) Here – number of experiments required significantly reduced How? Orthogonal arrays

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Page 1: Orthogonal arrays-lecturer 8.pdf

8/06/20078/06/2007 ENGN8101 Modelling and OptimizationENGN8101 Modelling and Optimization 11

FURTHER ORTHOGONAL ARRAYSFURTHER ORTHOGONAL ARRAYS

The Taguchi approach to experimental design

Create matrices from factors and factor levels

- either an inner array or design matrix (controllable factors)- or an outer array or noise matrix (uncontrollable factors)

Here – number of experiments required – significantly reduced

How?

Orthogonal arrays

Page 2: Orthogonal arrays-lecturer 8.pdf

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Orthogonal arrays - Trivial many versus vital fewOrthogonal arrays - Matrix of numbers

each column – each factor or interactioneach row – levels of factors and interactions

Main property:every factor setting occurs same number of times for every test setting of all other factors

Allows for lots of comparisons

Any two columns – form a complete 2-factor factorial design

Critical concept – the LINEAR GRAPH

Page 3: Orthogonal arrays-lecturer 8.pdf

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First example:

L4 array

a half-replicateof a 23 experiment

4 experiments:

factors – level 1 or 2

3 factors?

look at the linear graph:

2 nodes (columns 1 and 2) + 1 linkage (between 1 and 2 i.e. 2 factors + 1 interaction

Page 4: Orthogonal arrays-lecturer 8.pdf

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The L4 array cannot estimate 3 base factors (not yet!)

also – the nodes are different designs

- associated with the degree of difficulty with changing the level of a particular factor

Acknowledges that not all factors are easy to change

‘Easy” means easy to use – as it only changes a minimum number of times∴ if one factor is harder to change – put it in column 1, as this only changes once

Same for any size array

Page 5: Orthogonal arrays-lecturer 8.pdf

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L8 (27) array

here – 7 factors at 2 levels

or 7 entities at 2 levels

IMPORTANT!

there are no 3-way interactions or higher represented by this method

total replicate = 128 tests

here – only 8!

Page 6: Orthogonal arrays-lecturer 8.pdf

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Also – 2 linear graphs (templates for candidate experiments)

4 main effects + 3 interactions

so long as one of the graphs fits your experiment- use the array!

If not – choose another or modify the graph (later)

Page 7: Orthogonal arrays-lecturer 8.pdf

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Another template – the L9 (34) array

here – 4 factors, each at 3 levels

should be 81 tests- actually 9

2 base factors only

others – confounded with interactions

Page 8: Orthogonal arrays-lecturer 8.pdf

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Many others:

L16 (215)

5 base factors + 10 2-way interactions

Page 9: Orthogonal arrays-lecturer 8.pdf

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L27 (313)

verypowerfularray

Page 10: Orthogonal arrays-lecturer 8.pdf

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Also – can have arrays for factors of varying number of levels

e.g. L18 (21 x 37) i.e. a hybrid (see later)

Page 11: Orthogonal arrays-lecturer 8.pdf

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CASE STUDY T6CASE STUDY T6

A consumer magazine subscription service has four factors – A, B, C and D, each to be analysed at two levels. Also of interest are the interactions of BxC, BxD and CxD. Show the experimental design for this case

Page 12: Orthogonal arrays-lecturer 8.pdf

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7 factors/interactions – 2 levels

A,B,C,D and BC, BD, CD

∴27? check the linear graphs!if they match – use the L8 approach

note:factor A – stand-alone i.e. no interaction of interestfactor B,C,D – base factors + 2 x 2-way interactions

1=B2=C3=BC4=D5=BD6=CD7=A - fits!

Page 13: Orthogonal arrays-lecturer 8.pdf

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i.e.

can we modify these graphs (templates) to account for other experimental designs?

yes!

Page 14: Orthogonal arrays-lecturer 8.pdf

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CASE STUDY T7CASE STUDY T7

The rapid transport authority in a large metropolitan area has identified five factors, A, B, C, D and E, each to be investigated at 2 levels. Interactions AC and AD are also of interest. Determine an appropriate experimental design.

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Here – A, B, C, D, E + AC and AD

i.e. 7 factors/interactions (5+2) – candidate array = L8 (27)

currently – not an optionit gives 4 factors + 3 interactions

– we need 5 factors + 2 interactions

we can ‘modify’ the graph by breaking a link and creating a node from it

preliminary allocation:

interaction 6? (AE)

Page 16: Orthogonal arrays-lecturer 8.pdf

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Pull it out and turn it into a node!

i.e.

the experiment now fitscompletely

i.e.

BUT/ factor B and interaction AE are now confounded

therefore – must assume AE = insignificant

Orthogonal arrays – lots of similar assumptions

Page 17: Orthogonal arrays-lecturer 8.pdf

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Orthogonal arrays - graphs can be used to see what designs are possible either direct or modified

Assumes no higher order interactions and that not all base factors or 2-way interactions are necessary

plus-side… 128 tests per replicate → 8 tests!

Page 18: Orthogonal arrays-lecturer 8.pdf

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HYBRID ORTHOGONAL ARRAYSi.e. technique for when not all factors have the same no. of levels

First – find no. of degrees of freedom for each factor(always 1 less than no. of levels)

i.e. A = 3; B=C=D=E = 1 total = 7

Same as for L8 array (7 columns)

∴ use L8 as our hybrid design template

each column – a 2-level interaction ∴ 1 degree of freedom/column

CASE STUDY T8CASE STUDY T8A commercial bank has identified 5 factors (A-E) that have an impact on its volume of loans. There are 4 levels of factor A and 2 levels for each of the other factors. Determine an appropriate experimental design

Page 19: Orthogonal arrays-lecturer 8.pdf

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7 columns: 3 for A and 1 each for the other factors

BUT/ which factor in which column?

Consult the linear graph…

must identify a line that can be removed easily

e.g. remove 1,2 and 3

to give

Page 20: Orthogonal arrays-lecturer 8.pdf

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∴ a new column 1 – made up of old columns 1,2,3

∴ 7 columns now 5 a new ‘A’ column

sequentially index them i.e.

rows 1,2, A=1 rows 3,4, A=2 rows 5,6, A=3 rows 7,8 A=4

Page 21: Orthogonal arrays-lecturer 8.pdf

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Estimation of effects

We have the experimental design….now – run it! (r times)

How many replicates?

Often – decided using noise factors

Why include noise factors?

To identify design factor levels that are least sensitive to noisei.e. robust

Page 22: Orthogonal arrays-lecturer 8.pdf

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e.g. 4 factors: A, B, C, D + 3 noise factors: E, F, G

need a design array (L9) and a noise array (L4)

i.e.

standardprocedure

9 experimentsrun4 times

Page 23: Orthogonal arrays-lecturer 8.pdf

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2 extra columns…

Mean response = Ῡ mean of each set of 4 replicates

S/N ratio = Z – as given previous

Ῡ and Z – used in analysis phasei.e. the parameter design phase

Taguchi approach – uses simple plots to make inferences(ANOVA also possible)

Main effect of a factor

factor A – levels 1,2,3 level 1 – experiments 1,2,3level 2 – experiments 4,5,6level 3 – experiments 7,8,9

Page 24: Orthogonal arrays-lecturer 8.pdf

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∴ mean response when A is at level 1:

etc…

Another example; factor B at level 3:

For each factor – 3 points now plot!!

3 types of plot:

3321

1yyyA ++

=

3321

1yyyA ++

=

Page 25: Orthogonal arrays-lecturer 8.pdf

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Type a:effect – not significanti.e. not worth bothering with (?)

Type b:effect = non-linearbest selection – region where curve is flattest (i.e. minimum gradienti.e. minimum variability with response variable

here – level 2 is the most robust setting

Type c: effect = linearhere – factor = adjustment parameter

gradient is constant ∴ constant variationbut can change mean response easily

Page 26: Orthogonal arrays-lecturer 8.pdf

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Can repeat the procedure with interaction effects:

Interaction of BxC…

and

( )

( )

1 2 7 81

3 4 5 62

4

4

y y y yBxC

y y y yBxC

+ + +=

+ + +=

CASE STUDY T9CASE STUDY T9

Various components of a drug for lung cancer have positive and negative effects depending on the amount used. Scientists have identified four independent factors that seem to affect the performance of the drug.

Page 27: Orthogonal arrays-lecturer 8.pdf

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4 factors x 3 levels ∴ L9 (34)

need to modify the array ∴ assume no interaction factors

Now run tests (target value = 0)

Only 1 replicate ∴ no noise factors possible

Page 28: Orthogonal arrays-lecturer 8.pdf

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Main effects:

etc… now plot…367.1

35.24.20.4

367.03

2.65.94.4

867.13

8.13.75.3

3

2

1

−=−+−

=

−=−+−

=

=++−

=

A

A

A

Page 29: Orthogonal arrays-lecturer 8.pdf

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So what?

B and D – non-linear A – almost linear C – linear

For a robust system – set B and D to level 2 to reduce variability

Then move the response value to zero using adjustment factorsi.e. set A and C to level 2

∴ optimal setting = A=B=C=D=2

NOTE/ not one of our original experiments!

This is the essence of Taguchi parameter design-- to find the best parameter settings using 2to find the best parameter settings using 2--stage stage optimization and indirect experimentationoptimization and indirect experimentation

of course – further testing will confirm this…