Edme section 1 1 DOE – Process and design construction Step-by-step analysis (popcorn) Popcorn analysis via computer Multiple response optimization Advantage over one-factor-at-a-time (OFAT) 1. Mark Anderson and Pat Whitcomb (2000), DOE Simplified, Productivity Inc., chapter 3. 2. Douglas Montgomery (2006), Design and Analysis of Experiments, 6 th edition, John Wiley, sections 6.1 – 6.3. Two-Level Full Factorials
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Edme section 11 DOE – Process and design construction Step-by-step analysis (popcorn) Popcorn analysis via computer Multiple response optimization.
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Edme section 1 1
DOE – Process and design construction
Step-by-step analysis (popcorn)
Popcorn analysis via computer
Multiple response optimization
Advantage over one-factor-at-a-time (OFAT)
1. Mark Anderson and Pat Whitcomb (2000), DOE Simplified, Productivity Inc., chapter 3.
2. Douglas Montgomery (2006), Design and Analysis of Experiments, 6th edition, John Wiley, sections 6.1 – 6.3.
Two-Level Full Factorials
Edme section 1 2
Agenda Transition
DOE – Process and design constructionIntroduce the process for designing factorial experiments and motivate their use.
Step-by-step analysis (popcorn)
Popcorn analysis via computer
Multiple response optimization
Advantage over one-factor-at-a-time (OFAT)
yes
Factor effectsand interactions
ResponseSurfaceMethods
Curvature?
Confirm?
KnownFactors
UnknownFactors
Screening
Backup
Celebrate!
no
no
yes
Trivialmany
Vital few
Screening
Characterization
Optimization
Verification
yes
Factor effectsand interactions
ResponseSurfaceMethods
Curvature?
Confirm?
KnownFactors
UnknownFactors
Screening
Backup
Celebrate!
no
no
yes
Trivialmany
Vital few
Screening
Characterization
Optimization
Verification
Edme section 1 3
Process
Noise Factors “z”
Controllable Factors “x”
Responses “y”
DOE (Design of Experiments) is:
“A systematic series of tests,
in which purposeful changes
are made to input factors,
so that you may identify
causes for significant changes
in the output responses.”
Design of Experiments
Edme section 1 4
Expend no more than 25% of budget on the 1st cycle.
Conjecture
Design
Experiment
Analysis
Iterative Experimentation
Edme section 1 5
DOE Process (1 of 2)
1. Identify opportunity and define objective.
2. State objective in terms of measurable responses.
a. Define the change (y) that is important to detect for each response.
b. Estimate experimental error () for each response.
c. Use the signal to noise ratio (y/) to estimate power.
3. Select the input factors to study. (Remember that the factor levels chosen determine the size of y.)
Edme section 1 6
DOE Process (2 of 2)
4. Select a design and:
Evaluate aliases (details in section 4).
Evaluate power (details in section 2).
Examine the design layout to ensure all the factor combinations are safe to run and are likely to result in meaningful information (no disasters).
We will begin using and flesh out the DOE Process in the next section.
Edme section 1 7
Process
Noise Factors “z”
Controllable Factors “x”
Responses “y”
Let’s brainstorm.
What process might you experiment on for best payback?
How will you measure the response?
What factors can you control?
Write it down.
Design of Experiments
Edme section 1 8
Jacob Bernoulli (1654-1705)
The ‘Father of Uncertainty’
“Even the most stupid of men, by some instinct of nature, by himself and without any instruction, is convinced that the more observations have been made, the less danger there is of wandering from one’s goal.”
Central Limit TheoremCompare Averages NOT Individuals
Edme section 1 9
As the sample size (n) becomes large, the distribution of averages becomes approximately normal.
The variance of the averages is smaller than the variance of the individuals by a factor of n.
(sigma) symbolizes true standard deviation
The mean of the distribution of averages is the same as the mean of distribution of individuals.
(mu) symbolizes true population mean
22y n
iy y
The CLT applies regardless of the distribution of the individuals.
Central Limit TheoremCompare Averages NOT Individuals
Edme section 1 10
Individuals are uniform; averages tending toward normal!
Example:"snakeyes" [1/1] is the only way to get an average of one.
Central Limit TheoremIllustration using Dice
1 1 1
13
3
2 2
1 5
2 4
33
42
51
2 6
3 5
44
53
62
4 6
5 5
64
6 61 2
2 1
65
65
3 6
4 5
54
63
1 4
2 3
32
41
__
__
__
__
__
__
1 2 4 5 63
Averages of Two Dice
1 2 4 5 63
Edme section 1 11
Averages
Averages
Individuals
Y
2
Y
5
n=1
n=2
n=5
As the sample size (n) becomes large, the distribution of averages becomes approximately normal.
The variance of the averages is smaller than the variance of the individuals by a factor of n.
The mean of the distribution of averages is the same as the mean of distribution of individuals.
Central Limit TheoremUniform Distribution
Edme section 1 12
Want to estimate factor effects well; this implies estimating effects from averages.Refer to the slides on the Central Limit Theorem.
Want to obtain the most information in the fewest number of runs.
Want to estimate each factor effect independent of the existence of other factor effects.
Want to keep it simple.
Motivation for Factorial Design
Edme section 1 13
Run all high/low combinations of 2 (or more) factors
Use statistics to identify the critical factors
22 Full Factorial
What could be simpler?
Two-Level Full Factorial Design
Edme section 1 14
Std A B C AB AC BC ABC
1 – – – + + + – y1
2 + – – – – + + y2
3 – + – – + – + y3
4 + + – + – – – y4
5 – – + + – – + y5
6 + – + – + – – y6
7 – + + – – + – y7
8 + + + + + + + y8
1 2
5 6
3 4
87
B
A
C
Design Construction23 Full Factorial
Edme section 1 15
Agenda Transition
DOE – Process and design construction
Step-by-step analysis (popcorn)Learn benefits and basics of two-level factorial design by working through a simple example.
Popcorn analysis via computer
Multiple response optimization
Advantage over one-factor-at-a-time (OFAT)
yes
Factor effectsand interactions
ResponseSurfaceMethods
Curvature?
Confirm?
KnownFactors
UnknownFactors
Screening
Backup
Celebrate!
no
no
yes
Trivialmany
Vital few
Screening
Characterization
Optimization
Verification
yes
Factor effectsand interactions
ResponseSurfaceMethods
Curvature?
Confirm?
KnownFactors
UnknownFactors
Screening
Backup
Celebrate!
no
no
yes
Trivialmany
Vital few
Screening
Characterization
Optimization
Verification
Edme section 1 16
Two Level Factorial DesignAs Easy As Popping Corn!
Kitchen scientists* conducted a 23 factorial experiment on microwave popcorn. The factors are:
A. Brand of popcorn
B. Time in microwave
C. Power setting
A panel of neighborhood kids rated taste from one to ten and weighed the un-popped kernels (UPKs).
* For full report, see Mark and Hank Andersons' Applying DOE to Microwave Popcorn, PI Quality 7/93, p30.
Edme section 1 17
Two Level Factorial DesignAs Easy As Popping Corn!
* Average scores multiplied by 10 to make the calculations easier.
A B C R1 R2
Run Brand Time Power Taste UPKs StdOrd expense minutes percent rating* oz. Ord
1 Costly 4 75 75 3.5 2
2 Cheap 6 75 71 1.6 3
3 Cheap 4 100 81 0.7 5
4 Costly 6 75 80 1.2 4
5 Costly 4 100 77 0.7 6
6 Costly 6 100 32 0.3 8
7 Cheap 6 100 42 0.5 7
8 Cheap 4 75 74 3.1 1
Edme section 1 18
Two Level Factorial DesignAs Easy As Popping Corn!
Factors shown in coded values
A B C R1 R2
Run Brand Time Power Taste UPKs StdOrd expense minutes percent rating oz. Ord
1 + – – 75 3.5 2
2 – + – 71 1.6 3
3 – – + 81 0.7 5
4 + + – 80 1.2 4
5 + – + 77 0.7 6
6 + + + 32 0.3 8
7 – + + 42 0.5 7
8 – – – 74 3.1 1
Edme section 1 19
R1 - Popcorn TasteAverage A-Effect
75 – 74 = + 1
80 – 71 = + 9
77 – 81 = – 4
32 – 42 = – 10
42 32
7781
74 75
7 1 80
Brand
Tim
e
A
1 9 4 10y 1
4
There are four comparisons of factor A (Brand), where levels of factors B and C (time and power) are the same:
Edme section 1 20
y yEffect y
n n
A
75 80 77 32 74 71 81 42y 1
4 4
42 32
7781
74 75
71 80
Brand
Tim
e
R1 - Popcorn TasteAverage A-Effect
Edme section 1 21
R1 - Popcorn TasteAnalysis Matrix in Standard Order
I for the intercept, i.e., average response.
A, B and C for main effects (ME's).These columns define the runs.
Remainder for factor interactions (FI's)Three 2FI's and One 3FI.
Std.Order I A B C AB AC BC ABC
Taste rating
1 + – – – + + + – 74
2 + + – – – – + + 75
3 + – + – – + – + 71
4 + + + – + – – – 80
5 + – – + + – – + 81
6 + + – + – + – – 77
7 + – + + – – + – 42
8 + + + + + + + + 32
Edme section 1 22
Popcorn TasteCompute the effect of C and BC
y yy
n n
C
BC
81 77 42 32 74 75 71 80y
4 4
y4 4
Std. Taste
Order A B C AB AC BC ABC rating
1 – – – + + + – 74
2 + – – – – + + 75
3 – + – – + – + 71
4 + + – + – – – 80
5 – – + + – – + 81
6 + – + – + – – 77
7 – + + – – + – 42
8 + + + + + + + 32
y -1 -20.5 0.5 -6 -3.5
Edme section 1 23
Sparsity of Effects Principle
Do you expect all effects to be significant?
Two types of effects: • Vital Few:
About 20 % of ME's and 2 FI's will be significant.
• Trivial Many:The remainder result from random variation.
Edme section 1 24
Estimating Noise
How are the “trivial many” effects distributed?
Hint: Since the effects are based on averages you can apply the Central Limit Theorem.
Hint: Since the trivial effects estimate noise they should be centered on zero.
How are the “vital few” effects distributed?
No idea! Except that they are too large to be part of the error distribution.
Edme section 1 25
Half Normal Probability PaperSorting the vital few from the trivial many.
7.14
21.43
35.71
50.00
64.29
78.57
92.86
Pi
|E ffect|0
Significant effects (the vital few) are outliers. They are too big to be explained by noise.
They’re "keepers"!
Negligible effects (the trivial many) will be N(0, ), so they fall near zero on straight line. These are used to estimate error.
Edme section 1 26
Half Normal Probability PaperSorting the vital few from the trivial many.
7.14
21.43
35.71
50.00
64.29
78.57
92.86
Pi
0|Effect|
BC
B
C
Significant effects:
The model terms!
Negligible effects: The error estimate!
Edme section 1 27
i Pi |y| ID
1 7.14 0.5 AB
2 21.43 |–1.0| A
3 35.71 |–3.5| ABC
4 50.00 |–6.0| AC
5
6 78.57 |–20.5| B
7
1. Sort absolute value of effects into ascending order, “i”. Enter C & BC effects.
2. Compute Pis for effects. Enter Pis for i = 5 & 7.
3. Label the effects. Enter labels for C & BC effects.
i12
100 P i i 1,2,...,m m 7
m
Half Normal Probability Paper (taste)Sorting the vital few from the trivial many.
Edme section 1 28
Half Normal Probability Paper (taste) Sorting the vital few from the trivial many.
7.14
21.43
35.71
50.00
64.29
78.57
92.86
Pi
0 5 10 15 20 25
|Effect|
Edme section 1 29
Analysis of Variance (taste)Sorting the vital few from the trivial many.
Compute Sum of Squares for C and BC: 2NSS y N 8
4
i Pi |y| SS ID
1 7.14 0.5 0.5 AB
2 21.43 |–1.0| 2.0 A
3 35.71 |–3.5| 24.5 ABC
4 50.00 |–6.0| 72.0 AC
5 64.29 |–17.0| C
6 78.57 |–20.5| 840.5 B
7 92.86 |–21.5| BC
Edme section 1 30
Analysis of Variance (taste)Sorting the vital few from the trivial many.
Source
Sum of Squares
df
Mean Square
F Value
p-value Prob > F
Model 2343.0 3 781.0 31.5 0.001<p<0.005
Residual 99.0 4 24.8
Cor Total 2442.0 7
1. Add SS for significant effects: B, C & BC.
Call these vital few the “Model”.
2. Add SS for negligible effects: A, AB, AC & ABC.
Call these trivial many the “Residual”.
Edme section 1 31
Analysis of Variance (taste)Sorting the vital few from the trivial many.
6.59 56.18
5%0.1%
d f = (3, 4)
4.19
10%
16.69
1%
31.50 24.26
0.5%
F-value = 31.5
0.001 < p-value < 0.005
Edme section 1 32
Analysis of Variance (taste)Sorting the vital few from the trivial many
Null Hypothesis:There are no effects, that is: H0: A= B=…= ABC= 0
F-value:
If the null hypothesis is true (all effects are zero) then the calculated F-value is 1.
As the model effects (B, C and BC) become large the calculated F-value becomes >> 1.
p-value:
The probability of obtaining the observed F-value or higher when the null hypothesis is true.
Edme section 1 33
Popcorn TasteBC Interaction
Std. Taste Order I A B C AB AC BC ABC rating
1 + – – – + + + – 74
2 + + – – – – + + 75
3 + – + – – + – + 71
4 + + + – + – – – 80
5 + – – + + – – + 81
6 + + – + – + – – 77
7 + – + + – – + – 42
8 + + + + + + + + 32
B C Taste
– – 74 75 74.5
+ –
– +
+ +
Edme section 1 34
Popcorn TasteBC Interaction
B C Taste
– – 74 75 74.5
+ – 71 80 75.5
– + 81 77 79.0
+ + 42 32 37.0
B 4 m in B+ 6 m in
80
70
60
50
40
30
Taste
Edme section 1 35
yes
Factor effectsand interactions
ResponseSurfaceMethods
Curvature?
Confirm?
KnownFactors
UnknownFactors
Screening
Backup
Celebrate!
no
no
yes
Trivialmany
Vital few
Screening
Characterization
Optimization
Verification
yes
Factor effectsand interactions
ResponseSurfaceMethods
Curvature?
Confirm?
KnownFactors
UnknownFactors
Screening
Backup
Celebrate!
no
no
yes
Trivialmany
Vital few
Screening
Characterization
Optimization
Verification
Agenda Transition
DOE – Process and design construction
Step-by-step analysis (popcorn)
Popcorn analysis via computerLearn to extract more information from the data.
Multiple response optimization
Advantage over one-factor-at-a-time (OFAT)
Edme section 1 36
Popcorn via Computer!
Use Design-Expert to build and analyze the popcorn DOE:
Stdord
A: Brandexpense
B: Timeminutes
C: Powerpercent
R1: Tasterating
R2: UPKsoz.
1 Cheap 4.0 75.0 74.0 3.1
2 Costly 4.0 75.0 75.0 3.5
3 Cheap 6.0 75.0 71.0 1.6
4 Costly 6.0 75.0 80.0 1.2
5 Cheap 4.0 100.0 81.0 0.7
6 Costly 4.0 100.0 77.0 0.7
7 Cheap 6.0 100.0 42.0 0.5
8 Costly 6.0 100.0 32.0 0.3
Edme section 1 37
Popcorn Analysis via Computer!Instructor led (page 1 of 2)
1. File, New Design.
2. Build a design for 3 factors, 8 runs.
3. Enter factors:
4. Enter responses. Leave delta and sigma blank to
skip power calculations.
Power will be introduced in
section 2!
Edme section 1 38
Popcorn Analysis via Computer!Instructor led (page 2 of 2)
5. Right-click on Std column header and choose “Sort by Standard Order”.
6. Type in response data (from previous page) for Taste and UPKs.
7. Analyze Taste. Taste will be instructor led; you will analyze the
UPKs on your own.
8. Save this design.
Edme section 1 39
Popcorn Analysis – Taste Effects Button - View, Effects List
Term Stdized Effect SumSqr % Contribution
Require Intercept
Error A-Brand -1 2 0.0819001
Error B-Time -20.5 840.5 34.4185
Error C-Power -17 578 23.6691
Error AB 0.5 0.5 0.020475
Error AC -6 72 2.9484
Error BC -21.5 924.5 37.8583
Error ABC -3.5 24.5 1.00328
Lenth's ME 33.8783
Lenth's SME 81.0775
2
y yy
n n
n 4
NSS
4
N 8
Edme section 1 40
Popcorn Analysis – TasteEffects - View, Half Normal Plot of Effects
Design-Expert® SoftwareTaste
Shapiro-Wilk testW-value = 0.973p-value = 0.861A: BrandB: TimeC: Power