Literature DB >> 28184132

Taguchi's Orthogonal Arrays Are Classical Designs of Experiments.

Raghu N Kacker1, Eric S Lagergren1, James J Filliben1.   

Abstract

Taguchi's catalog of orthogonal arrays is based on the mathematical theory of factorial designs and difference sets developed by R. C. Bose and his associates. These arrays evolved as extensions of factorial designs and latin squares. This paper (1) describes the structure and constructions of Taguchi's orthogonal arrays, (2) illustrates their fractional factorial nature, and (3) points out that Taguchi's catalog can be expanded to include orthogonal arrays developed since 1960.

Entities:  

Keywords:  Taguchi’s methods; difference sets; fractional factorial plans; orthogonal arrays

Year:  1991        PMID: 28184132      PMCID: PMC4927234          DOI: 10.6028/jres.096.034

Source DB:  PubMed          Journal:  J Res Natl Inst Stand Technol        ISSN: 1044-677X


1. Introduction

Today many engineers are using Taguchi’s catalog of orthogonal arrays [1] to plan industrial experiments. But Taguchi provides either no information or insufficient information on the methods that were used to construct these arrays. Moreover, Taguchi displays orthogonal arrays in forms that are different from the way these arrays are usually displayed in the statistical literature. It is, therefore, difficult to discern the links between Taguchi’s arrays and their counterparts published elsewhere. Recent advertisements and testimonials of the efficacy of experiments based on Taguchi’s orthogonal arrays increase the confusion by giving an impression that these arrays are something other than fractional factorials and classical plans of experiments. This paper describes the structure and constructions of Taguchi’s orthogonal arrays, illustrates their fractional factorial nature, and points out that his catalog can be expanded to include orthogonal arrays developed since 1960. The next section of this paper provides the background of orthogonal arrays and introduces the concept that an orthogonal array can be displayed in one of many equivalent forms. This concept is subsequently used to exhibit the equivalence of certain well-known fractional factorial plans and Taguchi’s orthogonal arrays. Taguchi’s catalog contains 20 arrays. However, only 18 of these arrays are orthogonal arrays. These 18 orthogonal arrays are the focus of this paper, and they have been classified into eight groups defined in such a way that the orthogonal arrays in each group can be constructed by a common method. The subsequent eight sections are devoted to these eight specific groups. In these sections, first the constructions of Taguchi’s orthogonal arrays are described and then these arrays are related to fractional factorials and other well-known orthogonal arrays. In order to appreciate the factorial nature of Taguchi’s orthogonal arrays, it is necessary to understand the constructions of these arrays. The last section of this paper identifies several useful orthogonal arrays that are not in Taguchi’s catalog because they were developed after 1960.

2. The Background of Orthogonal Arrays

An orthogonal array (more specifically a fixed-element orthogonal array) of s elements, denoted by OA(s) is an N × m matrix whose columns have the property that in every pair of columns each of the possible ordered pairs of elements appears the same number of times. The symbols used for the elements of an orthogonal array are arbitrary. This paper uses the symbols (0, 1, 2,…, s − 1) to denote the s elements. Tables 1 and 2 display OA4(23) and OA8(27) respectively. Note that in every pair of columns of table 1 each of the 4 ordered pairs (0,0), (0,1), (1,0), and (1,1) appears exactly once. Similarly, every pair of columns in table 2 contains each of the four pairs (0,0), (0,1), (1,0), and (1,1) exactly twice. Taguchi refers to OA() by the notation L(s). The letter L in this notation stands for latin square, and it indicates that orthogonal arrays are generalized latin squares. Taguchi uses the symbols (1,2,…,s) to denote the elements of an orthogonal array. The authors have, however, used the symbols (0,1,…, s − 1) in this paper because these symbols are natural in light of the methods of constructing these arrays.
Table 1

Orthogonal array OA4 (23)

Row No.Column No.
123
1000
2011
3101
4110
Table 2

Orthogonal array OA8 (27)

Row No.Column No.
1234567
10000000
20001111
30110011
40111100
51010101
61011010
71100110
81101001
Orthogonal arrays can be viewed as plans of multifactor experiments where the columns correspond to the factors, the entries in the columns correspond to the test levels of the factors and the rows correspond to the test runs. More specifically, the N rows of an OA(s) can be viewed as a subset of the possible s test runs of a complete factorial plan in m factors each having s test levels. Thus, an OA(s) can be viewed as a N/s fraction of a complete s factorial plan. For example, the four rows of the OA4(23) that are displayed in Table 1, can be viewed as a 4/23 = 1/2 fraction of a complete 23 factorial plan. A sub-matrix formed by deleting some columns of an orthogonal array is also an orthogonal array. Thus, by deleting certain columns of a given orthogonal array, it is possible to generate many different plans of multifactor experiments. A fractional factorial plan that enables uncorrelated estimation of every factorial effect included in the underlying linear model assuming that all other effects are zero is called an orthogonal plan. Fractional factorial plans based on orthogonal arrays irrespective of the degree of fractionation are necessarily orthogonal plans. This is the primary reason for the popularity of fractional factorials based on orthogonal arrays. Some of the most popular arrays in Taguchi’s catalog are mixed-element (level) orthogonal arrays. A mixed-element orthogonal army, denoted by OA(s), is a matrix of N rows and m + n columns in which the first m columns have s elements each, the next n columns have t elements each, and in every pair of columns each of the possible ordered pairs of elements appears a constant number of times. The constant, however, depends on the pair of columns selected. Table 3 displays two orthogonal arrays: OA18(6 × 36) and OA18(2 × 37). Note that every pair of columns in Table 3 contains each of the possible ordered pairs a constant number of times. A mixed-level orthogonal array can be viewed as a fractionated multilevel factorial plan.
Table 3

Orthogonal arrays OA18 (61 × 36) and OA18 (21 × 37)a

Row No.Column No.
112345678
  1000000000
  2000111111
  3000222222
  4101001122
  5101112200
  6101220011
  7202010212
  8202121020
  9202202101
10310022110
11310100221
12310211002
13411012021
14411120102
15411201210
16512021201
17512102012
18512210120

Columns 1′,3,4,5,6,7, and 8 form OA18(61 × 36).

Columns 1,2,3,4,5,6,7, and 8 form OA18(21 × 37).

It follows from the definition of an orthogonal array that an orthogonal array remains an orthogonal array when its (1) rows are permuted or (2) columns are permuted or (3) the elements within a column are permuted. When orthogonal arrays are viewed as plans of multifactor experiments, the row permutation corresponds to reordering of test runs, the column permutation corresponds to relabeling of factors, and the permutation of elements within a column corresponds to relabeling of factor levels. Most experimenters realize that the labels of factors, the labels of factor levels and the order of test runs are arbitrary. Indeed, the order of test runs is usually randomized. Therefore, two orthogonal arrays are defined to be equivalent if one can be obtained from the other via the following permutations: (1) the rows are permuted, (2) the columns are permuted, and (3) the elements (symbols) within a column are permuted (for example, in a three-element column, the elements (0,1, and 2) can be replaced with any one of their permutations: (0,2, and 1); (1,0, and 2); (1,2 and 0); (2,0, and 1); or (2,1, and 0) respectively). Taguchi’s format for an orthogonal array has the property that the entries in the left most columns change less frequently than the entries in the right most columns. Therefore, when these arrays are used to plan multifactor experiments, the cost of running the experiment can sometimes be reduced by judiciously associating with the left most columns those factors that are most expensive or most difficult to vary. Taguchi’s catalog contains twenty arrays. However, only eighteen of these twenty arrays are orthogonal arrays. The remaining two arrays, denoted by L′9(221) and L′27(322), are not orthogonal arrays and they are not discussed in this paper. The eighteen orthogonal arrays are classified into eight groups based on the common method of construction. The next eight sections are devoted to these eight groups.

3. Two-Element Orthogonal Arrays of 2 Rows for r = 2,3,4,5, and 6

The fractional factorial nature of two-element (level) orthogonal arrays follows from the way these arrays are constructed. So this section first describes a simple method of constructing these arrays, then illustrates their fractional factorial nature. A complete two-element orthogonal array with 2 rows has 2−1 columns and it is constructed column by column in three steps. Step 1: Write in the r columns specified by column numbers 1,2,4,8,…, 2−1 a complete factorial plan in r factors each having two test levels represented by 0 and 1 respectively. In order to match Taguchi’s display format, write this plan in such a way that the entries of the left most columns change less frequently than the entries of the right most columns. The entries of these r columns are used to calculate and define the entries of the remaining columns. Therefore, these r columns are referred to as the basic columns and marked as x1, x2,…, x, respectively. Step 2: These basic columns are used to generate the other columns. The generator of a particular column is a rule of the form a1x1 + a2x2 + … +a where x1, x2,…,x are the r basic columns and the coefficients a1, a2, …a are obtained from the appropriate row of table 4. [For example, in the construction of OA8(27) discussed below, the coefficients a1,a2,…, and a3 for column 5 are in the fifth row of table 4 and have the values 1, 0, and 1 respectively. This yields x1 + x3 as the generator for column 5 of OA8(27)]. List the generators in the order of column numbers.
Table 4

Coefficients of the generators of two-element orthogonal arrays of 2′ rows for r = 2, 3,…

Column No.Coefficients of x1, x2, x3,…,xr
a1a2a3ar−1ar
1100First (2r−2−1)entries are 0First (2r−1−1)entries are 0
2010
3110Next (2r−2)entries are 1Last (2r−1)entries are 1
4001
5101Next (2r−2)entries are 0
6011
7111Last (2r−2)entries are 1
·RepeatRepeat
·(0,1)(0,0,1,1)
2r−2011
2r−1111
Step 3: Compute the entries of the other columns by using the generators identified in step 2. The required calculations are performed in modulo 2 arithmetic (that is, 0 + 0 = 0, 0+1 = 1, 1 + 0 = 1 and 1 + 1 = 0). This method of construction and analogous methods of constructing three-, four-, and five-element orthogonal arrays are based on the mathematical theory of fractional factorials developed by Bose [2]. The following example illustrates these steps. Example: Construction of an OA8(27) Here N = 8 = 23, so r = 3. Step 1: Write the r = 3 basic columns. Step 2: List the generators (see rows 1 to 7 of table 4). Step 3: Complete the array using the generators identified in step 2. The fractional factorial nature of Taguchi’s two-element orthogonal arrays stems from the fact that the entries of the r columns identified by column numbers 1,2,4,8,…,2−1 form a complete factorial plan, and the remaining columns correspond to the interaction effects. The generators of these columns have a one-to-one correspondence with the main effects and the interaction effects written in Yates’ [3] standard order. The r basic columns correspond to the main effects and the remaining columns correspond to the interaction effects. A two-element (two-level) orthogonal array with 2 rows reduces to a fractional factorial plan when more than r factors are associated with the columns of the array and the remaining columns are deleted. In particular, when all 2−1 columns are associated with an equal number of factors, a two-level orthogonal array OA(2) where N = 2 represents a N/2 = (1/2)− fraction of a complete 2 factorial plan. For example, an OA8(27) represents a (1/2)7−3 = (1/2)4 = 1/16th fraction of a complete 27 factorial plan. That is, an OA8(27) represents a 27−4 plan in factorial notation. The test levels of 2 type fractional factorial plans are usually represented [4] by the symbols − and +. Such plans are often constructed by writing a complete factorial plan in the required number of test runs and appending additional columns obtained by multiplying certain columns of the complete factorial plan. This method and the Bose method of constructing two-level orthogonal arrays described here are similar, but since (− × − = +, − × + = −, and + × + = +) while (0 + 0 = 0, 0 + 1 = 1, and 1 + 1=0 in modulo 2 arithmetic), the two methods yield different fractions of the same type. However, one fraction can be obtained from another of the same type by switching the test levels, and permuting the rows and columns. For example, Taguchi’s OA8(27) can be obtained from Box, Hunter, and Hunter’s 27−4 plan [4] (shown as table 12.5 on page 391 of their book) by switching − and + in columns 4, 5 and 6; permuting the columns in the order 3,2,6,1,5,4, and 7; and relabeling − as 0 and + as 1.

4. Two-Element Orthogonal Array OA12(211)

Table 5 displays Taguchi’s OA12(211) in the 0 and 1 notation, and table 6 displays the classic Plackett and Burman [5] plan of 12 runs in the 0 and 1 notation rather than the usual − and + notation. Since table 5 can be obtained from table 6 through the following permutations, Taguchi’s OA12(211) and the Plackett and Burman plan of 12 runs are equivalent.
Table 5

Orthogonal array OA12(211)

Row No.Column No.
1234567891011
  100000000000
  200000111111
  300111000111
  401011011001
  501101101010
  601110110100
  710110011010
  810101110001
  910011101100
1011100001101
1111010100011
1211001010110
Table 6

Plackett and Burman plan of 12 rows

Row No.Column No.
1234567891011
  110100011101
  211010001110
  301101000111
  410110100011
  511011010001
  611101101000
  701110110100
  800111011010
  900011101101
1010001110110
1101000111011
1200000000000
In table 6 switch the elements 0 and 1 of columns 1,2,4,5,7, and 11 (that is, substitute 1 for 0 and 0 for 1 in these columns). Permute the rows in the following order: 5,2,6,10,4,1,3,7,11,8,12,9. Permute the columns in the following order: 1,2,3,4,6,5,9,10,8,7,11.

5. Three-Element Orthogonal Arrays of 3 Rows for r = 2, 3, and 4

A complete three-element orthogonal array with 3 rows has (3− 1)/(3−1) columns and it is constructed in three steps: Step 1: Write in the r columns specified by column numbers l,2,5,14,…,(3−1−1)/(3−1) +1 a complete factorial plan in r factors each having three test levels represented by 0,1, and 2, respectively. In order to match Taguchi’s display format, write this plan in such a way that the entries of the left-most columns change less frequently than do the entries of the right-most columns. Mark these columns as x1, x2,…,x, respectively. Step 2: As before the generators of the remaining columns are of the form a1x1 + a2x2 +… + a where a1x1,…,x denote the r basic columns and the coefficients a1, a2,…, a for a particular column are given in the appropriate row of table 7. List the generators in the order of column numbers.
Table 7

Coefficients of the generators of three-element orthogonal arrays of 3 rows for r = 2, 3,…

Column No.Coeffieicnts of x1, x2, x3,…,xr
a1a2ar−1ar
110First (3r−1−1)/(3−1)  entries arc 0First(3r−1−1)/(3−1)  entries arc 0
201
311Next (3r−2)  entries are 1Last (3r−1)  entries are 1
421
RepeatRepeatNext (3r−2)  entries are 0
·(0,1,2)(0,0,0, 1,1,1, 2,2,2)
·Next(3r−2)  entries are 1
·
·Last (3r−2)  entries are 2
·
(3r−1)/(3−1) 222
Step 3: Compute the entries of the remaining columns by using the entries of the r basic columns and the appropriate generators. All calculations are done in modulo 3 arithmetic (that is, an integer larger than or equal to three is replaced with its remainder after division by three). The following example illustrates these steps. Example: Construction of an OA9(34) Here N = 9 = 32, so r = 2. Step 1: Write the r = 2 basic columns Step 2: List the generators (see rows 1 to 4 of table 7). Step 3: Complete the array using the generators identified in step 2. The fractional factorial nature of Taguchi’s three-element orthogonal arrays stems from the fact that the entries of the r basic columns identified by column numbers, 1,2,5,14,…,(3−1−1)/(3−1) +1 form a complete factorial plan and the other columns correspond to the interaction effects. Since each column contains three distinct elements, two degrees of freedom are associated with each column. Since pairwise interaction effects carry (3−1)×(3−1) = 4 degrees of freedom, two columns correspond to each pairwise interaction effect. An interaction effect involving k factors carries (3−1) = 2 degrees of freedom. Therefore, 2−1 columns correspond to each interaction effect involving k factors for k = 2,3,4,…. A three-element (level) orthogonal array with 3 rows reduces to a fractional factorial plan when more than r factors are associated with the columns of the array and the remaining columns are deleted. In particular, when all (3−1)/(3−1) columns are associated with an equal number of factors, a three-level orthogonal array OA(3) where N = 3 and m = (3−1)/(3 − 1) represents a N/3 = (1/3) fraction of a complete 3 factorial plan. For example, an OA9(34) represents a (1/3)2 fraction of a complete 34 factorial plan. That is, an OA9(34) represents a 34−2 plan in factorial notation.

6. Four-Element Orthogonal Arrays of 4 Rows for r = 2 and 3

The method of constructing four-element orthogonal arrays is similar to the method for three-element arrays. An important difference, however, is that the calculations required to generate the columns are not performed in modulo 4 arithmetic. Instead, special addition and multiplication tables, displayed here as tables 9 and 10 are used. These addition and multiplication tables are based on the “finite arithmetic of the Galois Field Theory” that underlies this method of construction. According to this theory, the calculations required to generate an orthogonal array of s elements are done in modulo s arithmetic when s is a prime number, as is the case with 2, 3, and 5. When s is a power of a prime number such as 4 (which is the square of prime number 2), finite arithmetic of a Galois Field of s elements is used. A four-element orthogonal array with 4 rows and (4−1)/(4−1) columns is constructed in three steps.
Table 9

Addition table for a Galois field of four elementsa

+0123
00123
11032
22301
33210

This addition table is also the difference table for a Galois field of four elements.

Table 10

Multiplication table for a Galois field of four elements

×0123
00000
10123
20231
30312
Step 1: Write in the r columns specified by column numbers 1,2,6,…,(4−1−1)/(4−1) +1 a complete factorial plan in r factors each having four test levels represented by 0,1,2, and 3, respectively. Write this plan in Taguchi’s format, and mark these columns as x1, x2,…,x, respectively. Step 2: As before the generators of the remaining columns are of the form a1x1 + a2x2 + … + a where x1, x2,…,x denote the r basic columns and the coefficients a1, a2,…, a for a particular column are given in the appropriate row of table 8. List the generators in the order of column numbers.
Table 8

Coefficients of the generators of four-element orthogonal arrays of 4 rows for r = 2, 3,…

Column No.Coefficients of x1x2,…,xr
a1a2ar−1ar
110First (4r−2−1)/(4−1)  entries are 0First (4r−2−1)/(4−1)  entries are 0
201
311Next (4r−2)  entries are 1Last (4r−1)  entries are 1
421
531Next (4r−2)  entries are 0
·Repeat (0,1,2,3)
·Next (4r−2)  entries are 1
·
·Next (4r−2)  entries are 2
·
·Last (4r−2)  entries are 3
·
·
·
(4r−2)/(4−1)33
Step 3: Compute the entries of the remaining columns by using the entries of the r basic columns and the appropriate generators. All calculations are done using finite additions and multiplications defined in tables 9 and 10. The following example illustrates these steps. Example: Construction of an OA16(45) Here N = 16 = 42, so r = 2. Step 1: Write the r = 2 basic columns Step 2: List the generators (see rows 1 to 5 of table 8). Step 3: Complete the array using the generators identified in step 2 and finite additions and multiplications defined in tables 9 and 10. The entries of the r basic columns identified by column numbers l,2,6,…,(4−1−1)/(4−1) + 1 form a complete factorial plan and the other columns correspond to the interaction effects. Since each column contains four distinct elements, three degrees of freedom are associated with each column. An interaction effect involving k factors carries (4−1) = 3 degrees of freedom. Therefore, 3−1 columns correspond to each interaction effect involving k factors. In particular, three columns correspond to each pairwise interaction effect. When all (4−1)/(4−1) columns are associated with factors, a four-element (four-level) array OA(4) where N = 4 and m = (4−1)/(4−1) represents a N/4 = (1/4)− fraction of a complete 4 factorial plan. For example, OA16(45) represents a (1/4)3 fraction of a complete 45 factorial plan.

7. Five-Element Orthogonal Array OA25(56)

Taguchi’s OA25(56) is constructed through the same general approach that is used to construct 2-, 3-, and 4-element arrays. The first two columns form a complete factorial plan in two factors each having five test levels represented by 0,1,2,3, and 4. The other columns are generated from these two columns using the following generators where x1 and x2 represent the entries of the first two columns. All calculations are done in modulo 5 arithmetic. When the six columns of an OA25(56) are associated with an equal number of factors, then OA25(56) represents a (1/5)4 fraction of a complete 56 factorial plan.

8. Mixed-element Orthogonal Arrays OA18(21 × 37), OA32(21 × 49) and OA50(21 × 511)

These orthogonal arrays are constructed by the method of Bose and Bush [6]. This method involves four concepts: difference matrices, Kronecker sums, saturated orthogonal arrays, and column replacement. A difference matrix of s elements 0,1,…,(s − 1), denoted by D(s), is an M × M matrix whose columns have the property that the differences in finite arithmetic between any two columns is a column in which each of the s elements occurs equally often. Table 11 displays the difference matrix D3(3). When s is a prime number such as 3 or 5, the finite arithmetic used in defining the difference matrix is modulo s arithmetic, and when s is a power of a prime number such as 4 (which is the square of prime number 2), the finite arithmetic is the arithmetic of a Galois Field of s elements. Table 9 defines finite addition for s = 4. The finite difference table for s = 4 is the same as the finite addition table.
Table 11

Difference matrix D3(3)

Row No.Column No.
123
1000
2012
3021
The Kronecker sum of an M × M difference matrix D(s) and a p × 1 vector b of s elements, denoted by D(S) ⨁b, is a matrix of M × p rows and M columns obtained by adding in finite arithmetic each element of the vector b to each element of the difference matrix D(S). For example, if b is the column vector (0,1,2) and D3(3) is as defined in table 11, then An orthogonal array OA(s) is said to be saturated when N−1 = m(s − 1)+n(t − 1). Since an s element column has s − 1 degrees of freedom and a t element column has t − 1 degrees of freedom, m +n columns of OA(s × t) have m (s − 1)+n(t−1) degrees of freedom. Since the N rows of OA(s) yield N (independent) data values, the total number of effects that can be estimated after allowing for the grand mean of the N data values is N − 1. Therefore when a saturated orthogonal array is used as an experimental plan, the total number of effects that can be estimated is equal to the total degrees of freedom of the columns (factors). When all m +n columns are associated with factors, a saturated orthogonal array can be viewed as a saturated main effect fractional factorial plan. An orthogonal array remains an orthogonal array when one of its columns is replaced with an orthogonal array whose rows have a one-to-one correspondence with the elements of the replaced column. For example, suppose a is a four-element column of an orthogonal array A, and suppose B is an orthogonal array whose rows have a one-to-one correspondence with the elements of column a where Then a matrix obtained from the orthogonal array A by replacing the column a with the orthogonal array B is an orthogonal array. Taguchi’s OA18(21 × 37), OA32(21 × 49), and OA50(21×511) are constructed by the Bose and Bush method [6] from the difference matrices D6(3), D8(4), and D10(5) displayed in tables 12, 13, and 14 respectively. The following example illustrates the method.
Table 12

Taguchi’s difference matrix D6(3)

Row No.Column No.
123456
1000000
2001122
3010212
4022110
5012021
6021201
Table 13

Taguchi’s difference matrix D8(4)

Row No.Column No.
12345678
100000000
200112233
301230123
401322310
503031212
603123021
702201331
802313102
Table 14

Taguchi’s difference matrix D10(5)

Row No.Column No.
12345678910
  10000000000
  20123401234
  30241330241
  40314242031
  50432132104
  60034321412
  70102213443
  80220144313
  90343014122
100411423320
Example: Construction of an OA18(21 × 37) Step 1: Construct a matrix of 6 × 3 = 18 rows and 6 columns from the Kronecker sum of the difference matrix D6(3) displayed in table 12 and the column vector (0,1,2). This 18 × 6 matrix is displayed in columns 3,4,5,6,7, and 8 of table 3, and it is an OA18(36). Step 2: Append to columns 3,4,5,6,7, and 8 a six-element column consisting of three 0’s, three 1’s, three 2’s, three 3’s, three 4’s, and three 5’s. Label this column as 1′. Now columns 1′,3,4,5,6,7, and 8 of table 3 form a saturated orthogonal array OA18(61 × 36). Step 3: Construct a matrix of 18 rows and 2 columns by associating the six ordered pairs (0,0), (0,1), (0,2), (1,0), (1,1), and (1,2) with the 6 elements 0,1,2,3,4, and 5 of column 1′. This matrix is an orthogonal array and its rows have a one-to-one correspondence with the elements of 1′. Write this orthogonal array in columns 1 and 2 of table 3. Now columns 1,2,3,4,5,6,7, and 8 of table 3 form Taguchi’s OA18(21 × 37). Taguchi’s OA32(21 × 49) and OA50(21 × 511) are constructed, similarly, from the difference matrices D8(4) and D10(5) displayed in Tables 13 and 14, respectively. The general method of constructing a mixed-element array of the type OA(21 × s) where m = 2s + 1 and N = 2s2 from a difference matrix of the type D2 (s) where s is a prime number (such as 3 or 5) or a power of a prime number (such as 4) consists of three steps. Step 1: Construct a matrix of 2s2 rows and 2s columns from the Kronecker sum of the difference matrix D2(s) and the column vector (0,1,…, s − 1). These 2s columns form OA(s2) where N = 2s2. Label these columns as 3,4,…, and 2s + 2, respectively. Step 2: Append a 2s -element column consisting of s 0’s, s 1’s, …, and s (2s − 1)’s. (The total number of entries in the column is 2s × s = 2s2). Label this column 1′. Now columns 1′,3,4,…, and 2s +2 form a saturated orthogonal array OA[(2S)1 × S2] where N = 2s2. Step 3: Construct a matrix of 2s2 rows and 2 columns by associating the 2s ordered pairs (0,0), (0,1),…, (0,s−1), (1,0), (1,1),…, and (1,s−1) with the 2s elements 0,1,…, s − 1, s, s + 1,…, and 2s − 1 of column 1′. This matrix is an orthogonal array and its rows have a one-to-one correspondence with the elements of column 1′. Write this orthogonal array in columns 1 and 2. Now columns 1,2,3,…, 2s + 2 form OA(21 × s) where N = 2s2 and m =25 + 1. A difference matrix remains a difference matrix when (1) its rows are permuted or (2) its columns are permuted or (3) an integer is added (in finite arithmetic) to any column of the matrix. Because of finite arithmetic, the addition of an integer to a column results in a permutation of the elements of that column. Thus each of these three operations results in a permutation of the elements of the matrix. The difference matrices D6(3) and Ds(4) used by Taguchi are permuted versions of Bose and Bush’s D6(3) and D8(4), respectively, and Taguchi’s D10(5) is a permuted version of Masuyama’s [7] D10(5). Specifically, Taguchi’s D6(3) displayed in table 12 can be obtained from Bose and Bush’s D6(3) displayed in table 15 by permuting the columns of table 15 in the following order: 1,2,3,5,6, and 4. And Taguchi’s D8(4) displayed in table 13 can be obtained from Bose and Bush’s D8(4) displayed in table 16 by permuting the columns of table 16 in the following order: 1,5,2,6,3,7,4, and 8. Similarly, Taguchi’s D10(5) displayed in table 14 can be obtained from Masuyama’s D10(5) displayed in table 17 by permuting both the rows and the columns of table 17 in the following order: 1,2,3,4,5,10,6,7,8, and 9.
Table 15

Bose and Bush’s difference matrix D6(3)

Row No.Column No.
123456
1000000
2001212
3010221
4022011
5012102
6021120
Table 16

Bose and Bush’s difference matrix D8(4)

Row No.Column No.
12345678
100000000
201230123
302021313
403211230
500113322
601323201
702132031
803302112
Table 17

Masuyama’s difference matrix D10(5)

Row No.Column No.
12345678910
  10000000000
  20123412340
  30241302413
  40314200314
  50432121043
  60102234431
  70220143134
  80343041221
  90411433202
100034314122
When all m + 1 columns are associated with factors, a mixed-element (mixed-level) orthogonal array, OA(21 × s), where N = 2s2 and m= 2s + 1 represents a N/(21 × s) = (1/s)−2 fractional factorial plan. For example, OA18(21 × 37) can be viewed as a (1/3)7−2 = (1/3)5 fraction of a complete 21 × 37 factorial plan.

9. Mixed-Element Orthogonal Arrays OA36(211 × 312) and OA36(23 × 313)

These arrays are constructed by appending certain columns to OA36(312) developed by the Bose and Bush method [6] from the difference matrix D12(3) displayed in table 19. The following steps describe the method.
Table 19

Taguchi’s difference matrix D12(3)

Row No.Column No.
123456789101112
  1000000000000
  2000011112222
  3001201220112
  4002102121021
  5012021022101
  6012100212210
  7010222011012
  8011220100221
  9021012202011
10021110021202
11022212110100
12020121201120
Step 1: Construct a matrix of 12 × 3 = 36 rows and 12 columns from the Kronecker sum of the difference matrix D12(3) displayed in table 19 and the column vector (0,1,2). These twelve columns are displayed in columns 12,13,…, and 23 of table 18 and they form OA36(312).
Table 18

Orthogonal arrays OA36(211 × 312), OA36(23 × 313), and OA36(312 × 121)a

Row No.Column No.
12345678910111213141516171819202122231′2′34′1″
  10000000000000000000000000000
  20000000000011111111111100000
  30000000000022222222222200000
  4000001111110000111I222201101
  50000011111111112222000001101
  60000011111122220000111101101
  70011100011100120122011210102
  80011100011111201200122010102
  90011100011122012011200110102
100101101100100210212102111003
110101101100111021020210211003
120101101100122102101021011003
130110110101001202102210100014
140110110101012010210021200014
150110110101020121021I02000014
160111011010001210021221001115
170111011010012021102002101115
1801110110100201022101I0201115
191011001101001022201101210116
201011001101012100012212010116
211011001101020211120020110116
221010111000101122010022111017
231010111000112200121100211017
241010111000120011202211011017
251001110110002101220201100028
261001110110010212001012200028
271001110110021020112120000028
281110000110102111002120201129
291110000110110222110201001129
301110000110121000221012101129
3111010100011022212110100101210
3211010100011100020221211101210
3311010100011211101002022101210
3411001010110020121201120110211
3511001010110101202012201110211
3611001010110212010120012110211

Columns 1,2,…,22, and 23 form OA36(211 × 312).

Columns 1″,12,13,…,22, and 23 form OA36(312 × 121).

Columns 1′,2′ 3′,4′,12,13,…,22 and 23 form OA36(23 × 313).

Step 2: Append to columns 12,13,…, and 23 a twelve-element column consisting of three 0’s, three 1s,…, and three 11’s. Label this column as 1″. Now columns 12,13,…, 22, 23, and 1″ form a saturated orthogonal array OA36(312 × 121). Step 3: Construct a matrix of 12 × 3 = 36 rows and 11 columns by repeating three times each row of OA12(211) displayed in table 5. This matrix is an orthogonal array and its rows have a one-to-one correspondence with the twelve elements of column 1”. Write this orthogonal array in columns 1,2,…,10, and 11. Now columns 1,2,…,11,12,13,…, and 23 of table 18 form Taguchi’s OA36(211 × 312). Step 4: Construct a matrix of 12 rows and 4 columns by repeating OA4(23) displayed in table 1 three times and appending a three-element column consisting of four O’s, four 1’s and four 2’s. These four columns form OA12(23 × 31), and are displayed in table 20. Now construct a matrix of 36 rows and 4 columns by repeating three times each of the twelve rows of OA12(23 × 31) displayed in table 20. This 36 × 4 matrix is an orthogonal array of 36 rows and 4 columns and its rows have a one-to-one correspondence with the elements of column 1″. Write this orthogonal array in columns l′,2′,3′, and 4′ of table 18. Now columns 12,13,…, 23, l′,2′,3′, and 4′ of table 18 form Taguchi’s OA36(23 × 313).
Table 20

Orthogonal array OA12(23 × 31)

Row No.Column No.
1234
  10000
  20110
  31010
  41100
  50001
  60111
  71011
  81101
  90002
100112
111012
121102
The difference matrix D12(3) used by Taguchi is a permuted version of Seiden’s [8] D12(3). Specifically, Taguchi’s D12(3) displayed in table 19 can be obtained from Seiden’s D12(3) displayed in table 21 through two operations. First add 1 (in modulo 3 arithmetic) to each element of columns 10 and 11, and add 2 to each element of columns 4,5, and 8 in table 21, then permute the columns in the following order: 1,2,3,6,12,10,11,5,9,7,8, and 4.
Table 21

Seiden’s difference matrix D12(3)

Row No.Column No.
123456789101112
  1000110010220
  2000020202001
  3001002120010
  4002201001100
  5012200112022
  6012121222210
  7010022021122
  8011212200202
  9021210022111
10021001211221
11022122110101
12020111101012
When all columns of OA36(211 × 312) are associated with factors, this array represents a 36/(211 × 312) fraction of a complete 211 × 312 factorial plan; a very highly fractionated orthogonal plan indeed. Similarly OA36,(23 × 313) represents a 36/(23 × 313) fraction of a complete 23 × 313 factorial plan.

10. Mixed-Element Orthogonal Array OA54(21 × 325)

This array is a special case of OA54(61 × 324) where the six-element column is replaced with two columns one having two elements and the other having three elements. Orthogonal array OA54(61 × 324) is displayed in table 22 in a special vector form (to save space). In table 22 boldface numbers and letters 0,1,2,3,4,5,, and c represent the column vectors (0,0,0), (1,1,1), (2,2,2), (3,3,3), (4,4,4), (5,5,5), (0,1,2), (1,2,0), and (2,0,1), respectively. An OA54(61 × 324) is constructed from OA18(6l × 36), displayed in table 3, in three steps. (1) Repeat three times each row of OA18(61 × 36). (2) Append a column consisting of the vector (0,1,2) repeated eighteen times. (3) Append seventeen additional columns representing the interactions of the columns of OA18(61 × 36) and the three-element column appended in step 2. The following paragraphs describe these steps in more detail.
Table 22

Orthogonal array OA54(21 × 325), and OA54 (61 × 324)a

Row No.Column No.
1′1234567891011121314151617181920212223242526
1–3000000000aaaaaaaaaaaaaaaaaa
4–6000111111aaaaaabcbcbcbcbcbc
7–9000222222aaaaaacbcbcbcbcbcb
10–12101001122aabbccaaaabcbccbcb
13–15101112200aabbccbcbccbcbaaaa
16–18101220011aabbcccbcbaaaabcbc
19–21202010212abacbcaabcaacbbccb
22–24202121020abacbcbccbbcaacbaa
25–27202202101abacbccbaacbbcaabc
28–30310022110accbbaaacbcbbcbcaa
31–33310100221accbbabcaaaacbcbbc.
34–36310211002accbbacbbcbcaaaacb
37–39411012021abcacbaabccbaacbbc
40–42411120102abcacbbccbaabcaacb
43–45411201210abcacbcbaabccbbcaa
46–48S12021201acbcabaacbbccbaabc
49–51S12102012acbcabbcaacbaabccb
52–54S12210120acbcabcbbcaabccbaa

Columns 1′,3,4,…,25, and 26 form OA54(6′ × 324).

Columns 1,2,3,…,25, and 26 form OA54(21 × 325).

The entries 0,1,2,3,4,5,, and represent the column vectors (0,0,0), (1,1,1), (2,2,2), (3,3,3), (4,4,4), (5,5,5), (0,1,2), (1,2,0), and (2,0,1), respectively.

Step 1: Construct a 54 × 7 matrix by repeating three times each row of OA18(61 × 36) displayed in table 3. This matrix forms the columns 1′,3,4,5,6,7, and 8 of table 22. Step 2: Append to columns 1′,3,4,5,6,7, and 8 of table 22, a three-element column consisting of the vector (0,1,2) repeated eighteen times. This is column 9 of table 22. Step 3: The seventeen columns identified by column numbers 10,11,12,…,25 and 26 of table 22 represent the interactions of column 9 with each of the seven columns 1′,3,4,5,6,7, and 8. Since column 1′ has 6 elements (5 degrees of freedom) and column 9 has 3 elements (2 degrees of freedom), interaction of column V and column 9 has 5 × 2 = 10 degrees of freedom. Thus 5 three-element columns (2 degrees of freedom each) are needed to represent the interaction of column 1′ and column 9. These five columns are constructed from columns 2,3,4,5, and 6 of the difference matrix D6(3) displayed in table 12 as follows. Construct an 18 × 5 matrix (not shown in this paper) by deleting column 1 of table 12 and repeating three times each row of the remaining five columns. Now construct a matrix of 54 rows and 5 columns by the Kronecker sum of this 18 × 5 matrix and the column vector (0,1,2). These five columns are displayed in columns 10,11,12,13, and 14 of table 22 and they represent the interaction of column 1′ and column 9. Since each of the columns 3,4,5,6,7,8, and 9 has three elements (2 degrees of freedom), each pair-wise interaction among these columns has 4 degrees of freedom. Thus 2 three-element columns (2 degrees of freedom each) are needed to represent each pairwise interaction of column 9 with the columns 3,4,5,6,7, and 8. These interaction columns are identified by the method of Bose [2]. This method of construction was used earlier in this paper to construct 2-, 3-, 4-, and 5- element orthogonal arrays. Mark columns 3,4,5,6,7,8, and 9 as x3, x4, x5, x6, x7, x8, and x9, respectively. These seven columns are used to generate the columns 15,16,17,18,19,20,21,22,23,24,25, and 26 using the following generators, respectively. All calculations are done in modulo 3 arithmetic. Note that columns 15 and 16 together represent the four degrees of freedom corresponding to the interaction of column 3 and column 9. Similarly the other columns (in pairs) represent the interactions involving column 9, and columns 4,5,6,7, and 8, respectively. Now columns 1′,3,4,5,…,25, and 26 of table 22 form OA54(61 × 324). Taguchi’s OA54(21 × 325) is constructed by replacing column 1′ with two columns formed by associating the 6 ordered pairs (0, 0),(0, 1),(0, 2), (1, 0),(1, 1), and (1, 2) with the elements 0,1,2,3,4, and 5 of column 1′. These two columns are displayed in columns 1 and 2 of table 22. Now columns 1,2,3,4,…, 25 and 26 of table 22 form Taguchi’s OA54(21 × 325). When all columns of OA54(21 × 325) are associated with factors, this array represents a 54/(21 × 325) fraction of a complete 21 × 325 factorial plan.

11. Concluding Remarks

As shown in this paper, Taguchi’s catalog of orthogonal arrays [1] is primarily based on two papers: Bose [2], and Bose and Bush [6]. The Bose paper laid the mathematical foundation of fractional factorials and orthogonal arrays. The Bose and Bush paper describes a method of constructing mixed-element orthogonal arrays from difference matrices. The difference matrices used by Taguchi to construct OA18(21 × 37), OA32(21 × 49), OA36t(211 × 312),OA36(23 × 313)and OA50(21 × 511) are permuted versions of the difference matrices developed by Bose and Bush [6], Seiden [8], and Masuyama [7]. The extensions of the Bose, and the Bose and Bush, methods needed to construct OA36(211 × 312),OA36(23 × 313), and OA54(21 × 325) appear to be Taguchi’s contributions. The authors have shown that Taguchi’s OA12(211) is a permuted version of the Plackett and Burman [5] plan of 12 runs, but there is no reason to believe that Taguchi permuted the Plackett and Burman plan to construct his OA12(211). Although the original Japanese version of Taguchi’s catalog of orthogonal arrays was developed before 1960, it continues to be very useful. These arrays can be modified to generate many types of multifactor experiments [9] and many other orthogonal arrays can be derived from Taguchi’s catalog through established mathematical procedures. Nevertheless, the catalog can now be expanded to include arrays developed after 1960. For example, Taguchi’s catalog can be expanded to include OA24(41 × 220), OA40(41 × 236) and OA48(43 × 238) first developed by Dey and Ramakrishna [10] and Chacko, Dey, and Ramakrishna [11], and then re-constructed through a unified procedure by Cheng [12]. It is the authors’ intent to develop an expanded and revised version of Taguchi’s catalog of orthogonal arrays. A companion paper [13] limited to the fixed-element orthogonal arrays appeared in the Journal of Quality Technology.
Column No.1234567
Row No.
  100
  2001
  3010
  4011
  5100
  6101
  7110
  8111

Generatorx1x2x3
Column No.Generator
1x1
2x2
3x1 + x2
4x3
5x1 + x3
6x2 + x3
7x1 + x2 + x3
Column No.1234567
Row No.
  10000000
  20001111
  30110011
  40111100
  51010101
  61011010
  71100110
  81101001
Column No.1234
Row No.
  100
  201
  302
  410
  511
  612
  720
  821
  922

Generatorx1x2
Column No.Generator
1x1
2x2
3x2 + x1
4x2 + 2x1
Column No.1234
Row No.
  10000
  20111
  30222
  41012
  51120
  61201
  72021
  82102
  92210
Column No.12345
Row No.
 100
 201
 302
 403
 510
 611
 712
 813
 920
  1021
  1122
  1223
  1330
  1431
  1532
  1633

Generatorx1x2
Column No.Generator
1x1
2x2
3x2 + x1
4x2 + 2x1
5x2 + 3x1
Column No.12345
Row No.
 100000
 201111
 302222
 403333
 510123
 611032
 712301
 813210
 920231
  1021320
  1122013
  1223102
  1330312
  1431203
  1532130
  1633021
Column No.Generator
1x1
2x2
3x2 + x1
4x2 + 2x1
5x2 + 3x1
6x2 + 4x1
Column No.Generator
15x9 + x3
16x9 + 2x3
17x9 + x4
18x9 + 2x4
19x9 + x5
20x9 + 2x5
21x9 + x6
22x9 + 2x6
23x9 + x7
24x9 + 2x7
25x9 + x8
26x9 + 2x8
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