APPLICATIONS OF STATISTICAL EXPERIMENTAL DESIGN METHODS TO

CHEMICAL ENGINEERING

B.AKAY, S.ERTUNC, N.BURSALI*, M.ALPBAZ, H.HAPOĞLU

Ankara University, Engineering Faculty, Chem. Engineering Department, 06100 Tandoğan Ankara
*
Yenimahalle Municipality Health Department, Yenimahalle, Ankara

SUMMARY

Design of Experiments (DOE) is an efficient experimentation method. There are a lot of DOE
methods such as full two-level factorial, fractional factorial simplex design and D-optimal design.
These are selected based on engineer objectives and examined factor number.DOE consists of two
steps one of them is the planning the experiments the other is the statistical analysis of experimental
data. Statistical analysis of data is made both quantitatively (ANOVA) and qualitatively. DOE
methods have been used in a large area such as process and product improvements and optimization
In this study a brief information about DOE objectives, steps and analysis was given Also basic
concepts of Full two-level, Fractional factorial Designs and Central Composite Design were
explained. At the end of the study a simple example was given.

Key words: Design of experiments; Factorial designs, Process improvement; Statistical

experimental design

1.INTRODUCTION

When a scientist or an engineer wants to improve current product and process or develop a new
process or product he or she needs to perform experiment. In an experiment one or more process
variables are changed deliberately to observe the effects of these variables on the response(s) of the
process. There are two different experimentation techniques: one of them is the traditional method
called one-factor at a time method the other one is the Statistical Experimental Design. Planing of
Experiments and analysing of experimental data by using statistical methods to yield valid and
objective conclusions can be called Design of Experiments or Statistical Experimental Design and
symbolised with DOE[1] .Design of Experiments was first introduced by an English scientist Sir
Ronald Fisher in 1925. Up to now DOE techniques have been developed very much with the
contribution of other scientists studies on DOE techniques such as Yule, Box, Bill Hunter, Cox and
Taguchi . DOE techniques have been used in large area for many years such as engineering ,
medical sciences, drug and cosmetic industry. DOE techniques is really very important in the
development of new processes and products and improvement of the existing processes or products
with respect to chemical engineering[1]. With the use of the DOE techniques it is possible to
achieve improved yield, reduced variability and costs. There are a lot of Statistical Experimentation
methods. But full two-level factorial, fractional factorial, Plackett-Burmann and Central Composite
Designs are the well known and mostly used of all them. In this study, a brief information about
objectives, analysis and application areas of DOE methods were given. At the end of the study a
simple example illustrating the application and analysis of two-level factorial Experimentation
method was given.
2.OBJECTIVES OF DOE

Statistical Experimental Design methods can be used at different situations based on the engineer
objectives. These objectives were given below[1];
a.Comparative Experiments: If an Engineer wants to make a decision about two or more current
alternatives, he or she can use Design of Experiments methods. For example, a new catalyst can be
compared with the existing one or two currently used machines must be replaced with the new one
but which of them ?
b.Screening Experiments: In order to determine the most important input variables and the least
important input variables having effect on the process response, it is possible to make screening
experiments.
c.Response Surface Modelling: In this situation an engineer wants to determine the best setting
values of the input variables to optimise the process response or wants to operate a robust process.
Generally a second-order or higher order mathematical model is created between process inputs and
response.
d.Regression Modelling: A mathematical model is created between process input(s) and output(s)
and with the use of DOE techniques uncertainty connected with each coefficient is made as small as
possible.
Selection of Experimental Design methods depends on both objective of an engineer and examined
factor number In Table 1 Selection of Experimental Design was given.

3.STEPS OF DOE[1]

1 Setting of Objectives
2 Selecting of Process Variables
3 Selecting of Experimental Design
4 Executing of Experimental study and collecting data
5 Checking of experimental assumption
6 Analysing and interpreting of the results
7 Presenting and using of the results (may be necessary further runs or a new DOE selection)

Table 1. Selection of Experimental Design[1]

Num.of
Comparative Objective Screening Objective Response Surface Objective
Factors
1-factor completely
- -
1 randomized Design
Randomized Block Design Full or Fractional Factorial Central Composite or Box-
2-4
Design Behnken
5 or Randomized Block Design Fractional Factorial or Screening first to reduce
more Plackett-Burmann Design number of experiments

4.FULL TWO-LEVEL FACTORIAL EXPERIMENTAL DESIGN

Two-level Factorial experimental designs are the most well known experimental designs. All
factors levels are studied at their selected two levels[2]. These levels are generally maximum and
minimum and codified by “+1” and “-1” respectively. Factor levels may be quantitative, such as
temperature, pressure or time; or qualitative such as two machines, two operator. For a full two-
level factorial design with “k” factor, number of experimental runs (N) is determined; N = 2 k
Advantages of full two-level factorial design are:
• Suitable for screening experiments especially in the early stage of the experimental
study
• Economical and simple
• Much information in a short time
The relation between real and codified values of a factor is given below;
−
U −Ui − U i+ + U i− U i+ − U i−
Xi = i Ui = ∆U i = (1)
∆U i 2 2

Table 2 Experimental Design Matrix for full two-level factorial design [1]

Treatment Factorial effect

Combination X0 X1 X2 X1X2
1 + - - +
a + + - -
b + - + -
ab + + + +

Design matrix has the following properties;

• it is orthogonal:
• It is in “Standard Order ” :The first column “X1 “ consists of successive minus and plus
signs. The second column “X2 “ consist of successive pairs of minus and plus signs. In
general, kth column consists of “ 2k-1 “ minus signs followed by “ 2k-1 “ plus signs.
• X1X2 is called “interaction effect “ of factor X1 and X2 . This column is constructed by
multiplying corresponding signs of factor X1 and X2 in the same line .
• X0 is called dummy variable and its value is always “+1”
Factor effects are determined from the following equations;

a + ab b + (1) 1
A = y A+ − y A− = − = [a + ab − b − (1)] (2)
2n 2n 2

b + ab a + (1) 1
B = yB + − yB − = − = [b + ab − a − (1)] (3)
2n 2n 2

ab + (1) a + b 1
AB = − = [ab + (1) − a − b] (4)
2n 2n 2

The expressions take place in the above brackets are called contrasts]2]. Factor effects can be
calculated simply by using Yates’s Algorithm and Least Square Method.
5.TWO-LEVEL FRACTIONAL FACTORIAL DESIGN

The number of experiments required by full 2k factorial design increases geometrically as the
number of factor “k” is increased. At this point only a fraction of full factorial design is performed.
In this design fewer experiments are performed than full factorial but main and interaction effects of
the factors are confounded because one of the main effect is identified being the interaction effect of
the other examined factors. There are two important terms in a fractional factorial design[3]
a.Defining Relation: I=ABCD (Identity column, I is always “+1”) Defining Relation is used to
determine the aliased terms.
b.Generator of the design: D=ABC (A,B,C, and D are investigated factors)

6.CENTRAL COMPOSITE DESIGN

If an engineer wants to identify a second order regression model as given below:

n n n
y = b0 + ∑ b j Χ j + ∑ buj Χ u Χ j + ∑ b jj Χ 2j (5)
j =1 u , j =1 j =1
u≠ j

at three different levels of factors are studied.. But at this time the number of experimental run is
increased. To reduce experimental run number Box-Wilson Central Composite design can be
used[1]. With this design factorial designs are augmented with a group of star points α that allow
estimation of curvature.

Table 3. “α” Values for Central Composite Design[4]

Number of Factor=k 2 3 4 5

α 1.00 1.215 1.414 1.547

Table 4. Central Composite Experimental Design Matrix for 2 Factors[4]

run X0 X1 X2
1 +1 -1 -1
2 +1 +1 -1
3 +1 -1 +1
4 +1 +1 +1
5 +1 +α 0
6 +1 -α 0
7 +1 0 +α
8 +1 0 -α
9 +1 0 0

Number of experiment:
k<5 N = 2n + n + n0 (6)
k >5 N = 2n + 2n + n0 (7)
7.DOE ANALYSIS STEPS

The basic DOE analysis steps are given below[1]

1.Experimental data are examined with respect to response distribution, possible time and factor
effects
2.A theoretical mathematical model is created.
3.Mathematical model is identified by using the data.
4.Residual graphs are examined to test the model assumption. Based on these result, ANOVA is
examined and data transformation, model reduction are considered. if it is necessary at this stage
return to Step 3 to built a new mathematical model
5.Results are presented and used .For example: significant factor effects, optimum set of operating
parameters.
7.1 Quantitative Statistical Analyze Technique - Analysis of Variance(ANOVA)
Statistical procedure for analysis of significance of various factors can be called Analysis of
Variance .The ANOVA uses the Fisher’s F test[2].
MSeffect
F= (8)
MSerror

SSeffect
MSeffect = (9)
df1
SS
MSerror = error
df 2
(10)
SS error = ∑(y
centerpo int
i − y) 2

(11)
Sum of Square of an effect can be easily calculated from The Yates’s Algorithm. To examine the
curvature properties of the investigated area[2]:
nF nC ( yF − yC ) 2
SSCurvature = (12)
nF + nC
If calculated F values of factor effects greater than theoretical (tabulated) F-value then factor is
statistically significant
7.2 Qualitative Statistical AnalyzeTechniques[1]
There are many graphical technique to examine factor and their effects on the response. Some of
them:
Dex(Design of Experiments)Mean : Detect Important Factors with Respect to Location
Box Plot : Check location and variation shifts
Dex Scatter Plot : Determine Important Factors with Respect to Location and Scale
Half-Normal Probability Plot : This plot can be used to choose significant effects.
Residuals vs Predicted: It tests the assumption of constant variance. The plot should be a random
scatter (constant range of residuals across the graph.) Expanding variance ("megaphone pattern <")
in this plot indicates the need for a transformation.
Residuals vs Factor: This is a plot of the residuals versus any factor of selected. The plot should
exhibit a random scatter
8.AN EXAMPLE:APPLICATION OF FULL TWO-LEVEL FACTORIAL DESIGN[4]

Examine the effect of culture temperature and pH on the volumetric productivity (gcells/l.h).Full
two-level one replicated factorial experimental design was selected. Three replicated experiments at
center points of factors to estimate experimental error and curvature executed. Experimental
Design Matrix was given in Table 5. Factor effects and sum of squares of them were estimated from
Yates’ Algorithm as given in Table 6.Variance Analyze was given in Table 7. At α significance
level 5% (α=0.05) Tabulated F value F0.05 (1,2) = 18.51. The analysis of variance indicates that only
main effect of Temperature has significant effect on the volumetric productivity under the selected
factor levels. As can be seen from Normal plot of Factors[5] (Figure.1) main effect of temperature
is significant. This confirm variance analysis.

Table 5 Experimental Design Matrix

Run X0 Ph Temp X1 X2 V(g/l.h)

1 + 3 27 - - 1.09
2 + 5 27 + - 0.92
3 + 3 32 - + 1.50
4 + 5 32 + + 1.36
5 + 4 29.5 0 0 1.35
6 + 4 29.5 0 0 1.20
7 + 4 29.5 0 0 1.26

Table 6 Application of Yates’ Algorithm

Estimate of effect Sum of Squares

V(g/l.h) (1) (2) Effect
(2)÷2k-1 (2)2÷n2k
1.09 2.01 4.87 Average 2.43 5.92
0.92 2.86 -0.31 A -0.155 0.024
1.50 -0.17 0.85 B 0.42 0.18
1.36 -0.14 0.03 AB 0.015 2.25.10-4

Table 7 Analysis of Variance

Degrees of
Source of variation Sum of Squares Mean Square F
freedom
A (pH) 0.024 1 0.024 3.81
B (Temperature) 0.18 1 0.18 28.67
AB 2.25.10-4 1 2.25.10-4 0.036
Curvature 3.096.10-3 1 3.096.10-3 0.49
Error 0.0126 2 6.3.10-3
Total 0.22 6
 DESIGN-EXPERT Pl ot
veri m
Normal plot
A: pH
B: T emperature
99

Normal % probability
95
90 B
80
70
50 AB
30
20
10 A
5

-0.16 -0.01 0.13 0.28 0.42

Effect

Figure 1. Normal Plot of Factor Effects[5]

NOMENCLATURE

df1 :degree of freedom for an effect, k : factor number

df2 : degree of freedom for error. n0 : number of experiments at center point
SSeffect :Sum of square of an effect MSeffect : mean sum of square of an effect
SSerror :sum of squares of error. MSerror : mean sum of square of error

REFERENCES
1. Engineering Statistics Handbook (NIST) , [http://www.itl.nist.gov/div898/handbook/index.htm] July
2004
2. Montgomery D.C., Design and Analysis of Experiments, 3rd ed, New York, Wiley, 1991.
3. Box G.E. P., Hunter W.G. and Hunter J.S., Statistics for Experimenters, New York, Wiley, 1978.
4. Bursalı, N., Kesikli Bir Biyoreaktöre Optimum Adaptif Genelleştirilmiş Prediktif Kontrol Metodunun
Uygulanması, Doktora Tezi,Ankara Üniversitesi Fen Bilimleri Enstitüsü,1997
5. http://www.statease.com , 2004