Int J Adv Manuf Technol
DOI 10.1007/s00170-016-8703-4
ORIGINAL ARTICLE
Multivariate global index and multivariate mean square error
optimization of AISI 1045 end milling
Robson Bruno Dutra Pereira 1 & Carlos Andrés Arango Hincapie 2 &
Paulo Henrique da Silva Campos 2 & Anderson Paulo de Paiva 2 &
João Roberto Ferreira 2
Received: 12 January 2016 / Accepted: 27 March 2016
# Springer-Verlag London 2016
Abstract Surface roughness is used as a product quality in-
dex and technical requirement of machined parts.
Consequently, it is important to know the relationship between
process parameters and roughness outcomes. Considering that
there are different outcomes for measuring roughness, the
present works aim the modelling and optimization of surface
roughness based on principal component analysis using the
multivariate mean square error and the multivariate global
index methods. This paper presents a sequential methodology
on roughness surface multivariate modelling and optimiza-
tion. Initially, a complete factorial design was used with centre
points, and the hardness of machined surfaces as a covariate
was taken into account. On the second part, the axial points
were supplied to complete the central composite design and fit
a second-order model. Principal component analysis was ap-
plied to represent the set of roughness responses and fit a
unique response surface regression model in terms of cutting
data. The different non-linear programming methods
were applied and compared through the global percent-
age error criteria, considering the outcomes targets.
Confirmation runs on multivariate global index optimal
point achieved original responses means within the con-
fidence interval of optimal point and very near to the
fitted value.
* Robson Bruno Dutra Pereira
robsondutra@ufsj.edu.br
1
Department of Mechanical Engineering, Federal University of São
João Del-Rei, 170 Frei Orlando Square, São João del
Rei, MG 36880000, Brazil
2
Institute of Industrial Engineering and Management, Federal
University of Itajubá, 1303 BPS Avenue, Itajubá, MG 37500-903,
Brazil
Keywords Roughness surface . Principal component
analysis . Analysis of covariance . Response surface
methodology . Multivariate mean square error . Multivariate
global index
1 Introduction
Engineering surfaces, generated by machining processes, ex-
hibit characteristic topographies which play a fundamental
role in functional performance by affecting lubrication,
friction, etc. Surface roughness is widely used as a
product quality index and as a technical requirement
for mechanical products [1, 2].
A surface obtained by machining processes consists of in-
herent irregularities left by a tool which is commonly defined
as surface roughness [3]. Each cutting tool type will leave
unique marks on the machined surface. The direction of the
dominating surface pattern, lay, will be affected by a number
of different factors in the processes related to the cutting tool,
such as stability, overhang, cutting geometry, tool wear; the
machinery aspects as machining environment, coolant appli-
cation, machine conditions, power and rigidity; and the work-
piece material structure, quality, design, clamping, previous
machining process and other factors [4].
There are several theoretical models relating cutting param-
eters to surface roughness. According to Grzesik [3], which
resumed these models for turning operations, mathematical
models which can predict approximately the magnitude of
the surface roughness under given cutting conditions are of
practical interest. These models consider mainly cutting tool
geometry and cutting conditions as feed rate per tooth fz.
In milling operations, a number of additional factors affect
the surface roughness due to differences in tooling construction
and process kinematics [4]. It is a consensus that feed per tooth

is the most influential cutting condition on surface roughness.
However, Petropoulos et al. [5] highlight that the experimental
values of surface roughness obtained are higher than the theo-
retical ones, probably due to the chip formation mode (built-up-
edge, discontinuous chip, thermal variations, shear zone expan-
sion to workpiece subsurface, etc.), besides chatter in the ma-
chine tool system, processed material defects, cutting tool wear,
irregularities in feed mechanism, tool runout and others.
Experimental models assure, in several cases, that another
process parameters such as cutting speed vc, axial and radial
depth of cut (ap and ae) also present statistical significance on
surface roughness.
Several studies presented experimental models to predict
roughness outcomes considering different cutting conditions.
Ehrnann [1] developed a computational model named surface-
shaping system considering the deterministic and non-
deterministic cutting tool parameters such as tool runout, ma-
chine deformation and vibration, etc. Abouelatta and Ma [6]
presented a model to predict the surface roughness on turning
based both on cutting parameters and machine tool vibrations.
The authors utilized MATLAB and SPSS softwares without,
however, detailing the methods.
Benardos and Vosniakos [7] presented a model for surface
roughness Ra on face milling using neural network and
Taguchi robust design. The same authors in another work
[2] made a bibliographic review focused on surface roughness
modelling on machining processes. The authors separated the
models according to three approaches: models based on ma-
chining theory, experimental models and models based on
designed experiments (DOE). In this last approach were cited
works that applied response surface methodology, Taguchi,
neural networks, fuzzy logic, genetic algorithms, etc.
Pontes et al. [8] made a review about surface roughness
modelling through neural networks, comparing different
works using a set of criteria, as well as assessed how the
research findings were validated. Pontes et al. [9] used
Taguchi’s orthogonal array to design parameters and neural
networks of radial base function (RBF) for prediction of mean
roughness (Ra) in the turning process of ABNT/AISI 52100
hardened steel. This methodology made it possible to identify
network configurations presenting high degree of accuracy
and reduced variability in the proposed task.
Lopes et al. [10] realized a study to modelling surface
roughness through principal component analysis, considering
the multivariate uncertainty as weighting matrix for the prin-
cipal components. The main objective was to maximize the
value of R2 predicted to improve model’s explanation and
optimization results. The studied process was AISI 52100
hardened steel turning with Wiper insert.
Simunovic et al. [11] presented a surface roughness model-
ling and optimization on face-milled aluminium alloy using
response surface methodology and propagation of error (POE)
approach, achieving good prediction results. Bhardwaj [12]
Int J Adv Manuf Technol
used Box-Cox transformation to improve the results obtained
of the response surface model of surface roughness in end
milling of EN 353 steel, achieving better prediction results.
Kumar et al. [13] used Taguchi and artificial neural network to
predict surface roughness of electric discharge machining of a
titanium alloy.
Günay et al. [14] used Taguchi to determine the optimal
surface roughness in turning of high-alloy white cast iron,
considering hardness as noise factor. Shanmughasundaram
and Subramanian [15] also applied Taguchi to optimize the
surface roughness of turned Al-fly ash/graphite hybrid
composite.
Chandrasekaran et al. [16] carried out an online optimiza-
tion of surface roughness on turning process using a fuzzy set-
based optimization strategy. Al-Zubaidi et al. [17] used the
gravitational search algorithm (GSA) to minimize the surface
roughness of Ti6Al4Valloy end milling. Sahoo et al. [18] used
response surface methodology and artificial neural networks
to predict and optimize AISI 1040 steel roughness on machin-
ing under dry environment. The authors concluded that the
artificial neural networks model presented better results to
predict roughness surface.
Meenu and Sehgal [19] optimized the surface roughness on
end milling of Ferritic-Pearlitic Ductile Iron Grade 80-55-06
using response surface methodology and the particle swarm
optimization. Zhao et al. [20] applied response surface meth-
odology to modelling and optimization of grinding and
polishing process of integrally bladed rotors (IBRs). The au-
thors also used the signal-to-noise method to achieve the op-
timal combination of the parameters. Comparing the results,
IBR processed by using optimal parameters obtained by re-
sponse surface optimization presented better surface quality.
Çiçek et al. [21] applied response surface methodology and
Taguchi to predict surface roughness on drilling of AISI 304
stainless steel under dry drilling conditions. They achieved
that feed rate and cutting velocity were the most significant
parameters on surface roughness, respectively. Jagadish et al.
[22] used fuzzy logic to predict surface roughness on abrasive
water jet machining of green composites. Experiments were
performed considering a Taguchi (L27) orthogonal array. An
integrated expert system containing Takagi–Sugeno–Kang
fuzzy model with subtractive clustering was developed. A
linear regression model was used to generate the training data
required for training the fuzzy logic. The percentage error of
the predicted results was calculated considering the experi-
mental data to corroborate the proposed methodology.
Sarkheyli et al. [23] presented a methodology based on adap-
tive network-based fuzzy inference system and modified genetic
algorithm (MGA) to model surface roughness on wire electrical
discharge machining. They proposed a new type of population
as the training algorithm on MGA to optimize the modelling
parameters. The methodology was compared with artificial neu-
ral networks and adaptive network-based fuzzy inference
Int J Adv Manuf Technol

system with traditional genetic algorithm, concluding statistical- idea of PCA is that k principal components can substitute,
ly that the new methodology presented improved results in terms without loss of important information, the p original variables.
of accuracy of the optimal solution and coverage rate. According to Rencher [27], PCA generally reveals relation-
Different approaches have been applied to modelling and ships that would not be previously identified using the original
optimization of surface roughness, and some works are based data set, resulting in a broader interpretation of the phenome-
only in one surface roughness outcome, generally, mean sur- na. Johnson and Wichern [26] stress that PCA serves as an
face roughness Ra. Nevertheless, there are different outcomes intermediate step on data analysis.
to describe surface roughness of a part. Besides, these out-
comes should be analysed using multivariate methods since 2.1 PCA
they certainly will present high level of correlation; once when
a roughness measurement is realized, all the different rough- Assuming that f1(x), f2, …, f2(x) are correlated and can be writ-
ness outcomes are calculated based on the availed profile. ten in terms of a random vector YT = [Y1, Y2, …, Yp] and Σ is
The present study aims the modelling and optimization of the variance-covariance matrix associated to this vector,
surface roughness based on principal component analysis which has λ1 ≥ λ2 ≥ … ≥ λp ≥ 0 as eigenvalues and e1, e2,
(PCA) using the multivariate mean square error (MMSE) …, ep as standardized eigenvectors. The standardized eigen-
and the multivariate global index (MGI) methods. Initially, a vectors ei satisfy the following properties: (1) eTi ej = 0, i ≠ j, (2)
complete factorial design with centre points was used and took eTi ei = 1, i = 1, 2, …, p and (3) Σei = λiei, i = 1, 2, …, p.
into account hardness of machined surfaces as a covariate. On The ith principal component can be estimated as PC ^ i ¼ ^eT
i
the second part, the axial points were supplied to complete the Y ¼ ^e1i Y 1 þ ^e2i Y 2 þ … þ ^epi Y p ; i ¼ 1;2;…; p and can be
central composite design (CCD) and fit a second-order model. obtained as a maximization of the variance of this linear com-
Principal component analysis is used to represent the set of bination. Generally, the parameters Σ and ρ are unknown.
roughness responses and fit a unique response surface regres- Then, the sample variance-covariance matrix S replaces Σ
sion model in terms of cutting data. The different non-linear and is defined as follows:
programming methods were applied and compared through 2 3
the global percentage error criteria. Finally, confirmation runs s11 s11 ⋯ s1p
1X  2
n
6 s12 s22 ⋯ s21 7
endorse the methodology effectiveness. The proposed ap- S¼6
4⋮
7; with sii ¼ yi −yi ð1Þ
⋮ ⋱ ⋮5 n j¼1
proach offers a manner of resuming different roughness out- s1p s11 ⋯ spp
comes in terms of PCA scores fitted model and optimizes it by
achieving a small global percentage error in relation to rough- p
^1 þ λ
which satisfies ∑ sii ¼ λ ^2 þ … þ λ
^p .
ness outcomes targets. i¼1
The elements of the sample correlation matrix can be ob-
tained as expressed on Eq. (2) to replace ρ.
2 Sequential strategy of multivariate optimization   qffiffiffiffi
Cov xk ; ^yi ^
e ki λi
^
r  ¼ rffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
  ¼ pffiffiffiffiffiffi ; i; k ¼ 1; 2; …; p ð2Þ
Machining processes are multivariate since it can be ^yi ;xk s kk
V ar ^yi :V arðxk Þ
established functional relations for multiple outcomes
(responses) from an identical data set. According to Mays
[24], the use of design of experiments (DOE) methodology It is convenient to write the linear combinations in terms of
to a set of data consisting of correlated outcomes is very com- principal components scores, defined by Johnson and
mon. The correlation existence among various responses ex- Wichern [26] as follows in Eq. (3).
erts a strong influence on transfer functions used to represent
quality characteristics. 2 ! ! ! 3T
x11 −x1 x21 −x2 xp1 −xp
The PCA is a multivariate statistical technique created by 6 pffiffiffiffiffiffi pffiffiffiffiffiffi ⋯ pffiffiffiffiffiffi 7
6 s11 s22 spp 7
Hotelling [25] which is dedicated to explain the variance-
6
6 ! ! !7
7
6 x12 −x1 x22 −x2 xp2 −xp 7
covariance structure existent in a data set using linear combi- 6
PC k ¼ Z e ¼ 6 pffiffiffiffiffiffi pffiffiffiffiffiffi ⋯ pffiffiffiffiffiffi 7
spp 7
T
6 s11 s22 7
nations of original variables. According to some authors [26, 6
6 ⋮ ! ⋮ ! ⋱ ⋮ !7 7
6 7
27], its objectives are: (1) dimensionality reduction and (2) 4 x1n −x1 x2n −x2 xpn −xp 5
pffiffiffiffiffiffi pffiffiffiffiffiffi ⋯ pffiffiffiffiffiffi
data analysis and interpretation. s11 s22 spp
Although p components are necessary to reproduce the 2 3
e11 e12 ⋯ e1p
total variability of a system, generally, the biggest part of this 6 e21 e22 ⋯ e2p 7
:6
4⋮
7
variability can be represented for k principal components. This ⋮ ⋱ ⋮5
e1p e2p … epp
means that there is almost the same amount of information on
k principal components as on p original variables. The general ð3Þ
 Int J Adv Manuf Technol

Following these statements, the first principal component The notation presented on Eq. (5) to Eq. (13) will assist to
accounts for greatest variability explanation of the data, describe the analysis.
followed by the second component and so on. Normally, the
n  2
first k < p components explain the leading information, reduc- X
a
X X
a
X
n
y2::
S yy ¼ yi j − y:: ¼ y2i j − ð5Þ
ing the problem dimension. an
i¼1 j¼1 i¼1 j¼1
There are a variety of stopping rules to estimate the ade-
quate number of non-trivial PCA axes (the PC scores) that n  2
X
a
X X
a
X
n
x2::
must be adopted to represent the data set. Kaiser’s criteria S xx ¼ xi j − x:: ¼ x2i j − ð6Þ
ensures that only the principal components whose eigenvalues i¼1 j¼1 i¼1 j¼1
an
are greater than 1 (one) should be kept to represent the original X
a n 
X   X a
Xn
ðx:: Þðy:: Þ
data set [27, 28]. Moreover, the explained cumulative variance S xy ¼ xi j − x:: yi j −y:: ¼ xi j yi j − ð7Þ
i¼1 j¼1 i¼1 j¼1
an
should be greater than 80 %.
n  2 1 X
Xa
X a
Xn
y2
2.2 Analysis of covariance, ANCOVA T yy ¼n yi: − y:: ¼ y2i: − :: ð8Þ
i¼1 j¼1
n i¼1 j¼1 an
n  2 1 X
According to Montgomery [29], nuisance factor is a factor Xa
X a
Xn
x2
that probably has an effect on the outcomes, but the experi- T xx ¼ n xi: − x:: ¼ x2i: − :: ð9Þ
i¼1 j¼1
n i¼1 j¼1 an
menter is not interested with its effect. Nuisance factors can be
n    1X
treated with different techniques, according to its nature. If it is X
a
X a
Xn
ðx:: Þðy:: Þ
T xy ¼ n xi: −x:: yi: −y:: ¼ xi: yi: − ð10Þ
uncontrollable, unknown randomization can be used to guar- i¼1 j¼1
n i¼1 j¼1 an
antee that the error distribution is independent. If the nuisance n 
X
a
X 2
factor is known but uncontrollable, the analysis of covariance E yy ¼ yi j −yi: ¼ S yy −T yy ð11Þ
can compensate its effect. Finally, if the nuisance source is i¼1 j¼1
known and controllable, blocking it can eliminate its influence n 
X
a
X 2
on considered outcomes. E xx ¼ xi j −xi: ¼ S xx −T xx ð12Þ
In an experiment, another variable x, which is correlated i¼1 j¼1
with the outcome of interest y, and is uncontrollable but mea-
n   
surable, it can be named covariate or concomitant variable. X
a
X
The analysis of covariance (ANCOVA) involves adjusting E xy ¼ xi j −xi: yi j −yi: ¼ S xy −T xy ð13Þ
i¼1 j¼1
the observed response variable for the effect of the concomi-
tant one. If such adjustment is not performed, the concomitant
variable could inflate the mean square error (MSE) and make The symbols S, T and E are used to denote the sums of
true differences in the response due to treatments harder to squares and cross-products for total, treatments and error, re-
detect. The procedure is a combination of analysis of variance spectively, and S = T + E. The sums of squares for x and y must
and regression analysis [29]. be non-negative; however, the sums of cross products (xy)
Assuming that there is a linear correlation between the may be negative.
outcome y and the covariate x, the appropriate statistic model The ANCOVA adjusts the response variable for the
is presented on Eq. (4), effect of the covariate. Considering the full model on
Eq. (4), the least squares estimators of μ, τi and β are μ ^
^
¼ y:: ; τ i ¼ yi: −y:: −β ðxi: −x:: Þ and β ¼ Exy =E xx . The error
xx
 
i ¼ 1; 2; …; a
yi j ¼ μ þ τ i þ β xi j −x:: þ εi j ;
j ¼ 1; 2; …; n
ð4Þ sum of squares is SSE = Eyy − (Exy)2/Exx with a(n − 1) − 1
degrees of freedom. Equation (14) estimates the experi-
where yij is the jth observation on the response variable taken mental error variance.
under the ith treatment or level of the single factor, xij is the
measurement made on the covariate corresponding to yi j ; x is SS E
M SE ¼ ð14Þ
the mean of xij values, μ is the overall mean, τi is the effect of aðn−1Þ−1
the ith treatment, β is a linear regression coefficient about yij
on xij and εij is the random error component. It is assumed that If there is no effect treatment, the model on Eq. 4 can be
the errors are NID (0, σ2), that β ≠ 0, that the relationship replaced by Eq. (15), where the least squares estimators of μ
between yij and xij is linear, that the regression coefficients and β are μ ^ ¼ S xy =S xx .
^ ¼ y:: e β
for each treatment are identical, that the treatment effects
 
sum to zero (∑ai = 1τi = 0) and that the covariate xij is not affect-
yi j ¼ μ þ β xi j −x:: þ εi j ð15Þ
ed by the treatments.
Int J Adv Manuf Technol

The sum of squares in this case is presented on Eq. (16),

with an − 2 degrees of freedom.
0  2
SS E ¼ S yy − S xy =S xx ð16Þ

SS′E − SSE provides a sum of squares due to the τi with a − 1

degrees of freedom for testing the hypothesis of no treatments
effects. Equation (17) tests the hypothesis H0: τi = 0.
 0 
SS E −SS E =ða−1Þ Fig. 2 Roughness measurement setup
F0 ¼ ð17Þ
MS E
Considering a 2k factorial design, the SSblocks can be
The ANCOVA can also be developed using the general computed as exposed in Eq. (19), and the alias structure
regression significance test, estimating the parameters using in this case will include that block effect is equal to k
least squares method. Factorial plans can similarly present order interaction.
concomitant variables. In 2k case, assuming that the covariate
affects the response identically for all treatments combina- X B2 y2
nblocks
SS blocks ¼ i
− …k ð19Þ
tions, the unique difference in the procedure would be the 2 k
n2
i¼1
treatments sum of squares (Tyy). For a 22 factorial with n rep-
licates, the treatment sum of squares for factors A, B and AB is
exposed on Eq. (18), which need to be partitioned into indi- 2.4 Response surface methodology
vidual effects components SSA, SSB and SSAB. For more de-
tails, see Montgomery [29]. Response surface methodology (RSM) is a collection of math-
ematical and statistical tools applied to modelling and optimi-
1X X 2
n n
y2… zation of problems whose responses of interest are influenced
T yy ¼ yi j: − ð18Þ
n i¼1 j¼1 ð2Þð2Þn by many variables and whose relationship between dependent
and independent variables is unknown [29]. A reasonable ap-
proximation for the real relationship between one response (y)
2.3 Blocking and the set of independent variables x can be obtained
using a first-order polynomial in some region of inter-
In machining context, if the workpiece dimensions are not est. Meanwhile, when curvature is present in some re-
large enough to run more than a half fraction of all factorial gion, the approximating function must be a polynomial
combinations, then two workpieces should be used to machine of higher order, like the second-order model exposed on
all the different combinations and treatments. To safeguard the Eq. (20).
possible metallurgical differences between these two work-
pieces, these should be blocked. In this case, the block effect X
k
X
k
XX
k
Y ¼ β0 þ β i xi þ β ii x2i þ β ii xi x j þ εμ ¼ b0
will be confounded with the interaction between the k control i¼1 i¼1 i< j
factors, in other words, with the highest order interaction. This h i 1  

þ ∇f ðxÞT þ xT ∇2 f ðxÞ x
scheme is used to block on 2k factorial designs. Montgomery 2
[29] stresses that the number of centre points in these designs ð20Þ
should be allocated equally among the blocks.
In Eq. (20), βi and βii are the polynomial coefficients, k is
the number of factors and ε is the error term; x is the vector of

Table 1 Control factors

Control factors Unit Levels

−2 −1 0 +1 2

fz mm/tooth 0.05 0.10 0.15 0.20 0.25

ap mm 0.375 0.75 1125 1.50 1.875
vc m/min 275 300 325 350 375
ae mm 13.5 15 16.5 18 19.5
Fig. 1 a Experimental setup; b tool detail
 Int J Adv Manuf Technol

Table 2 Factorial design and results

Std. order Blocks Control factors Responses Covariate PCA scores

fz ap vc ae Ra Ry Rz Rq Rt Hardness PC1

1 1 0.2 0.750 300 15 1.980 9.710 8.863 2.337 10.043 86 3.797

2 1 0.1 1.500 300 15 1.170 5.007 4.763 1.357 5.143 90 −2.735
3 1 0.1 0.750 350 15 1.147 4.750 4.440 1.307 4.757 85 −3.125
4 1 0.2 1.500 350 15 1.687 8.047 7.387 1.997 8.300 90 1.473
5 1 0.1 0.750 300 18 1.043 5.777 4.777 1.210 5.847 85 −2.657
6 1 0.2 1.500 300 18 1.820 9.133 8.183 2.190 9.270 86 2.767
7 1 0.2 0.750 350 18 1.987 8.860 8.320 2.353 8.877 85 3.054
8 1 0.1 1.500 350 18 1.183 5.127 4.790 1.360 5.350 87 −2.607
9 1 0.2 1.125 325 17 1.570 6.903 6.480 1.820 7.097 84 0.102
10 1 0.2 1.125 325 17 1.630 7.223 6.813 1.903 7.387 85 0.578
11 1 0.2 1.125 325 17 1.663 7.347 6.897 1.940 7.433 88 0.749
12 1 0.2 1.125 325 17 1.573 7.040 6.737 1.847 7.273 87 0.315
13 2 0.1 0.750 300 15 1.177 5.527 5.163 1.367 5.627 85 −2.286
14 2 0.2 1.500 300 15 1.483 7.890 7.000 1.820 7.943 89 0.686
15 2 0.2 0.750 350 15 2.077 9.267 8.743 2.433 9.483 84 3.719
16 2 0.1 1.500 350 15 1.097 5.057 4.623 1.250 5.163 86 −2.995
17 2 0.2 0.750 300 18 1.673 8.030 7.650 2.057 8.173 87 1.570
18 2 0.1 1.500 300 18 1.163 5.223 4.947 1.343 5.383 86 −2.566
19 2 0.1 0.750 350 18 1.193 5.330 5.130 1.370 5.493 88 −2.366
20 2 0.2 1.500 350 18 1.740 8.517 7.480 2.067 8.737 87 1.932
21 2 0.2 1.125 325 17 1.593 7.250 6.590 1.830 7.390 86 0.372
22 2 0.2 1.125 325 17 1.557 6.757 6.290 1.790 7.017 87 −0.083
23 2 0.2 1.125 325 17 1.623 6.733 6.513 1.857 7.023 83 0.163
24 2 0.2 1.125 325 17 1.613 6.810 6.473 1.850 7.007 83 0.145

parameters, b0 is the regression constant term, ∇f(x)T is the To overcome these difficulties, a hybrid strategy based on
gradient of the objective function corresponding to the first- multivariate statistics for summarizing and reducing the di-
order regression coefficients and ∇2f(x)T is the Hessian matrix, mensionality of the data can be employed using PCA. Once
formed by the quadratic and interaction terms of the estimated the PCA factorizes the multivariate data into a number of
model of Y. Ordinal least squares (OLS) algorithm is generally independent factors which take into account the variances
used to estimate the coefficients (β) of each term in the exper- and correlations among the original variables, a natural for-
imental model using the factor’s matrix (X) which, in matrix mulation for the multi-response problem is to change the
form, can be written as in Eq. (21). Details about error estima-
tion, curvature test and goodness-of-fit statistics are provided
in Appendix. Table 3 Correlation
Ra Ry Rz Rq
  between responses for
^ ¼ XT X −1 XT Y
β ð21Þ factorial design
Ry 0.945a
There are several difficulties when dealing with multivari- 0.000b
ate responses. Independently, modelling each response vari- Rz 0.975 0.988
able takes no account of the relationships or correlations 0.000 0.000
among the variables. According to Montgomery [29], it is Rq 0.996 0.963 0.988
necessary to take special care in analysing multi-response data 0.000 0.000 0.000
in order to avoid misleading interpretations. The basic prob- Rt 0.948 0.999 0.989 0.965
lem is associated with fitting multi-response models while 0.000 0.000 0.000 0.000
ignoring: (i) dependence among the errors, (ii) linear depen-
a
dencies among the expected value of the responses and (iii) Pearson correlation
b
linear dependencies in the original data. p value
Int J Adv Manuf Technol

original response variables by a principal component score target for the ith principal component, a multivariate mean
equation modelled through OLS algorithm, as is shown in square error formulation can be defined in Eq. (23).
Eq. (22).  2
MMSEi ¼ PC i −ζ PCi þ λi ð23Þ
X
k
X
k
XX
PC1 ¼ β0 þ β i xi þ βii x2i þ β i j xi x j ð22Þ Using a response surface design, PCi is defined as the fitted
i¼1 i¼1 i< j quadratic model obtained as describe in Eqs. (21) and (22).
ζ PCi is the target value of the ith principal component that
must keep a straightforward relation with the targets of the
2.5 Multivariate mean square error optimization
original data set. To establish this relationship, it is possible
to use the transformation in Eq. (24) as proposed by [22] to
Multivariate mean square error (MMSE) is an improvement of
obtain an alternative multivariate capability index. Therefore,
MSE optimization developed by Vining and Myers [30] and
the general form of ζ PCi can be written as:
applied in optimization context by Box et al. [31] among
h   i X p
X
q h   i
others. In this approach, the multivariate dual response surface  
ζ PC i ¼ eTi Z Y p ζ Y p ¼ ei j Z Y p ζ Y p
can be obtained replacing the estimated mean ŷ by an estimat- i¼1 j¼1

ed principal component score regression (PCi) and the vari- i ¼ 1; 2; …; p; j ¼ 1; 2; …; q

^ 2 by the respective eigenvalue λi. Taking ζ PCi as the
ance σ ð24Þ

Fig. 3 Analysis of covariate and Covariate Block

block presence on a PRESS and b 10,5
R2adj

10,0
PRESS

9,5

9,0

8,5
(a)
without with without with

Covariate Block
98,0

97,9

97,8
R 2adj

97,7

97,6

97,5

97,4
(b)
without with without with
 Int J Adv Manuf Technol

In most part of manufacturing processes, one or two

principal component equations are enough to represent
the original system of p objective functions since the re-
sponses have some degree of correlation. Therefore, con-
sidering the optimization routine formed by the MMSE
functions whose eigenvalues are equal or greater than the
unity, it is possible to write:
" #ð 1k Þ ( ) 1
k k h 2 i ðk Þ
Minimize MMSET ¼ ∏ ðMMSEi jλi ≥ 1Þ ¼ ∏ PC i −ζ PCi þ λi jλi ≥ 1
i¼1 i¼1

i ¼ 1; 2; …; k; k ≤p
Subject to : xT x ≤ρ2

ð25Þ Fig. 4 Pareto chart of the standardized effects

where k is the number of MMSET functions considered

according to the significant principal components, and the model, the optimum is forced to lie within the experimental
restriction is related to the experimental region. Although region. Other constraints may be added according to experi-
k may be mathematically equal to p, this equality rarely menter necessities.
occurs whereas the use of PCA generally reduces the
problem dimension according to the strength of 2.6 Multivariate global index
variance-covariance structure among the responses.
Eventually, it is possible to consider principal component The multivariate global index (MGI) considers the eigen-
equations with λ < 1 since the Lawley’s multivariate hy- values of the correlation matrix as respective weights of
pothesis test reveals its adequacy. the most representative PC scores. It can be mathemati-
The multiobjective optimum can be generally found locat- cally expressed by the sum of products of significant
ing the stationary point of Eq. (24), or if the optimization components scores multiplied by its respective eigen-
direction is different of the convexity direction of the fitted values, considering additionally that the correlations
among original responses, principal components or MGI
are all positives. In this way, it is possible to achieve an
Table 4 ANOVA for PC1 optimization direction compatible to the original direction
of each response. Considering a response surface
Source DF SS Adj SS Adj MS MS P
modelled for PCI, a constrained non-linear programming
Blocks 1 0.488 0.488 0.488 5.040 0.043 strategy can be applied, as described in Eq. (26).
Main effects 4 103.790 103.790 25.947 268.170 0.000
Xm
fz 1 101.684 101.684 101.684 1050.930 0.000 Minimize MGI ¼ ½λi ðPCsi Þ
ap 1 2.067 2.067 2.067 21.360 0.000 ð26Þ
  i¼1
vc 1 0.016 0.016 0.016 0.170 0.688 Subject to : xT x ≤ ρ2
ae 1 0.022 0.022 0.022 0.230 0.641
2-Way 2 3.408 3.408 1.704 17.610 0.000
Interactions
fzap 1 1.448 1.448 1.448 14.960 0.002 Table 5 Axial points to complete the CCD
apae 1 1.961 1.961 1.961 20.260 0.001 Std. Control factors Responses
3-Way 2 2.777 2.777 1.388 14.350 0.001 order
Interactions fz ap vc ae Ra Ry Rz Rq Rt
fzapae 1 1.730 1.730 1.730 17.880 0.001
apvcae 1 1.047 1.047 1.047 10.820 0.006 25 0.05 1.125 325 16.5 0.373 2.677 2.000 0.453 2.727
Curvature 1 1.027 1.027 1.027 10.620 0.006 26 0.25 1.125 325 16.5 1.863 9.123 8.713 2.260 9.277
Residual error 13 1.258 1.258 0.097 27 0.15 0.375 325 16.5 1.540 6.690 5.990 1.753 6.843
Lack of fit 7 0.909 0.909 0.130 2.240 0.173 28 0.15 1.875 325 16.5 1.160 6.127 5.467 1.393 6.200
Pure error 6 0.348 0.348 0.058 29 0.15 1.125 275 16.5 1.547 7.177 6.540 1.797 7.340
Total 23 112.747 30 0.15 1.125 375 16.5 1.610 7.247 6.827 1.867 7.523
31 0.15 1.125 325 13.5 1.557 6.867 6.520 1.810 7.073
s = 0.311057 PRESS = 8.15816 32 0.15 1.125 325 19.5 1.597 7.093 6.720 1.850 7.490
R2 = 98.88 %, R2 pred = 92.76 %, R2 adj = 98.03 %
Int J Adv Manuf Technol

2.7 Global percentage error function Table 6 Correlation

between responses for Ra Ry Rz Rq
CCD
The global percentage error (GPE) function calculates the Ry 0.950
sums of the percentage error of Pareto-optimal solutions ob- 0.000
tained with multivariate optimization in relation to targets of Rz 0.974 0.989
univariate responses. This function can be used to compare the 0.000 0.000
different optimization methods based on PCA. Equation (27) Rq 0.996 0.968 0.988
presents the GPE calculation, where y*i are the Pareto-optimal 0.000 0.000 0.000
solutions obtained on PCA based optimization method and Ti Rt 0.954 0.999 0.990 0.970
are the outcomes targets obtained through univariate optimi- 0.000 0.000 0.000 0.000
zation for each original function [32].
m  * 
X  yi 
GPE ¼  −1 ð27Þ The experiments were conducted sequentially. At first part, a
T  complete factorial design 24 was done without replication on
i¼1 i
corner points and with replication on centre points (nc = 4).
The replication on centre points in 2k designs provides an
2.8 Confidence interval for optimal results independent estimative of experimental error; moreover, it
tests curvature existence in experimental region. After
Considering an optimal result, a confidence interval for mean confirming the curvature existence, the 2 × k = 2 × 4 axial
response can be achieved, which is the range in which the points were run to complete the CCD, allowing to obtain a
estimated mean response, for a given set of predictor values, complete quadratic model.
is expected to fall with a desired confidence level. The lower On the factorial part of experiments, to anticipate the pos-
and upper bond of the confidence interval can be calculated sible influence of the material discontinuity and anisotropy,
with the Eq. (28), where ŷ0 is the predicted value considering the two different bars used on tests were blocked (b = 2).
the optimal vector x0; t(1 − α/2; n − p) is the t value considering 1 Therefore, considering the factorial points, centre points and
− α/2 confidence level and the MSE degrees of freedom equals blocks, 24 (nc × b + n × 2k = 4 × 2 + 1 × 24) experiments were
^ 2 is estimated by MSE and (XTX)− 1 is the inverse
to n − p, σ carried out. The hardness of the machined surfaces for each
covariance matrix of coefficients. test was accessed and considered as covariate, with aims of
 1 = taking out its effect on surface roughness. The hardness mea-
2  −1 2
surements were made in a Brinell hardness tester.
IC ½100ð1−αÞ% ¼ ^y0  t ð1−α=2; n−pÞ ⋅ σ^ xT0 XT X x0 ð28Þ
As strong correlation between responses was detected,
PCA was used to write the roughness parameters as linear
combinations in terms of principal components scores. Then,
3 Experimental procedure fitting a linear model for PC1 and confirming the lack of fit,
the data from axial points served to fit a second-order model.
Finishing end milling tests were made on a CNC FADAL This model was also fitted using PCA, once there was a strong
vertical machining centre, model VMC 15, with maximum correlation between the outcomes considered on CCD design.
spindle rotation of 7500 RPM and 15 kW of power. Two After obtaining the second-order model in terms of PCA,
workpieces of AISI 1045 steel with square sections of optimization was carried out using MMSE T and MGI
100 × 100 mm and lengths of 300 mm were machined. The methods. The PC scores were classified using Kaiser’s
tool used was a positive end mill, code R390-025A25-11M criteria. The methods were compared using the GPE criteria.
with a 25-mm diameter, entering angle of χr = 90° with three Finally, confirmation runs were conducted on optimal point
inserts, code is R390-11T308M-PM GC 1025 from Sandvik to endorse the methodology and the accuracy of the proposed
Coromant. Figure 1 shows the experimental setup. The cutting models.
direction was downcut.
The roughness parameters Ra, Ry, Rz, Rq and Rt, in μm,
were assessed using a Mitutoyo Surftest SJ-201, with a cutoff Table 7 Eigen analysis of the correlation matrix
length of 0.25 mm. Three measurements were made for each
PC1 PC2 PC3 PC4 PC5
cutting condition, and the average results were used in the
analysis. The roughness measurement setup is presented in Eigenvalue 4.911 0.079 0.007 0.002 0.001
Fig. 2. Proportion 0.982 0.016 0.001 0.000 0.000
The control factors and respective levels are resumed in Cumulative 0.982 0.998 1.000 1.000 1.000
Table 1. A central composite design (CCD) was adopted.
 Int J Adv Manuf Technol

Table 8 PC1 scores for CCD

Std. Order 1 2 3 4 5 6 7 8 9 10 11

PC1 −1.964 3.666 −2.387 0799 −2.750 3.575 −2.619 1.513 −2.288 1.599 −2.226
Std. order 12 13 14 15 16 17 18 19 20 21 22
PC1 2.715 −2.042 2.959 −2.266 1.942 −6.565 3.005 −0.155 −1.533 0.344 0.659
Std. order 23 24 25 26 27 28 29 30 31 32
PC1 0.202 0.538 0.235 0.675 0.831 0.434 0.490 0.064 0.284 0.269

All machining tests and measurements of roughness and Applying the PCA to describe all the correlated outcomes
hardness were conducted in random order. All the statistical as linear combinations, the eigenvalues of the principal com-
analysis were conducted in Minitab 16 considering a signifi- ponents, which are equal to the estimated variance of the PCA
cance level α = 0.05. All nonlinear programming problems scores, are respectively λ ^ 1 = 4.9020, λ ^ 2 = 0.0892, λ^3
were solved using the generalized reduced gradient (GRG) ^ ^
= 0.0062, λ4 = 0.0019 and λ5 = 0.0007. The total variability
algorithm of MS Excel® on Solver®. ^ 1 =∑p λ^i
explained by the first principal component is λ i¼1
= 98.00 %. This means that the most important information
about the roughness measures are in PC1 score. Therefore, the
PC1 was used to do the analysis, representing the five rough-
4 Results and discussion
ness outcomes.
To compare different linear models for PC1 in terms of
4.1 Part 1: factorial design with covariate using PCA
covariate, blocking and model terms removal, a sensibility
scores
analysis was realized. The models were firstly compared
in terms of normality and, as the residuals of the complete
Table 2 presents the factorial design, corresponding to the first
models for PC 1 , considering or not covariate and
part of experiments, the experimental results for Ra, Ry, Rz, Rq
blocking, did not present normality, then the reduced
e Rt, the covariate measurements and the PCA score for PC1.
models were compared in terms of error, adjustment and
The correlations between the responses are on Table 3. The
curvature presence.
strong correlation between responses justifies the application
Figure 3 confirms that blocking was convenient to improve
of principal component analysis.
the model adjustment, measured by the adjusted coefficient of
multiple determination R2adj, and to decrease the prediction
Table 9 Response surface regression for PC1 error sum of squares (PRESS). Analysing the main effects
plots, the linear model that better describes the data is the
Term Coef. SE Coef. T P
model with blocks and without covariate.
Constant 0.410 0.182 2.252 0.038 Based on sensibility analysis results for the covariate hard-
fz 2.352 0.105 22.379 0.000 ness, the ANCOVA was replaced by the ANOVA analysis.
ap −0.335 0.105 −3.188 0.005 Table 4 presents the ANOVA for PC1. About main effects,
vc 0.043 0.105 0.407 0.689 only fz and ap were significant, considering α = 0.05. The
ae 0.051 0.105 0.489 0.631
fz2 −0.472 0.095 −4.982 0.000
ap2 −0.238 0.095 −2.514 0.022
vc2 0.098 0.095 1.036 0.315
ae2 0.065 0.095 0.690 0.500
fzap −0.274 0.129 −2.125 0.049
fzvc 0.126 0.129 0.982 0.340
fzae −0.077 0.129 −0.600 0.557
apvc −0.066 0.129 −0.515 0.613
apae 0.322 0.129 2.505 0.023
vcae 0.074 0.129 0.577 0.572

s = 0.514897, PRESS = 23.9966

R2 = 97.04 %, R2 pred = 84.24 %, R2 adj = 94.60 % Fig. 5 Surface response for PC1 in terms of fz and ap
Int J Adv Manuf Technol

Table 10 Response surface coefficients for Ra, Ry, Rz, Rq and Rt Table 12 MGI Pareto-optimal responses, targets and error

Coefficients Responses Ra Ry Rz Rq Rt

Ra Ry Rz Rq Rt yi* 0.474 2.723 2.327 0.554 2.738

Ti 0.471 2.704 2.325 0.550 2.718
β0 1.603 7.008 6.599 1.855 7.203
errori 0.006 0.007 0.001 0.008 0.008
β1 0.344 1.690 1.601 0.429 1.715
β2 −0.071 −0.182 −0.207 −0.074 −0.179
β3 0.030 −0.050 0.006 0.025 −0.038 The model presents main effects, two-way and three-way
β4 0.003 0.050 0.029 0.007 0.063 interaction coefficients, besides the coefficient for the block to
β11 −0.109 −0.222 −0.262 −0.109 −0.252 take the effect differences between two workpieces out of the
β22 −0.051 −0.095 −0.169 −0.055 −0.122 data. To estimate the centre points (0, 0, 0, 0), the constant
β33 0.006 0.106 0.070 0.009 0.105 0.4388 needs to be added to the result. Nevertheless, the sig-
β44 0.005 0.048 0.054 0.009 0.068 nificant result for curvature test (p value = 0.002 < 0.05 = α)
β12 −0.065 −0.082 −0.196 −0.073 −0.103 indicates that a second-order model needs to be studied to
β13 0.029 0.075 0.056 0.027 0.075 better describe the data.
β14 0.000 −0.093 −0.063 0.005 −0.131
β23 −0.029 0.021 −0.050 −0.033 0.056 ^ 1 ¼ −0:1463 þ 0:1425Block þ 2:5210f z −0:3594ap
PC
β24 0.060 0.204 0.185 0.062 0.232
þ 0:0319vc þ 0:0371ae −0:3008f z ap
β34 0.013 0.043 0.048 0.015 0.052
R2adj 94.06 % 92.48 % 94.15 % 92.15 % 92.93 % þ 0:3500ap ae þ 0:3288f z ap ae −0:2558ap vc ae ð29Þ

interactions fzap, apae, fzapae e apvcae were significant. The 4.2 Part 2: response surface based on PCA
ANOVA attested significance for block, concluding that there and optimization
are differences between the two workpieces used, which can
be source of metallurgical aspects. Table 5 presents axial points to complete the CCD, consider-
The curvature test presented p value = 0.006 < 0.05 = α. ing factorial and centre points presented in Table 2, for fitting a
Accordingly, the linear model did not well describes the data, response surface model. Using the complete CCD data
so new tests were performed to fit a second order model. (Tables 2 and 5), the strong correlations between the responses
Nevertheless, the coefficient of determination is are attested and exposed in Table 6. Once again, the PCA was
R2 = 98.88 % and R2adj = 98.03 % concluding that the model used to represent the set of roughness responses in terms of
explains 98.03 % of the data variability. The R2pred = 92.76 % PCA scores.
means that the linear model explains about 92.76 % of the Table 7 resumes the eigen analysis of the correlation ma-
variability in predicting new observations. trix. Using Kaiser’s criteria, only PC1 presented significance
Figure 4 presents the Pareto chart of the standardized since it has eigenvalue λ^ 1 = 4.911, which is greater than 1 and
effects, which confirms the significant terms for PC 1
ANOVA. It is clear that the feed per tooth is significant
and has the biggest effect on roughness surface. However,
the effect of axial depth of cut ap is important and the
interactions among factors confirm that not only geomet-
ric effects of cutting phenomena take part on roughness of
machined surfaces. The linear regression model, with cod-
ed units, relating PC1 with control factors is exposed on
Eq. [28].

Table 11 MMSET Pareto-optimal responses, targets and error

Ra Ry Rz Rq Rt

yi* 0.474 2.722 2.328 0.554 2.737

Ti 0.471 2.704 2.325 0.550 2.718
errori 0.006 0.007 0.001 0.008 0.007
Fig. 6 Overlaid contour plot with MGI optimization results
 Int J Adv Manuf Technol

Table 13 Pay-off matrix and GPE

Optimization results - yi*

Objective function → Ra Ry Rz Rq Rt MMSET MGI

Ra 0.4708 0.4855 0.4732 0.4709 0.4866 0.4739 0.4736
Ry 2.7608 2.7043 2.7343 2.7683 2.7064 2.7219 2.7233
Rz 2.3339 2.3523 2.3253 2.3364 2.3509 2.3276 2.3273
Rq 0.5500 0.5690 0.5534 0.5499 0.5702 0.5545 0.5541
Rt 2.7796 2.7198 2.7461 2.7876 2.7176 2.7372 2.7385
Ti |yi*/Ti – 1|
0.4708 0.0000 0.0311 0.0050 0.0001 0.0334 0.0065 0.0059
2.7043 0.0209 0.0000 0.0111 0.0237 0.0008 0.0065 0.0070
2.3253 0.0037 0.0116 0.0000 0.0048 0.0110 0.0010 0.0009
0.5499 0.0001 0.0347 0.0063 0.0000 0.0369 0.0083 0.0077
2.7176 0.0228 0.0008 0.0105 0.0258 0.0000 0.0072 0.0077
GPE→ 0.0475 0.0782 0.0329 0.0544 0.0821 0.0295 0.0292

explains 98.2 % of the data variability. Thus, PC1 scores were The complete response surface models for the five rough-
used to represent the set of five roughness outcomes and to fit ness outcomes were obtained and resumed in Table 10, where
the response surface in terms of machining conditions. the coefficients with italics emphasis presented statistical sig-
Table 8 presents the PC1 score vector for five roughness nificance. All models presented excellent explanation of data
outcomes considered. Using this score to do a univariate anal- variability in terms of R2adj. These models were optimized
ysis, the response surface and regression analysis are present- individually to obtain the targets Ti for each response.
ed in Table 9 and in Eq. (30). As only PC1 was significant, considering Kaiser’s criteria,
^ 1 ¼ 0:410 þ 2:352 f z −0:335ap þ 0:043vc the optimization methods MMSET and MGI were applied
PC
based on PC 1 fitted model presented in Eq. (30). The
þ 0:051ae −0:472 f z 2 −0:238a2p þ 0:098v2c MMSET optimization model for this specific case with target
for PC1 is ζ PCi = −6.21 obtained solving the univariate opti-
þ 0:065a2e ; −0:274 f z ap mization for PC1 was solved. The levels obtained for fz, ap, vc
þ 0:126 f z vc −0:077 f z ae −0:066ap vc e ae were, respectively, [0.050, 1.087, 327.302, 16.379].
Transforming these results for the five roughness outcomes,
þ 0:322ap ae þ 0:074vc ae ð30Þ the Pareto-optimal responses yi*, the Targets for roughness
parameters Ti and the percentage error are resumed in
The second-order model for PC1 explains 94.60 % of the
Table 11. Adding the percentage errors up, the GPE = 0.0295
data variability. The Anderson Darling normality test for re-
siduals of PC1 presented p value equals to 0.067, assuring that
the hypothesis of normality of residuals cannot be rejected.
According to the regression analysis, the factors which pre-
sented significant main effects were fz and ap. The interactions
fzap and apae and the quadratic terms fz2 and ap2 were also
significant, considering α = 0.05. In this way, besides the rec-
ognized effect of feed rate on roughness surface, considered in
several roughness geometric models, the effect of ap and ae
needs to be taken into account to explain surface quality of a
machined part. Moreover, mechanistic models generally do
not take into account interaction terms. Figure 5 presents the
response surface for PC1 in terms of the significant factors fz
and ap.

Table 14 Confidence
interval for MGI optimal Fit SE fit 95 % CI
point
−6.2112 0.3933 (−7.0409; −5.3815)
Fig. 7 Power curve for number of confirmation runs determination
Int J Adv Manuf Technol

Table 15 Confidence interval for original responses on MGI optimal approximating all the individual targets with a small error.
point
Table 13 presents the pay-off matrix and the GPE for individ-
Responses (μm) Fit SE fit 95 % CI ual optimization, MMSET and MGI methods, considering in
each column the optimization of the individuals’ roughness
Ra 0.4736 0.0641 0.3383 0.6090 responses, where the entries with italics emphasis are the tar-
Ry 2.7233 0.3275 2.0323 3.4143 get values Ti of the responses. In all univariate optimization
Rz 2.3273 0.2761 1.7447 2.9098 cases, the GPE obtained were worse than the obtained in
Rq 0.5542 0.0690 0.4085 0.6998 MMSET and in MGI optimization.
Rt 2.7385 0.3242 2.0545 3.4224
4.3 Confirmation runs

was obtained, confirming that the Pareto-optimal responses
were very near the targets for the individual outcomes.
The MGI was also applied for optimizing PC1. It can
be seen that with m = 1 in MGI formulation, the prob-
lems equates the univariate PC1 optimization; in other
words, the weight λ ^ 1 does not have any effect on
changing the x* values. Solving the MGI nonlinear pro-
gramming problem, the levels obtained for fz, ap, vc e
a e, on uncoded units were [0.050, 1.085, 327.219,
16.383]. Applying these results on the five roughness
outcomes resumed in Table 10, the Pareto-optimal re-
sponses y * , the Targets for roughness parameters Ti
and the percentage error are resumed in Table 12.
Adding the percentage errors up, the GPE = 0.0292 was
obtained, confirming that the MGI, considering PC1,
presented best result when compared with MMSE T.
Figure 6 shows the overlaid contour plot for MGI re-
sults, with a feasible region considering the upper and
lower bounds of the five correlated roughness outcomes.
Despite all, roughness outcomes present the same optimi-
zation direction; in other words, in minimization, they repre-
sent different geometric features of the machined surface.
Then, optimizing one roughness outcome separately does
not guarantee the optimization of all of them. Therefore, re-
garding the variance-covariance structure between responses,
PC1 score represents all the outcomes and may be optimized,
Considering the pay-off matrix and the GPE for MGI method
equals to 0.0292, a 95 % confidence interval of MGI optimal
point was obtained using Eq. (28), considering the optimal
vector x0 = [0.050, 1.085, 327.219, 16.383], and is resumed
in Table 14.
To guarantee the possibility on detecting a difference that
h  −1 i1 =2
equals to t ð1−α=2; n−pÞ ⋅ σ^ 2 xT0 XT X x0 ¼ 0:8297, as
graphically determined by the power curve on Fig. 7, eight
confirmation runs were conducted.
It is important to define a confidence interval for optimal
point at each original roughness outcome. Then, considering
the MGI optimal vector x0 = [0.050, 1.085, 327.219, 16.383],
these intervals are resumed in Table 15.
Table 16 presents the confirmation runs results and the
mean for each outcome. The limits calculated by Eq. (28)
are the range in which the estimated mean response, for a
given set of predictor values, is expected to fall. Comparing
the mean results obtained on confirmation, resumed in
Table 16 with the limits resumed in Table 15, it can be con-
cluded that all mean responses for confirmation runs fell with-
in the confidence intervals and close to the fitted values, en-
dorsing the expected results.
5 Conclusions

Table 16 Confirmation runs This paper proposes a methodology to study correlated ma-
chining outcomes related to finishing of machined surfaces.
Confirmation runs Responses (μm) With a CCD, a few number of tests were performed, achieving
a good estimative of the experimental error. Starting from a
Ra Ry Rz Rq Rt
factorial design, the lack of fit test proved a curvature presence
1 0.500 3.057 2.597 0.610 3.263 and the necessity of axial points to estimate a second-order
2 0.523 3.113 2.617 0.633 3.177 model. The univariate ANCOVA for PC1, using the concom-
3 0.503 2.650 2.450 0.610 2.650 itant variable hardness and blocking the material, was realized
4 0.497 2.600 2.423 0.603 2.690 to anticipate the possible material discontinuity and anisotropy.
5 0.493 3.077 2.787 0.600 3.260 The model with blocks presented significant effect and better
6 0.400 2.217 1.930 0.467 2.327 adjustment and smallest error. However, the covariate did not
7 0.423 2.723 2.093 0.507 2.943 presented significant effect and improvement in the model.
8 0.497 3.383 2.390 0.593 3.583 Therefore, the ANCOVA was replaced to ANOVA analysis.
Mean 0.480 2.853 2.411 0.578 2.987 The most important factor on PC1, and consequently on
roughness surface was fz, confirming the bibliography review,
 Int J Adv Manuf Technol

which states that the feed per tooth is the most important R2adj value will decrease. Besides, when R2 and R2adj differ
parameter on roughness surface. The parameter ap, interac- dramatically, possible nonsignificant terms have been includ-
tions fzap and apae and the quadratic terms fz2 and ap2 were ed in the model.
significant, confirming that some mechanistic models for
SS R SS E
roughness surface, which take into consideration only the feed R2 ¼ ¼ 1− ð33Þ
per tooth, may present inconsistent results. SS yy SS yy
Considering the correlation between outcomes and the  
n−1  
variance-covariance structure, the PCA was used to represent R2ad j ¼ 1− 1−R2 ð34Þ
n−p
the roughness data set. Kaiser’s criteria were adopted and
The prediction error sum of squares (PRESS) is a measure
classified only PC1 as statistically significant. Consequently,
of residual scaling. To calculate PRESS, it is necessary to
a response surface model was fitted for PC1 scores explaining
select an observation I and fit a regression model to the re-
94.6 % of data variability.
maining n − 1 observations. Using the tentative model to pre-
The optimization method which better approximated the
dict the removed observation, and denoting this predicted val-
targets of roughness responses was MGI, with parameter
ue as ŷ(i), the prediction error for i can be calculated as
levels for fz, ap, vc e ae, respectively, equals to x0 = [0.050,
e(i) = yi − ŷ(i). This procedure need to be done to each observa-
1.085, 327.219, 16.383]. GPE results for MGI presented
tion i = 1, …, n. The PRESS statistic can be calculated as in
2.92 % of global percentage error.
Eq. (35).
The confirmation runs endorsed the results, once all mean
responses fell within the confidence intervals and close to the n h i2
X
n
X
fitted values. The proposed methodology could be employed PRESS ¼ e2ðiÞ ¼ yi −^yðiÞ ð35Þ
to modelling and the optimization of analogous manufactur- i¼1 i¼1

ing process.
Another way to compute PRESS is on Eq. (36), without the
necessity of fitting n regression models, where hii are the di-
Acknowledgments The authors gratefully acknowledge Conselho agonal elements of hat matrix H = X(XTX)− 1XT.
Nacional de Desenvolvimento Científico e Tecnológico (CNPq),
n  
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior X ei 2
(CAPES), and Fundação de Amparo à Pesquisa do estado de Minas PRESS ¼ ð36Þ
Gerais (FAPEMIG) for supporting this research. i¼1
1−hii

Appendix
References
In 2k factorial designs, centre points allow an independent
estimate of error and tests the curvature on the experimental
region. Considering nc centre points, a single degree of free-
dom sum of squares for curvature can be calculated as in
Eq. (31). The mean square error MSE can be calculated as
Eq. (32). The null hypothesis for curvature test is
H0 : ∑kj = 1βjj = 0.
 
n F nC y F −yC
SS curvature ¼ ð31Þ
n F þ nC
SS E
M SE ¼ ð32Þ
nC −1
The coefficient of multiple determination (R2) represents
the variability percentage of the data explained by the model.
This index is mathematically expressed in Eq. (33). R2 may
increase with unnecessary terms in the model. Therefore, it is
possible to obtain poor predictions with models which present
large R2. The adjusted R2adj, calculated with Eq. (34), is more
appropriate to compare models with different number of
terms. When unnecessary terms are added in the model,
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