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My team's core job (we're not in the software business) is to install hardware at sites which typically takes around a month start to finish and typically involves around 5 or so distinct stages (site review, planning, assembly, installation, documentation). In addition to that we also do maintenance and various other smaller tasks and one-off projects.

We're introducing Kanban and my initial idea was to have a core job lane and split it into five columns as above. Using t-shirt size estimates we would end up with fairly large (XL) tasks among many smaller ones. The other option of course, is to go with simple ToDo, Doing, Done columns and add a "site review", "planning", etc. as individual tasks for each job.

Is there an advantage of choosing one over the other? Also, if we divide our jobs (I guess we could call them "stories") into smaller tasks, how do people practically represent stories and link them to tasks on their (physical) Kanban board?

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In Kanban it is better to have the stages as column names than todo, doing, etc., because it really maps what you are doing (it is called value stream mapping). It is hard to improve on a ongoing column, however you can learn a lot about assembly and improve that state.

Another argument behalf of the stage names: which provides you more information: having 5 items in ongoing or 2 in assembly, 2 in installation, and 1 in documentation? Which setup tells you which item is behind, and which is going to be released soon?

For the moment, I won't divide anything, just let your Kanban system run for a couple of weeks. This gives you the opportunity to see how the system represents your workflow and where it needs change. The point of Kanban is to map your real workflow and not the other way around - I know you didn't asked this. Put down all the ideas and problems you have and have a retrospective after a couple of weeks and fine-tune your Kanban system. If it is a small thing, do not wait, improve on the spot.

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