A multivariate control chart for simultaneously monitoring process mean and variability
AbstractRecently, monitoring the process mean and variability simultaneously for multivariate processes by using a single control chart has drawn some attention. However, due to the complexity of multivariate distributions, existing methods in univariate processes cannot be readily extended to multivariate processes. In this paper, we propose a new single control chart which integrates the exponentially weighted moving average (EWMA) procedure with the generalized likelihood ratio (GLR) test for jointly monitoring both the multivariate process mean and variability. Due to the powerful properties of the GLR test and the EWMA procedure, the new chart provides quite robust and satisfactory performance in various cases, including detection of the decrease in variability and individual observation at the sampling point, which are very important cases in many practical applications but may not be well handled by existing approaches in the literature. The application of our proposed method is illustrated by a real data example in ambulatory monitoring.
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 54 (2010)
Issue (Month): 10 (October)
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Web page: http://www.elsevier.com/locate/csda
Likelihood ratio test Multivariate process Quality control Reliability engineering SPC;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Shu, Lianjie & Jiang, Wei & Wu, Zhang, 2008. "Adaptive CUSUM procedures with Markovian mean estimation," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4395-4409, May.
- Arthur Yeh & Dennis Lin & Honghong Zhou & Chandramouliswaran Venkataramani, 2003. "A multivariate exponentially weighted moving average control chart for monitoring process variability," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(5), pages 507-536.
- Ahmad, Shabbir & Riaz, Muhammad & Abbasi, Saddam Akber & Lin, Zhengyan, 2013. "On monitoring process variability under double sampling scheme," International Journal of Production Economics, Elsevier, vol. 142(2), pages 388-400.
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