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A multivariate control chart for simultaneously monitoring process mean and variability

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  • Zhang, Jiujun
  • Li, Zhonghua
  • Wang, Zhaojun
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    Abstract

    Recently, 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 Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 54 (2010)
    Issue (Month): 10 (October)
    Pages: 2244-2252

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    Handle: RePEc:eee:csdana:v:54:y:2010:i:10:p:2244-2252

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    Web page: http://www.elsevier.com/locate/csda

    Related research

    Keywords: Likelihood ratio test Multivariate process Quality control Reliability engineering SPC;

    References

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    1. 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 & Francis Journals, vol. 30(5), pages 507-536.
    2. 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.
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    Cited by:
    1. 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.
    2. Robert Garthoff & Iryna Okhrin & Wolfgang Schmid, 2014. "Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series," AStA Advances in Statistical Analysis, Springer, vol. 98(3), pages 225-255, July.

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