Please use this identifier to cite or link to this item: http://www.repositorio.ufop.br/handle/123456789/5065
Title: Self-oriented control charts for efficient monitoring of mean vectors.
Authors: Moraes, D. A. O.
Oliveira, Fernando Luiz Pereira de
Quinino, Roberto da Costa
Duczmal, Luiz Henrique
Keywords: Quality control
Multivariate statistics
Mean vectors
Simulation
Average run lenght
Issue Date: 2014
Citation: MORAES, D. A. O. et al. Self-oriented control charts for efficient monitoring of mean vectors. Computers & Industrial Engineering, v. 75, p. 102-115, 2014. Disponível em: <http://www.sciencedirect.com/science/article/pii/S0360835214001880>. Acesso em: 13 abr. 2014.
Abstract: This work presents a procedure for monitoring the centre of multivariate processes by optimising the noncentrality parameter with respect to the maximum separability between the in- and out-of-control states. Similarly to the Principal Component Analysis, this procedure is a linear transformation but using a different criterion which maximises the trace of two scatter matrices. The proposed linear statistic is self-oriented in the sense that no prior information is given, then it is monitored by two types of control charts aiming to identify small and intermediate shifts. As the control charts performances depend only on the noncentrality parameter, comparisons are made with traditional quadratic approaches, such as the Multivariate Cumulative Sum (MCUSUM), the Multivariate Exponentially Weighted Moving Average (MEWMA) and Hotelling’s T2 control chart. The results show that the proposed statistic is a solution for the problem of finding directions to be monitored without the need of selecting eigenvectors, maximising efficiency with respect to the average run length.
URI: http://www.repositorio.ufop.br/handle/123456789/5065
metadata.dc.identifier.doi: https://doi.org/10.1016/j.cie.2014.06.008
ISSN: 0360-8352
metadata.dc.rights.license: O periódico Computers & Industrial Engineering concede permissão para depósito do artigo no Repositório Institucional da UFOP. Número da licença: 3603161479581.
Appears in Collections:DEEST - Artigos publicados em periódicos

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