A new chart for monitoring the covariance matrix of bivariate processes


Autoria(s): Costa, Antonio F. B.; Machado, Marcela A. G.
Contribuinte(s)

Universidade Estadual Paulista (UNESP)

Data(s)

20/05/2014

20/05/2014

01/01/2008

Resumo

In this article we consider a control chart based on the sample variances of two quality characteristics. The points plotted on the chart correspond to the maximum value of these two statistics. The main reason to consider the proposed chart instead of the generalized variance |S| chart is its better diagnostic feature, that is, with the new chart it is easier to relate an out-of-control signal to the variables whose parameters have moved away from their in-control values. We study the control chart efficiency considering different shifts in the covariance matrix. In this way, we obtain the average run length (ARL) that measures the effectiveness of a control chart in detecting process shifts. The proposed chart always detects process disturbances faster than the generalized variance |S| chart. The same is observed when the size of the samples is variable, except in a few cases in which the size of the samples switches between small size and very large size.

Formato

1453-1465

Identificador

http://dx.doi.org/10.1080/03610910801988987

Communications In Statistics-simulation and Computation. Philadelphia: Taylor & Francis Inc, v. 37, n. 7, p. 1453-1465, 2008.

0361-0918

http://hdl.handle.net/11449/9499

10.1080/03610910801988987

WOS:000258267900014

Idioma(s)

eng

Publicador

Taylor & Francis Inc

Relação

Communications In Statistics-simulation and Computation

Direitos

closedAccess

Palavras-Chave #bivariate processes #control charts for monitoring the covariance matrix #generalized variance vertical bar S vertical bar chart #variable sample size
Tipo

info:eu-repo/semantics/article