A new chart based on sample variances for monitoring the covariance matrix of multivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A new chart for monitoring the covariance matrix of bivariate processes

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.

The Synthetic Control Chart Based on Two Sample Variances for Monitoring the Covariance Matrix

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Control charts for monitoring the mean vector and the covariance matrix of bivariate processes

In this article, we propose new control charts for monitoring the mean vector and the covariance matrix of bivariate processes. The traditional tools used for this purpose are the T (2) and the |S| charts. However, these charts have two drawbacks: (1) the T (2) and the |S| statistics are not easy to compute, and (2) after a signal, they do not distinguish the variable affected by the assignable cause. As an alternative to (1), we propose the MVMAX chart, which only requires the computation of sample means and sample variances. As an alternative to (2), we propose the joint use of two charts based on the non-central chi-square statistic (NCS statistic), named as the NCS charts. Once the NCS charts signal, the user can immediately identify the out-of-control variable. In general, the synthetic MVMAX chart is faster than the NCS charts and the joint T (2) and |S| charts in signaling processes disturbances.

Covariance properties and regularization of conserved currents in tetrad gravity

We discuss the properties of the gravitational energy-momentum 3-form within the tetrad formulation of general relativity theory. We derive the covariance properties of the quantities describing the energy-momentum content under Lorentz transformations of the tetrad. As an application, we consider the computation of the total energy (mass) of some exact solutions of Einstein's general relativity theory which describe compact sources with asymptotically flat spacetime geometry. As it is known, depending on the choice of tetrad frame, the formal total integral for such configurations may diverge. We propose a natural regularization method which yields finite values for the total energy-momentum of the system and demonstrate how it works on a number of explicit examples.

Why Pair Production Cures Covariance in the Light-Front?

We show that the light-front vacuum is not trivial, and the Fock space for positive energy quanta solutions is not complete. As an example of this non triviality we have calculated the electromagnetic current for scalar bosons in the background field method were the covariance is restored through considering the complete Fock space of solutions.In this work we construct the electromagnetic current operator for a system composed of two free bosons. The technique employed to deduce these operators is through the definition of global propagators in the light front when a background electromagnetic field acts on one of the particles.

Monitoring the mean vector and the covariance ­matrix of multivariate processes with sample means and sample ranges

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Monitoring the covariance matrix with the VMAX chart

In this article, we propose a new statistic to control the covariance matrix of bivariate processes. This new statistic is based on the sample vat-lances of the two quality characteristics, shortly VMAX statistic. The points plotted on the chart correspond to the maximum of the values of these two variances. The reasons to consider the VMAX statistic instead of the generalized variance vertical bar S vertical bar are faster detection of process changes and better diagnostic feature, that is, with the VMAX statistic It is easier to identify the out-of-control variable.

A single statistic for monitoring the covariance matrix of bivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Galilean covariance and the Duffin-Kemmer-Petiau equation

We use a five-dimensional approach to Galilean covariance to investigate the non-relativistic Duffin-Kemmer-Petiau first-order wave equations for spinless particles. The corresponding representation is generated by five 6 × 6 matrices. We consider the harmonic oscillator as an example.

Galilean covariance and non-relativistic Bhabha equations

We apply a five-dimensional formulation of Galilean covariance to construct non-relativistic Bhabha first-order wave equations which, depending on the representation, correspond either to the well known Dirac equation (for particles with spin 1/2) or the Duffin-Kemmer-Petiau equation (for spinless and spin 1 particles). Here the irreducible representations belong to the Lie algebra of the 'de Sitter group' in 4 + 1 dimensions, SO(5, 1). Using this approach, the non-relativistic limits of the corresponding equations are obtained directly, without taking any low-velocity approximation. As a simple illustration, we discuss the harmonic oscillator.

Estimates of covariance functions for growth from birth to 630 days of age in Nelore cattle

Weight records of Brazilian Nelore cattle, from birth to 630 d of age, recorded every 3 mo, were analyzed using random regression models. Independent variables were Legendre polynomials of age at recording. The model of analysis included contemporary groups as fixed effects and age of dam as a linear and quadratic covariable. Mean trends were modeled through a cubic regression on orthogonal polynomials of age. Up to four sets of random regression coefficients were fitted for animals' direct and maternal, additive genetic, and permanent environmental effects. Changes in measurement error variances with age were modeled through a variance function. Orders of polyno-mial fit from three to six were considered, resulting in up to 77 parameters to be estimated. Models fitting random regressions modeled the pattern of variances in the data adequately, with estimates similar to those from corresponding univariate analysis. Direct heritability estimates decreased after birth and tended to be lowest at ages at which maternal effect estimates tended to be highest. Maternal heritability estimates increased after birth to a peak around 110 to 120 d of age and decreased thereafter. Additive genetic direct correlation estimates between weights at standard ages (birth, weaning, yearling, and final weight) were moderate to high and maternal genetic and environmental correlations were consistently high. © 2001 American Society of Animal Science. All rights reserved.

Estimates of covariance functions for growth of Nelore cattle applying a parametric correlation structure to model within-animal correlations

A total of 20,065 weights recorded on 3016 Nelore animals were used to estimate covariance functions for growth from birth to 630 days of age, assuming a parametric correlation structure to model within-animal correlations. The model of analysis included fixed effects of contemporary groups and age of dam as quadratic covariable. Mean trends were taken into account by a cubic regression on orthogonal polynomials of animal age. Genetic effects of the animal and its dam and maternal permanent environmental effects were modelled by random regressions on Legendre polynomials of age at recording. Changes in direct permanent environmental effect variances were modelled by a polynomial variance function, together with a parametric correlation function to account for correlations between ages. Stationary and nonstationary models were used to model within-animal correlations between different ages. Residual variances were considered homogeneous or heterogeneous, with changes modelled by a step or polynomial function of age at recording. Based on Bayesian information criterion, a model with a cubic variance function combined with a nonstationary correlation function for permanent environmental effects, with 49 parameters to be estimated, fitted best. Modelling within-animal correlations through a parametric correlation structure can describe the variation pattern adequately. Moreover, the number of parameters to be estimated can be decreased substantially compared to a model fitting random regression on Legendre polynomial of age. © 2004 Elsevier B.V. All rights reserved.

Covariance for electromagnetic current for two bosons at higher order in the light front

We show that the electromagnetic current for a system composed by two charged bosons has a structure of many bodies even in the impulse approximation, when described in the time x +. In terms of the two body component for the bound state, the current contains two body operators. We discuss the process of pair creation by the photon and interpret it as a zero mode contribution to the current and its consequences for the components of currents in the light front. © 2010 American Institute of Physics.