Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts.
Autor(a) principal: | |
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Data de Publicação: | 2016 |
Outros Autores: | , , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional da UFOP |
Texto Completo: | http://www.repositorio.ufop.br/handle/123456789/7177 http://link.springer.com/article/10.1007/s00170-015-7822-7 https://doi.org/10.1007/s00170-015-7822-7 |
Resumo: | In practical applications of multivariate sliding window (SW) control charts, a considerable amount of difficulty lies in selecting parameters related to the window size and to the disposal of past observations. Although widely used for pattern recognition problems, to the best of the authors’ knowledge, there have been no comparative analyses of the efficiencies of multivariate SW schemes and more traditional and easy-to-apply control charts, such as Hotelling’s T 2 and the multivariate exponentially weighted moving average (MEWMA) control charts. The present work applies a transformed statistic called confidence control chart (CCC), which standardizes all the control charts in the 0–1 interval to improve visualization, and comparisons are made in terms of the average run length (ARL). Therefore, the purpose of this paper is to present a simulation study to compare the inertial effect of estimating the actual mean vector through the SW and the MEWMA schemes. Three types of SW schemes were tested, including uniform, linear, and exponential weights. In addition to providing equivalences between the smoothing parameter of the MEWMA method and the window sizes for the bivariate case, the results show that multivariate SW schemes suffer from the inertial effect more than MEWMA charts. In this sense, the user is encouraged to apply both control charts to avoid detection delay. |
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Moraes, D. A. O.Oliveira, Fernando Luiz Pereira deDuczmal, Luiz HenriqueCruz, Frederico Rodrigues Borges da2017-02-01T13:01:04Z2017-02-01T13:01:04Z2016MORAES, D. A. O. et al. Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. International Journal, Advanced Manufacturing Technology, v. 84, n. 5, p. 1457-1470, maio 2016. Disponível em: <http://link.springer.com/article/10.1007/s00170-015-7822-7>. Acesso em: 23 jan. 2017.1433-3015http://www.repositorio.ufop.br/handle/123456789/7177http://link.springer.com/article/10.1007/s00170-015-7822-7https://doi.org/10.1007/s00170-015-7822-7In practical applications of multivariate sliding window (SW) control charts, a considerable amount of difficulty lies in selecting parameters related to the window size and to the disposal of past observations. Although widely used for pattern recognition problems, to the best of the authors’ knowledge, there have been no comparative analyses of the efficiencies of multivariate SW schemes and more traditional and easy-to-apply control charts, such as Hotelling’s T 2 and the multivariate exponentially weighted moving average (MEWMA) control charts. The present work applies a transformed statistic called confidence control chart (CCC), which standardizes all the control charts in the 0–1 interval to improve visualization, and comparisons are made in terms of the average run length (ARL). Therefore, the purpose of this paper is to present a simulation study to compare the inertial effect of estimating the actual mean vector through the SW and the MEWMA schemes. Three types of SW schemes were tested, including uniform, linear, and exponential weights. In addition to providing equivalences between the smoothing parameter of the MEWMA method and the window sizes for the bivariate case, the results show that multivariate SW schemes suffer from the inertial effect more than MEWMA charts. In this sense, the user is encouraged to apply both control charts to avoid detection delay.Process controlMean vectorsSimulationAverage run lengthComparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts.info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleinfo:eu-repo/semantics/openAccessengreponame:Repositório Institucional da UFOPinstname:Universidade Federal de Ouro Preto (UFOP)instacron:UFOPLICENSElicense.txtlicense.txttext/plain; charset=utf-8924http://www.repositorio.ufop.br/bitstream/123456789/7177/2/license.txt62604f8d955274beb56c80ce1ee5dcaeMD52ORIGINALARTIGO_ComparingInertialEffect.pdfARTIGO_ComparingInertialEffect.pdfapplication/pdf2596509http://www.repositorio.ufop.br/bitstream/123456789/7177/1/ARTIGO_ComparingInertialEffect.pdfee36b5a5744be461a63822c2a7f2fcd8MD51123456789/71772019-10-21 10:41:26.992oai:localhost: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ório InstitucionalPUBhttp://www.repositorio.ufop.br/oai/requestrepositorio@ufop.edu.bropendoar:32332019-10-21T14:41:26Repositório Institucional da UFOP - Universidade Federal de Ouro Preto (UFOP)false |
dc.title.pt_BR.fl_str_mv |
Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. |
title |
Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. |
spellingShingle |
Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. Moraes, D. A. O. Process control Mean vectors Simulation Average run length |
title_short |
Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. |
title_full |
Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. |
title_fullStr |
Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. |
title_full_unstemmed |
Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. |
title_sort |
Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. |
author |
Moraes, D. A. O. |
author_facet |
Moraes, D. A. O. Oliveira, Fernando Luiz Pereira de Duczmal, Luiz Henrique Cruz, Frederico Rodrigues Borges da |
author_role |
author |
author2 |
Oliveira, Fernando Luiz Pereira de Duczmal, Luiz Henrique Cruz, Frederico Rodrigues Borges da |
author2_role |
author author author |
dc.contributor.author.fl_str_mv |
Moraes, D. A. O. Oliveira, Fernando Luiz Pereira de Duczmal, Luiz Henrique Cruz, Frederico Rodrigues Borges da |
dc.subject.por.fl_str_mv |
Process control Mean vectors Simulation Average run length |
topic |
Process control Mean vectors Simulation Average run length |
description |
In practical applications of multivariate sliding window (SW) control charts, a considerable amount of difficulty lies in selecting parameters related to the window size and to the disposal of past observations. Although widely used for pattern recognition problems, to the best of the authors’ knowledge, there have been no comparative analyses of the efficiencies of multivariate SW schemes and more traditional and easy-to-apply control charts, such as Hotelling’s T 2 and the multivariate exponentially weighted moving average (MEWMA) control charts. The present work applies a transformed statistic called confidence control chart (CCC), which standardizes all the control charts in the 0–1 interval to improve visualization, and comparisons are made in terms of the average run length (ARL). Therefore, the purpose of this paper is to present a simulation study to compare the inertial effect of estimating the actual mean vector through the SW and the MEWMA schemes. Three types of SW schemes were tested, including uniform, linear, and exponential weights. In addition to providing equivalences between the smoothing parameter of the MEWMA method and the window sizes for the bivariate case, the results show that multivariate SW schemes suffer from the inertial effect more than MEWMA charts. In this sense, the user is encouraged to apply both control charts to avoid detection delay. |
publishDate |
2016 |
dc.date.issued.fl_str_mv |
2016 |
dc.date.accessioned.fl_str_mv |
2017-02-01T13:01:04Z |
dc.date.available.fl_str_mv |
2017-02-01T13:01:04Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
MORAES, D. A. O. et al. Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. International Journal, Advanced Manufacturing Technology, v. 84, n. 5, p. 1457-1470, maio 2016. Disponível em: <http://link.springer.com/article/10.1007/s00170-015-7822-7>. Acesso em: 23 jan. 2017. |
dc.identifier.uri.fl_str_mv |
http://www.repositorio.ufop.br/handle/123456789/7177 |
dc.identifier.issn.none.fl_str_mv |
1433-3015 |
dc.identifier.uri2.pt_BR.fl_str_mv |
http://link.springer.com/article/10.1007/s00170-015-7822-7 |
dc.identifier.doi.none.fl_str_mv |
https://doi.org/10.1007/s00170-015-7822-7 |
identifier_str_mv |
MORAES, D. A. O. et al. Comparing the inertial effect of MEWMA and multivariate sliding window schemes with confidence control charts. International Journal, Advanced Manufacturing Technology, v. 84, n. 5, p. 1457-1470, maio 2016. Disponível em: <http://link.springer.com/article/10.1007/s00170-015-7822-7>. Acesso em: 23 jan. 2017. 1433-3015 |
url |
http://www.repositorio.ufop.br/handle/123456789/7177 http://link.springer.com/article/10.1007/s00170-015-7822-7 https://doi.org/10.1007/s00170-015-7822-7 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
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info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional da UFOP instname:Universidade Federal de Ouro Preto (UFOP) instacron:UFOP |
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