Self-oriented control charts for efficient monitoring of mean vectors.
Autor(a) principal: | |
---|---|
Data de Publicação: | 2014 |
Outros Autores: | , , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional da UFOP |
Texto Completo: | http://www.repositorio.ufop.br/handle/123456789/5065 https://doi.org/10.1016/j.cie.2014.06.008 |
Resumo: | 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. |
id |
UFOP_78f62ff56d8c347ea4f7f3b39c027df2 |
---|---|
oai_identifier_str |
oai:localhost:123456789/5065 |
network_acronym_str |
UFOP |
network_name_str |
Repositório Institucional da UFOP |
repository_id_str |
3233 |
spelling |
Moraes, D. A. O.Oliveira, Fernando Luiz Pereira deQuinino, Roberto da CostaDuczmal, Luiz Henrique2015-04-14T17:50:06Z2015-04-14T17:50:06Z2014MORAES, 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. 2014.0360-8352http://www.repositorio.ufop.br/handle/123456789/5065https://doi.org/10.1016/j.cie.2014.06.008This 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.Quality controlMultivariate statisticsMean vectorsSimulationAverage run lenghtSelf-oriented control charts for efficient monitoring of mean vectors.info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleO periódico Computers & Industrial Engineering concede permissão para depósito do artigo no Repositório Institucional da UFOP. Número da licença: 3603161479581.info:eu-repo/semantics/openAccessengreponame:Repositório Institucional da UFOPinstname:Universidade Federal de Ouro Preto (UFOP)instacron:UFOPLICENSElicense.txtlicense.txttext/plain; charset=utf-82636http://www.repositorio.ufop.br/bitstream/123456789/5065/2/license.txtc2ffdd99e58acf69202dff00d361f23aMD52ORIGINALARTIGO_Self-orientedControlCharts.pdfARTIGO_Self-orientedControlCharts.pdfapplication/pdf810437http://www.repositorio.ufop.br/bitstream/123456789/5065/1/ARTIGO_Self-orientedControlCharts.pdf5c8248483e621a59b7b99a260d797ebbMD51123456789/50652019-07-10 10:50:10.548oai:localhost:123456789/5065PGh0bWw+Cjxib2R5Pgo8ZGl2IGFsaWduPSJqdXN0aWZ5Ij48c3Ryb25nPkxpY2VuJmNjZWRpbDthIGRvIFJlcG9zaXQmb2FjdXRlO3JpbyBJbnN0aXR1Y2lvbmFsIGRhIFVuaXZlcnNpZGFkZSBGZWRlcmFsIGRlIE91cm8gUHJldG88L3N0cm9uZz4KICA8YnI+CiAgPGJyPgogIEFvIGNvbmNvcmRhciBjb20gZXN0YSBsaWNlbiZjY2VkaWw7YSwgdm9jJmVjaXJjOyhzKSBhdXRvcihlcykgb3UgdGl0dWxhcihlcykgZG9zIGRpcmVpdG9zIGF1dG9yYWlzIGRhIG9icmEgYXF1aSBkZXNjcml0YSBjb25jZWRlKG0pICZhZ3JhdmU7CiAgPGJyPgogIFVuaXZlcnNpZGFkZSBGZWRlcmFsIGRlIE91cm8gUHJldG8gKFVGT1ApIGdlc3RvcmEgZG8gUmVwb3NpdCZvYWN1dGU7cmlvIEluc3RpdHVjaW9uYWwgZGEgVW5pdmVyc2lkYWRlIEZlZGVyYWwgZGUgT3VybyBQcmV0bwogIDxicj4KICAoUkktVUZPUCksIG8gZGlyZWl0byBuJmF0aWxkZTtvLWV4Y2x1c2l2byBkZSByZXByb2R1emlyLCBjb252ZXJ0ZXIgKGNvbW8gZGVmaW5pZG8gYWJhaXhvKSBlL291IGRpc3RyaWJ1aXIgbyBkb2N1bWVudG8gZGVwb3NpdGFkbwogIDxicj4KICBlbSBmb3JtYXRvIGltcHJlc3NvLCBlbGV0ciZvY2lyYztuaWNvIG91IGVtIHF1YWxxdWVyIG91dHJvIG1laW8uCiAgPGJyPgogIDxicj4KICBWb2MmZWNpcmM7KHMpIGNvbmNvcmRhKG0pIHF1ZSBhIFVGT1AsIGdlc3RvcmEgZG8gUkktVUZPUCwgcG9kZSwgc2VtIGFsdGVyYXIgbyBjb250ZSZ1YWN1dGU7ZG8sIGNvbnZlcnRlciBvIGFycXVpdm8gZGVwb3NpdGFkbyBhCiAgPGJyPgogIHF1YWxxdWVyIG1laW8gb3UgZm9ybWF0byBjb20gZmlucyBkZSBwcmVzZXJ2YSZjY2VkaWw7JmF0aWxkZTtvLiBWb2MmZWNpcmM7KHMpIHRhbWImZWFjdXRlO20gY29uY29yZGEobSkgcXVlIGEgVUZPUCwgZ2VzdG9yYSBkbyBSSS1VRk9QLCBwb2RlCiAgPGJyPgogIG1hbnRlciBtYWlzIGRlIHVtYSBjJm9hY3V0ZTtwaWEgZGVzdGUgZGVwJm9hY3V0ZTtzaXRvIHBhcmEgZmlucyBkZSBzZWd1cmFuJmNjZWRpbDthLCA8ZW0+YmFjay11cDwvZW0+IGUvb3UgcHJlc2VydmEmY2NlZGlsOyZhdGlsZGU7by4KICA8YnI+CiAgPGJyPgogIFZvYyZlY2lyYzsocykgZGVjbGFyYShtKSBxdWUgYSBhcHJlc2VudGEmY2NlZGlsOyZhdGlsZGU7byBkbyBzZXUgdHJhYmFsaG8gJmVhY3V0ZTsgb3JpZ2luYWwgZSBxdWUgdm9jJmVjaXJjOyhzKSBwb2RlKG0pIGNvbmNlZGVyIG9zIGRpcmVpdG9zIGNvbnRpZG9zCiAgPGJyPgogIG5lc3RhIGxpY2VuJmNjZWRpbDthLiBWb2MmZWNpcmM7KHMpIHRhbWImZWFjdXRlO20gZGVjbGFyYShtKSBxdWUgbyBlbnZpbyAmZWFjdXRlOyBkZSBzZXUgY29uaGVjaW1lbnRvIGUgbiZhdGlsZGU7byBpbmZyaW5nZSBvcyBkaXJlaXRvcyBhdXRvcmFpcyBkZSBvdXRyYQogIDxicj4KICBwZXNzb2Egb3UgaW5zdGl0dWkmY2NlZGlsOyZhdGlsZGU7by4gQ2FzbyBvIGRvY3VtZW50byBhIHNlciBkZXBvc2l0YWRvIGNvbnRlbmhhIG1hdGVyaWFsIHBhcmEgbyBxdWFsIHZvYyZlY2lyYzsocykgbiZhdGlsZGU7byBkZXQmZWFjdXRlO20gYSB0aXR1bGFyaWRhZGUKICA8YnI+CiAgZG9zIGRpcmVpdG9zIGF1dG9yYWlzLCB2b2MmZWNpcmM7KHMpIGRlY2xhcmEobSkgcXVlIG9idGV2ZSBhIHBlcm1pc3MmYXRpbGRlO28gaXJyZXN0cml0YSBkbyB0aXR1bGFyIGRvcyBkaXJlaXRvcyBhdXRvcmFpcyBkZSBjb25jZWRlciAmYWdyYXZlOwogIDxicj4KICBVRk9QLCBnZXN0b3JhIGRvIFJJLVVGT1Agb3MgZGlyZWl0b3MgcmVxdWVyaWRvcyBwb3IgZXN0YSBsaWNlbiZjY2VkaWw7YSBlIHF1ZSBvcyBtYXRlcmlhaXMgZGUgcHJvcHJpZWRhZGUgZGUgdGVyY2Vpcm9zLCBlc3QmYXRpbGRlO28KICA8YnI+CiAgZGV2aWRhbWVudGUgaWRlbnRpZmljYWRvcyBlIHJlY29uaGVjaWRvcyBubyB0ZXh0byBvdSBjb250ZSZ1YWN1dGU7ZG8gZGEgYXByZXNlbnRhJmNjZWRpbDsmYXRpbGRlO28uCiAgPGJyPgogIDxicj4KICBDQVNPIE8gVFJBQkFMSE8gREVQT1NJVEFETyBURU5IQSBTSURPIEZJTkFOQ0lBRE8gT1UgQVBPSUFETyBQT1IgVU0gJk9hY3V0ZTtSRyZBdGlsZGU7TywgUVVFIE4mQXRpbGRlO08gQSBJTlNUSVRVSSZDY2VkaWw7JkF0aWxkZTtPIERFU1RFCiAgPGJyPgogIFJFU1BPU0lUJk9hY3V0ZTtSSU86IFZPQyZFY2lyYzsgREVDTEFSQSBURVIgQ1VNUFJJRE8gVE9ET1MgT1MgRElSRUlUT1MgREUgUkVWSVMmQXRpbGRlO08gRSBRVUFJU1FVRVIgT1VUUkFTIE9CUklHQSZDY2VkaWw7Jk90aWxkZTtFUwogIDxicj4KICBSRVFVRVJJREFTIFBFTE8gQ09OVFJBVE8gT1UgQUNPUkRPLiAKICA8YnI+CiAgPGJyPgogIE8gcmVwb3NpdCZvYWN1dGU7cmlvIGlkZW50aWZpY2FyJmFhY3V0ZTsgY2xhcmFtZW50ZSBvIHNldShzKSBub21lKHMpIGNvbW8gYXV0b3IoZXMpIG91IHRpdHVsYXIoZXMpIGRvIGRpcmVpdG8gZGUgYXV0b3IoZXMpIGRvIGRvY3VtZW50bwogIDxicj4KICBzdWJtZXRpZG8gZSBkZWNsYXJhIHF1ZSBuJmF0aWxkZTtvIGZhciZhYWN1dGU7IHF1YWxxdWVyIGFsdGVyYSZjY2VkaWw7JmF0aWxkZTtvIGFsJmVhY3V0ZTttIGRhcyBwZXJtaXRpZGFzIHBvciBlc3RhIGxpY2VuJmNjZWRpbDthLjwvcD4KPC9kaXY+CjwvYm9keT4KPC9odG1sPgo=Repositório InstitucionalPUBhttp://www.repositorio.ufop.br/oai/requestrepositorio@ufop.edu.bropendoar:32332019-07-10T14:50:10Repositório Institucional da UFOP - Universidade Federal de Ouro Preto (UFOP)false |
dc.title.pt_BR.fl_str_mv |
Self-oriented control charts for efficient monitoring of mean vectors. |
title |
Self-oriented control charts for efficient monitoring of mean vectors. |
spellingShingle |
Self-oriented control charts for efficient monitoring of mean vectors. Moraes, D. A. O. Quality control Multivariate statistics Mean vectors Simulation Average run lenght |
title_short |
Self-oriented control charts for efficient monitoring of mean vectors. |
title_full |
Self-oriented control charts for efficient monitoring of mean vectors. |
title_fullStr |
Self-oriented control charts for efficient monitoring of mean vectors. |
title_full_unstemmed |
Self-oriented control charts for efficient monitoring of mean vectors. |
title_sort |
Self-oriented control charts for efficient monitoring of mean vectors. |
author |
Moraes, D. A. O. |
author_facet |
Moraes, D. A. O. Oliveira, Fernando Luiz Pereira de Quinino, Roberto da Costa Duczmal, Luiz Henrique |
author_role |
author |
author2 |
Oliveira, Fernando Luiz Pereira de Quinino, Roberto da Costa Duczmal, Luiz Henrique |
author2_role |
author author author |
dc.contributor.author.fl_str_mv |
Moraes, D. A. O. Oliveira, Fernando Luiz Pereira de Quinino, Roberto da Costa Duczmal, Luiz Henrique |
dc.subject.por.fl_str_mv |
Quality control Multivariate statistics Mean vectors Simulation Average run lenght |
topic |
Quality control Multivariate statistics Mean vectors Simulation Average run lenght |
description |
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. |
publishDate |
2014 |
dc.date.issued.fl_str_mv |
2014 |
dc.date.accessioned.fl_str_mv |
2015-04-14T17:50:06Z |
dc.date.available.fl_str_mv |
2015-04-14T17:50:06Z |
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. 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. |
dc.identifier.uri.fl_str_mv |
http://www.repositorio.ufop.br/handle/123456789/5065 |
dc.identifier.issn.none.fl_str_mv |
0360-8352 |
dc.identifier.doi.none.fl_str_mv |
https://doi.org/10.1016/j.cie.2014.06.008 |
identifier_str_mv |
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. 0360-8352 |
url |
http://www.repositorio.ufop.br/handle/123456789/5065 https://doi.org/10.1016/j.cie.2014.06.008 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
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 |
instname_str |
Universidade Federal de Ouro Preto (UFOP) |
instacron_str |
UFOP |
institution |
UFOP |
reponame_str |
Repositório Institucional da UFOP |
collection |
Repositório Institucional da UFOP |
bitstream.url.fl_str_mv |
http://www.repositorio.ufop.br/bitstream/123456789/5065/2/license.txt http://www.repositorio.ufop.br/bitstream/123456789/5065/1/ARTIGO_Self-orientedControlCharts.pdf |
bitstream.checksum.fl_str_mv |
c2ffdd99e58acf69202dff00d361f23a 5c8248483e621a59b7b99a260d797ebb |
bitstream.checksumAlgorithm.fl_str_mv |
MD5 MD5 |
repository.name.fl_str_mv |
Repositório Institucional da UFOP - Universidade Federal de Ouro Preto (UFOP) |
repository.mail.fl_str_mv |
repositorio@ufop.edu.br |
_version_ |
1801685705901998080 |