Monitoring the covariance matrix of bivariate processes with the DVMAX control charts
Autor(a) principal: | |
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Data de Publicação: | 2022 |
Outros Autores: | , , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional da UNESP |
Texto Completo: | http://dx.doi.org/10.1002/asmb.2651 http://hdl.handle.net/11449/222596 |
Resumo: | Two versions of Phase II attribute+variable (DVMAX) control charts are investigated for monitoring the covariance matrix (Formula presented.) of bivariate processes. Monitoring always starts with an attribute chart employing the Max D control chart and, depending on the outcome, a variable control chart named VMAX chart is run at a second stage to check for process stability. In the first version, denoted as the (Formula presented.) chart, two independent samples are used at the two stages of the same inspection; with the second version, denoted as the (Formula presented.) chart, the same sample is used at both the first and second stage of the same inspection. This approach, based on the implementation of two types of charts, can be designed to be more advantageous than a single variable control chart in terms of detection speed of a shift in the covariance matrix. In general, we conclude that the (Formula presented.) control charts not only shows the best statistical performance but also presents a lower average sampling cost. A numerical example illustrates the implementation of the proposed control charts. |
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Repositório Institucional da UNESP |
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Monitoring the covariance matrix of bivariate processes with the DVMAX control chartsaverage run lengthMax D chartsimulationtruncated normal distributionVMAX chartTwo versions of Phase II attribute+variable (DVMAX) control charts are investigated for monitoring the covariance matrix (Formula presented.) of bivariate processes. Monitoring always starts with an attribute chart employing the Max D control chart and, depending on the outcome, a variable control chart named VMAX chart is run at a second stage to check for process stability. In the first version, denoted as the (Formula presented.) chart, two independent samples are used at the two stages of the same inspection; with the second version, denoted as the (Formula presented.) chart, the same sample is used at both the first and second stage of the same inspection. This approach, based on the implementation of two types of charts, can be designed to be more advantageous than a single variable control chart in terms of detection speed of a shift in the covariance matrix. In general, we conclude that the (Formula presented.) control charts not only shows the best statistical performance but also presents a lower average sampling cost. A numerical example illustrates the implementation of the proposed control charts.Department of Production Engineering UNESPDepartment of Production Engineering Universidade de São PauloDepartment of Statistics Universidade Federal de Minas GeraisDepartment of Civil Engineering and Architecture Universitá di CataniaDepartment of Production Engineering UNESPUniversidade Estadual Paulista (UNESP)Universidade de São Paulo (USP)Universidade Federal de Minas Gerais (UFMG)Universitá di CataniaMachado, Marcela A. G. [UNESP]Lee Ho, LindaQuinino, Roberto C.Celano, Giovanni2022-04-28T19:45:33Z2022-04-28T19:45:33Z2022-01-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article116-132http://dx.doi.org/10.1002/asmb.2651Applied Stochastic Models in Business and Industry, v. 38, n. 1, p. 116-132, 2022.1526-40251524-1904http://hdl.handle.net/11449/22259610.1002/asmb.26512-s2.0-85116730574Scopusreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPengApplied Stochastic Models in Business and Industryinfo:eu-repo/semantics/openAccess2022-04-28T19:45:33Zoai:repositorio.unesp.br:11449/222596Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462024-08-05T20:43:49.785833Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false |
dc.title.none.fl_str_mv |
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts |
title |
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts |
spellingShingle |
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts Machado, Marcela A. G. [UNESP] average run length Max D chart simulation truncated normal distribution VMAX chart |
title_short |
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts |
title_full |
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts |
title_fullStr |
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts |
title_full_unstemmed |
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts |
title_sort |
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts |
author |
Machado, Marcela A. G. [UNESP] |
author_facet |
Machado, Marcela A. G. [UNESP] Lee Ho, Linda Quinino, Roberto C. Celano, Giovanni |
author_role |
author |
author2 |
Lee Ho, Linda Quinino, Roberto C. Celano, Giovanni |
author2_role |
author author author |
dc.contributor.none.fl_str_mv |
Universidade Estadual Paulista (UNESP) Universidade de São Paulo (USP) Universidade Federal de Minas Gerais (UFMG) Universitá di Catania |
dc.contributor.author.fl_str_mv |
Machado, Marcela A. G. [UNESP] Lee Ho, Linda Quinino, Roberto C. Celano, Giovanni |
dc.subject.por.fl_str_mv |
average run length Max D chart simulation truncated normal distribution VMAX chart |
topic |
average run length Max D chart simulation truncated normal distribution VMAX chart |
description |
Two versions of Phase II attribute+variable (DVMAX) control charts are investigated for monitoring the covariance matrix (Formula presented.) of bivariate processes. Monitoring always starts with an attribute chart employing the Max D control chart and, depending on the outcome, a variable control chart named VMAX chart is run at a second stage to check for process stability. In the first version, denoted as the (Formula presented.) chart, two independent samples are used at the two stages of the same inspection; with the second version, denoted as the (Formula presented.) chart, the same sample is used at both the first and second stage of the same inspection. This approach, based on the implementation of two types of charts, can be designed to be more advantageous than a single variable control chart in terms of detection speed of a shift in the covariance matrix. In general, we conclude that the (Formula presented.) control charts not only shows the best statistical performance but also presents a lower average sampling cost. A numerical example illustrates the implementation of the proposed control charts. |
publishDate |
2022 |
dc.date.none.fl_str_mv |
2022-04-28T19:45:33Z 2022-04-28T19:45:33Z 2022-01-01 |
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.uri.fl_str_mv |
http://dx.doi.org/10.1002/asmb.2651 Applied Stochastic Models in Business and Industry, v. 38, n. 1, p. 116-132, 2022. 1526-4025 1524-1904 http://hdl.handle.net/11449/222596 10.1002/asmb.2651 2-s2.0-85116730574 |
url |
http://dx.doi.org/10.1002/asmb.2651 http://hdl.handle.net/11449/222596 |
identifier_str_mv |
Applied Stochastic Models in Business and Industry, v. 38, n. 1, p. 116-132, 2022. 1526-4025 1524-1904 10.1002/asmb.2651 2-s2.0-85116730574 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
Applied Stochastic Models in Business and Industry |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
116-132 |
dc.source.none.fl_str_mv |
Scopus reponame:Repositório Institucional da UNESP instname:Universidade Estadual Paulista (UNESP) instacron:UNESP |
instname_str |
Universidade Estadual Paulista (UNESP) |
instacron_str |
UNESP |
institution |
UNESP |
reponame_str |
Repositório Institucional da UNESP |
collection |
Repositório Institucional da UNESP |
repository.name.fl_str_mv |
Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP) |
repository.mail.fl_str_mv |
|
_version_ |
1808129239324557312 |