Monitoring the covariance matrix of bivariate processes with the DVMAX control charts

Detalhes bibliográficos
Autor(a) principal: Machado, Marcela A. G. [UNESP]
Data de Publicação: 2022
Outros Autores: Lee Ho, Linda, Quinino, Roberto C., Celano, Giovanni
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.
id UNSP_090b5d337dd165df8313539a063cbeae
oai_identifier_str oai:repositorio.unesp.br:11449/222596
network_acronym_str UNSP
network_name_str Repositório Institucional da UNESP
repository_id_str 2946
spelling 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