The effect of the autocorrelation on the performance of the T<sup>2</sup> chart

Detalhes bibliográficos
Autor(a) principal: Leoni, Roberto Campos [UNESP]
Data de Publicação: 2015
Outros Autores: Costa, Antonio Fernando Branco [UNESP], Machado, Marcela Aparecida Guerreiro [UNESP]
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UNESP
Texto Completo: http://dx.doi.org/10.1016/j.ejor.2015.05.077
http://hdl.handle.net/11449/177409
Resumo: In this article, we consider the T<sup>2</sup> control chart for bivariate samples of size n with observations that are not only cross-correlated but also autocorrelated. The cross covariance matrix of the sample mean vectors is derived with the assumption that the observations are described by a multivariate first order autoregressive model - VAR (1). The combined effect of the correlation and autocorrelation on the performance of the T<sup>2</sup> chart is also investigated. Earlier studies proved that changes in only one variable are detected faster when the variables are correlated. This result extends to the case that one or both variables are also autocorrelated.
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spelling The effect of the autocorrelation on the performance of the T<sup>2</sup> chartHotelling T<sup>2</sup> chartQuality controlStatistical process controlVAR (1) modelIn this article, we consider the T<sup>2</sup> control chart for bivariate samples of size n with observations that are not only cross-correlated but also autocorrelated. The cross covariance matrix of the sample mean vectors is derived with the assumption that the observations are described by a multivariate first order autoregressive model - VAR (1). The combined effect of the correlation and autocorrelation on the performance of the T<sup>2</sup> chart is also investigated. Earlier studies proved that changes in only one variable are detected faster when the variables are correlated. This result extends to the case that one or both variables are also autocorrelated.Production Department, São Paulo State University (UNESP)Production Department, São Paulo State University (UNESP)Universidade Estadual Paulista (Unesp)Leoni, Roberto Campos [UNESP]Costa, Antonio Fernando Branco [UNESP]Machado, Marcela Aparecida Guerreiro [UNESP]2018-12-11T17:25:17Z2018-12-11T17:25:17Z2015-01-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article155-165application/pdfhttp://dx.doi.org/10.1016/j.ejor.2015.05.077European Journal of Operational Research, v. 247, n. 1, p. 155-165, 2015.0377-2217http://hdl.handle.net/11449/17740910.1016/j.ejor.2015.05.0772-s2.0-849375269562-s2.0-84937526956.pdfScopusreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPengEuropean Journal of Operational Research2,437info:eu-repo/semantics/openAccess2024-07-02T17:37:05Zoai:repositorio.unesp.br:11449/177409Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462024-07-02T17:37:05Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false
dc.title.none.fl_str_mv The effect of the autocorrelation on the performance of the T<sup>2</sup> chart
title The effect of the autocorrelation on the performance of the T<sup>2</sup> chart
spellingShingle The effect of the autocorrelation on the performance of the T<sup>2</sup> chart
Leoni, Roberto Campos [UNESP]
Hotelling T<sup>2</sup> chart
Quality control
Statistical process control
VAR (1) model
title_short The effect of the autocorrelation on the performance of the T<sup>2</sup> chart
title_full The effect of the autocorrelation on the performance of the T<sup>2</sup> chart
title_fullStr The effect of the autocorrelation on the performance of the T<sup>2</sup> chart
title_full_unstemmed The effect of the autocorrelation on the performance of the T<sup>2</sup> chart
title_sort The effect of the autocorrelation on the performance of the T<sup>2</sup> chart
author Leoni, Roberto Campos [UNESP]
author_facet Leoni, Roberto Campos [UNESP]
Costa, Antonio Fernando Branco [UNESP]
Machado, Marcela Aparecida Guerreiro [UNESP]
author_role author
author2 Costa, Antonio Fernando Branco [UNESP]
Machado, Marcela Aparecida Guerreiro [UNESP]
author2_role author
author
dc.contributor.none.fl_str_mv Universidade Estadual Paulista (Unesp)
dc.contributor.author.fl_str_mv Leoni, Roberto Campos [UNESP]
Costa, Antonio Fernando Branco [UNESP]
Machado, Marcela Aparecida Guerreiro [UNESP]
dc.subject.por.fl_str_mv Hotelling T<sup>2</sup> chart
Quality control
Statistical process control
VAR (1) model
topic Hotelling T<sup>2</sup> chart
Quality control
Statistical process control
VAR (1) model
description In this article, we consider the T<sup>2</sup> control chart for bivariate samples of size n with observations that are not only cross-correlated but also autocorrelated. The cross covariance matrix of the sample mean vectors is derived with the assumption that the observations are described by a multivariate first order autoregressive model - VAR (1). The combined effect of the correlation and autocorrelation on the performance of the T<sup>2</sup> chart is also investigated. Earlier studies proved that changes in only one variable are detected faster when the variables are correlated. This result extends to the case that one or both variables are also autocorrelated.
publishDate 2015
dc.date.none.fl_str_mv 2015-01-01
2018-12-11T17:25:17Z
2018-12-11T17:25:17Z
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/10.1016/j.ejor.2015.05.077
European Journal of Operational Research, v. 247, n. 1, p. 155-165, 2015.
0377-2217
http://hdl.handle.net/11449/177409
10.1016/j.ejor.2015.05.077
2-s2.0-84937526956
2-s2.0-84937526956.pdf
url http://dx.doi.org/10.1016/j.ejor.2015.05.077
http://hdl.handle.net/11449/177409
identifier_str_mv European Journal of Operational Research, v. 247, n. 1, p. 155-165, 2015.
0377-2217
10.1016/j.ejor.2015.05.077
2-s2.0-84937526956
2-s2.0-84937526956.pdf
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv European Journal of Operational Research
2,437
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 155-165
application/pdf
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_ 1803649521776852992

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