The effect of the autocorrelation on the performance of the T<sup>2</sup> chart
Autor(a) principal: | |
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Data de Publicação: | 2015 |
Outros Autores: | , |
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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Repositório Institucional da UNESP |
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2946 |
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:29462024-08-05T15:57:29.302560Repositório 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_ |
1808128586669883392 |