Self-oriented control charts for efficient monitoring of mean vectors.

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dc.contributor.authorMoraes, D. A. O.
dc.contributor.authorOliveira, Fernando Luiz Pereira de
dc.contributor.authorQuinino, Roberto da Costa
dc.contributor.authorDuczmal, Luiz Henrique
dc.date.accessioned2015-04-14T17:50:06Z
dc.date.available2015-04-14T17:50:06Z
dc.date.issued2014
dc.description.abstractThis 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.pt_BR
dc.identifier.citationMORAES, 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.pt_BR
dc.identifier.doihttps://doi.org/10.1016/j.cie.2014.06.008
dc.identifier.issn0360-8352
dc.identifier.urihttp://www.repositorio.ufop.br/handle/123456789/5065
dc.language.isoen_USpt_BR
dc.rights.licenseO periódico Computers & Industrial Engineering concede permissão para depósito do artigo no Repositório Institucional da UFOP. Número da licença: 3603161479581.pt_BR
dc.subjectQuality controlpt_BR
dc.subjectMultivariate statisticspt_BR
dc.subjectMean vectorspt_BR
dc.subjectSimulationpt_BR
dc.subjectAverage run lenghtpt_BR
dc.titleSelf-oriented control charts for efficient monitoring of mean vectors.pt_BR
dc.typeArtigo publicado em periodicopt_BR
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