DESIGNING A MODEL FREE CONTROL CHART FOR MULTIVARIATE AUTO-CORRELATED PROCESSES

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MOROVATDAR R.; AKHAVAN NIAKI S.T.

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Paper Information

Journal: INDUSTRIAL ENGINEERING & MANAGEMENT SHARIF (SHARIF: ENGINEERING) Year:2009 | Volume:25 | Issue:49 Page(s): 57-64

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Information Journal Paper

Title

DESIGNING A MODEL FREE CONTROL CHART FOR MULTIVARIATE AUTO-CORRELATED PROCESSES

Author(s)

MOROVATDAR R. | AKHAVAN NIAKI S.T. | Issue Writer Certificate

Keywords

QUALITY CONTROLQ2

MULTIVARIATE PROCESSESQ3

AUTO-CORRELATIONQ3

MODEL-FREE CONTROL CHARTSQ3

Abstract

In order to monitor univariate auto-correlated processes, many kinds of control charts have been proposed in the literature. However, for multivariate auto-correlated processes, despite of their many applications, control charts have been seldom proposed. In this article, based on a method to reduce AUTO-CORRELATION in the observed data, a control chart, called Multivariate Grouped Batch Means (MGBM), is proposed to monitor the mean vector of multivariate auto-correlated processes. The parameters of this chart, which is a model-free chart that does not rely on the modeling structure of the data at hand, are optimized based upon a vector auto-regressive of order-one process. Moreover, the performance of the proposed control chart in terms of in-control and out of- control average run lengths are investigated by a simulation study of a 2-variate process. The result of the simulation study is encouraging.

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APA: Copy

MOROVATDAR, R., & AKHAVAN NIAKI, S.T.. (2009). DESIGNING A MODEL FREE CONTROL CHART FOR MULTIVARIATE AUTO-CORRELATED PROCESSES. INDUSTRIAL ENGINEERING & MANAGEMENT SHARIF (SHARIF: ENGINEERING), 25(49), 57-64. SID. https://sid.ir/paper/107583/en

Vancouver: Copy

MOROVATDAR R., AKHAVAN NIAKI S.T.. DESIGNING A MODEL FREE CONTROL CHART FOR MULTIVARIATE AUTO-CORRELATED PROCESSES. INDUSTRIAL ENGINEERING & MANAGEMENT SHARIF (SHARIF: ENGINEERING)[Internet]. 2009;25(49):57-64. Available from: https://sid.ir/paper/107583/en

IEEE: Copy

R. MOROVATDAR, and S.T. AKHAVAN NIAKI, “DESIGNING A MODEL FREE CONTROL CHART FOR MULTIVARIATE AUTO-CORRELATED PROCESSES,” INDUSTRIAL ENGINEERING & MANAGEMENT SHARIF (SHARIF: ENGINEERING), vol. 25, no. 49, pp. 57–64, 2009, [Online]. Available: https://sid.ir/paper/107583/en

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