7 results on '"multivariate processes"'
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2. EWMA CHART BASED ON THE EFFECTIVE VARIANCE FOR MONITORING THE VARIABILITY OF MULTIVARIATE QUALITY CONTROL PROCESS CARTA EWMA CON VARIANZA EFECTIVA PARA MONITOREAR VARIABILIDAD EN PROCESOS DE CONTROL DE CALIDAD MULTIVARIADOS
- Author
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Morales Víctor Hugo and Vargas José Alberto
- Subjects
Efective variance ,EWMA charts ,Generalized variance ,Overall variability ,Multivariate processes ,Statistics ,HA1-4737 - Abstract
When it is of interest monitoring small changes in the variability (and/or the mean) of a process, the EWMA control charts have shown to be very efficient. These charts, usually use the generalized variance as a measure of global variability, defined as the determinant of the variance covariance matrix. Peña & Rodríguez (2003) proposed a measure of overall variability, called effective variance, defined to p variates as the pth root of the generalized variance, which, in some scenarios of multivariate analysis, offers some advantages over the generalized variance. In this paper an EWMA control chart is constructed by using the effective variance.Cuando se tiene interés en monitorear pequeños cambios en la variabilidad (o en la media) de un proceso, las cartas tipo EWMA han mostrado ser muy eficientes. Estas cartas, en el caso multivariado, tradicionalmente han utilizado la varianza generalizada como medida global de variabilidad, definida como el determinante de la matriz de varianzas y covarianzas. Peña & Rodríguez (2003) propusieron una medida global de variabilidad, llamada varianza efectiva, definida para p variables como la raíz p-ésima de la varianza generalizada, la cual, en algunos escenarios del análisis multivariado, ofrece algunas ventajas sobre la varianza generalizada. En este artículo se construye una carta EWMA utilizando la varianza efectiva.
- Published
- 2008
3. On the Implementation of the Principal Component Analysis-Based Approach in Measuring Process Capability.
- Author
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Perakis, M. and Xekalaki, E.
- Subjects
- *
MULTIVARIATE analysis , *ANALYSIS of variance , *STATISTICS , *MATHEMATICS , *PRINCIPAL components analysis - Abstract
The use of principal component analysis in measuring the capability of a multivariate process is an issue initially considered by Wang and Chen (1998). In this article, we extend their initial idea by proposing new indices that can be used in situations where the specification limits of the multivariate process are unilateral. Moreover, some new indices for multivariate processes are suggested. These indices have been developed so as to take into account the proportion of variance explained by each principal component, thus making the measurement of process capability more effective. Copyright © 2011 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]
- Published
- 2012
- Full Text
- View/download PDF
4. A new chart based on sample variances for monitoring the covariance matrix of multivariate processes.
- Author
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Costa, A. and Machado, M.
- Subjects
- *
QUALITY control charts , *STATISTICAL sampling , *VARIANCES , *STATISTICS , *CHARTS, diagrams, etc. - Abstract
In this article, we propose a control chart for detecting shifts in the covariance matrix of a multivariate process. The monitoring statistic is based on the standardized sample variance of p quality characteristics we call the VMAX statistic. The points plotted on the chart correspond to the maximum of the values of these p variances. The reasons to consider the VMAX statistic instead of the generalized variance | S| are faster detection of process changes and better diagnostic features, which mean that the VMAX statistic is better at identifying the out-of-control variable. User’s familiarity with sample variances is another point in favor of the VMAX statistic. An example is presented to illustrate the application of the proposed chart. [ABSTRACT FROM AUTHOR]
- Published
- 2009
- Full Text
- View/download PDF
5. On the Monitoring Complex Multivariate Processes
- Author
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Angelina Rajda-Tasior, Grzegorz Kończak, and University of Economics in Katowice, Faculty of Management
- Subjects
Multivariate statistics ,Computer science ,Stable process ,Permutation ,Matrix (mathematics) ,permutation tests ,process monitoring ,multivariate processes ,Resampling ,Statistics ,lcsh:Finance ,lcsh:HG1-9999 ,Test statistic ,lcsh:HF5410-5417.5 ,C14 ,C12 ,Monte Carlo study ,symulacje komputerowe ,testy permutacyjne ,lcsh:Marketing. Distribution of products ,SIGNAL (programming language) ,C12, C14 ,General Medicine ,Function (mathematics) ,wielowymiarowe procesy ,monitorowanie procesów ,Algorithm - Abstract
This article presents a proposal of the method of monitoring complex multidimensional processes. The problem relates to monitoring the quality of production with some attribute variables when the production is performed by some operators. To describe the quality status we used the matrix in which elements are the numbers of defective units.The proposed method uses permutation tests. The "out-of-order" signal is obtained by comparing the matrix in period t to the matrix from stable process. The test statistic used in permutation test is based on a function of distance between matrices. The properties of the proposed method have been described using computer simulation. W artykule przedstawiono propozycję metody monitorowania złożonych wielowymiarowych procesów produkcyjnych. Rozważany problem dotyczy monitorowania jakości produkcji przy stosowaniu oceny alternatywnej jednocześnie względem wielu charakterystyk, gdy produkcja wykonywana jest na wielu różnych stanowiskach. Do opisu stanu jakości w czasie t wykorzystywana jest macierz, w której elementami są liczby wadliwych sztuk wykonanych na danym stanowiskuwedług ocenianych wielu charakterystyk.Proponowana metoda odwołuje się do testu permutacyjnego. Sygnał o nieprawidłowym przebiegu produkcji jest uzyskiwany na podstawie porównania macierzy z bieżącego okresu dla monitorowanego procesu oraz macierzy danych uzyskanej z procesu ustabilizowanego. Ze względu na dużą liczbę charakterystyk rejestrowanych na skali porządkowej konstrukcja statystyki testowej została oparta o funkcję odległości macierzy. Własności proponowanej metody zostały poddane analizie z wykorzystaniem symulacji komputerowych. Przeprowadzono również porównania wyników uzyskanych z zastosowaniem proponowanej metody i karty kontrolnej c.
- Published
- 2016
6. Monitoring the mean vector and the covariance matrix of multivariate processes with sample means and sample ranges
- Author
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Antonio Fernando Branco Costa, Marcela Aparecida Guerreiro Machado, and Universidade Estadual Paulista (Unesp)
- Subjects
Control charts ,Multivariate statistics ,Gráficos de controle ,Covariance matrix ,Computation ,Sample (statistics) ,Processos multivariados ,Industrial and Manufacturing Engineering ,Multivariate processes ,Chart ,Sample size determination ,Statistics ,Mean vector ,Statistical dispersion ,Vetor de médias ,Matriz de covariância ,Mathematics - Abstract
Submitted by Guilherme Lemeszenski (guilherme@nead.unesp.br) on 2013-08-22T18:59:01Z No. of bitstreams: 1 S0103-65132011000200003.pdf: 742758 bytes, checksum: 46927c8894928707c23dc49d64458c5c (MD5) Made available in DSpace on 2013-08-22T18:59:01Z (GMT). No. of bitstreams: 1 S0103-65132011000200003.pdf: 742758 bytes, checksum: 46927c8894928707c23dc49d64458c5c (MD5) Previous issue date: 2011-06-01 Made available in DSpace on 2013-09-30T19:55:23Z (GMT). No. of bitstreams: 2 S0103-65132011000200003.pdf: 742758 bytes, checksum: 46927c8894928707c23dc49d64458c5c (MD5) S0103-65132011000200003.pdf.txt: 47900 bytes, checksum: d3eba6972839bd1d936480ed7b5e4a2f (MD5) Previous issue date: 2011-06-01 Submitted by Vitor Silverio Rodrigues (vitorsrodrigues@reitoria.unesp.br) on 2014-05-20T15:14:25Z No. of bitstreams: 2 S0103-65132011000200003.pdf: 742758 bytes, checksum: 46927c8894928707c23dc49d64458c5c (MD5) S0103-65132011000200003.pdf.txt: 47900 bytes, checksum: d3eba6972839bd1d936480ed7b5e4a2f (MD5) Made available in DSpace on 2014-05-20T15:14:25Z (GMT). No. of bitstreams: 2 S0103-65132011000200003.pdf: 742758 bytes, checksum: 46927c8894928707c23dc49d64458c5c (MD5) S0103-65132011000200003.pdf.txt: 47900 bytes, checksum: d3eba6972839bd1d936480ed7b5e4a2f (MD5) Previous issue date: 2011-06-01 Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Os gráficos conjuntos de e R e S² são os mais utilizados para o monitoramento da média e da dispersão do processo. Com os tamanhos de amostra usuais de 4 e 5, os gráficos de R em uso conjunto são ligeiramente inferior aos gráficos de e S² em uso conjunto em termos da eficiência em detectar alterações no processo. Neste artigo, mostra-se que para o caso multivariado, os gráficos baseados nas médias amostrais padronizadas e amplitudes amostrais (gráfico MRMAX) ou nas médias amostrais padronizadas e variâncias amostrais (gráfico MVMAX) são similares em termos da eficiência em detectar alterações no vetor de médias e/ou na matriz de covariâncias. A familiaridade do usuário com o cálculo de amplitudes amostrais é um aspecto favorável do gráfico MRMAX. Um exemplo é apresentado para ilustrar a aplicação do gráfico proposto. The joint and S² charts are the most common charts used for monitoring the process mean and dispersion. With the usual sample sizes of 4 and 5, the joint and R charts are slightly inferior to the joint and S² charts in terms of efficiency in detecting process shifts. In this article, we show that for the multivariate case, the charts based on the standardized sample means and sample ranges (MRMAX chart) or on the standardized sample means and sample variances (MVMAX chart) are similar in terms of efficiency in detecting shifts in the mean vector and/or in the covariance matrix. User's familiarity with the computation of sample ranges is a point in favor of the MRMAX chart. An example is presented to illustrate the application of the proposed chart. UNESP UNESP
- Published
- 2011
7. An Enhanced Residual MEWMA Control Chart for Monitoring Autocorrelated Data
- Author
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Giovanna Capizzi and Guido Masarotto
- Subjects
Engineering ,Series (mathematics) ,business.industry ,Autocorrelation ,Residual ,Statistical process control ,Statistical Process Control ,Exponentially Weighted Moving Average ,Residual Control Charts ,Statistics ,Process control ,Control chart ,Multivariate Processes ,Mean-shift ,Time series ,business - Abstract
One approach for monitoring autocorrelated data consists in applying a control chart to the residuals of a time series model. However, due to the so called “forecast recovery”, the response to a mean shift in the observed process can appear attenuated in the residual series, in particular, after a short transient phase. To try to overcome this problem, we suggest a simple modification of the standard residual Multivariate Exponentially Weighted Moving Average (MEWMA) control chart which reduces the “forecast recovery” effect. Comparisons, based on two real industrial process models, show that the proposed modification can enhance the ability of the MEWMA control chart to detect both small and medium mean shifts.
- Published
- 2009
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