51. A new adaptive control chart for the simultaneous monitoring of the mean and variability of multivariate normal processes
- Author
-
Philippe Castagliola, Hamed Sabahno, Amirhossein Amiri, Shahed University [Téhéran], Systèmes Logistiques et de Production (SLP ), Laboratoire des Sciences du Numérique de Nantes (LS2N), Université de Nantes - UFR des Sciences et des Techniques (UN UFR ST), Université de Nantes (UN)-Université de Nantes (UN)-École Centrale de Nantes (ECN)-Centre National de la Recherche Scientifique (CNRS)-IMT Atlantique Bretagne-Pays de la Loire (IMT Atlantique), Institut Mines-Télécom [Paris] (IMT)-Institut Mines-Télécom [Paris] (IMT)-Université de Nantes - UFR des Sciences et des Techniques (UN UFR ST), Institut Mines-Télécom [Paris] (IMT)-Institut Mines-Télécom [Paris] (IMT), IMT Atlantique Bretagne-Pays de la Loire (IMT Atlantique), and Université de Nantes (UN)-Université de Nantes (UN)-École Centrale de Nantes (ECN)-Centre National de la Recherche Scientifique (CNRS)
- Subjects
Multivariate statistics ,021103 operations research ,Adaptive control ,General Computer Science ,Markov chain ,Computer science ,SIGNAL (programming language) ,0211 other engineering and technologies ,General Engineering ,Multivariate normal distribution ,02 engineering and technology ,Bivariate analysis ,[STAT]Statistics [stat] ,Chart ,0202 electrical engineering, electronic engineering, information engineering ,020201 artificial intelligence & image processing ,Control chart ,Algorithm ,ComputingMilieux_MISCELLANEOUS - Abstract
This paper considers adaptive schemes for the simultaneous monitoring of the mean and variability of a multivariate normal quality characteristic. At first, we extend an already existing bivariate non-adaptive simultaneous control chart to a multivariate one. Then, we develop several adaptive schemes, which will cover both previously bivariate and newly multivariate charts. After having designed adaptive schemes for the multivariate chart, eight performance measures are computed based on the run length, time to signal, number of observations to signal and number of switches to signal and evaluated using a new Markov chain model. With the developed performance measures, non-adaptive and adaptive schemes under different mean, variability, simultaneous shift sizes, and different number of quality characteristics are compared. Our scheme is also compared to one of the best methods available in the literature. A numerical example is also provided in order to demonstrate how the adaptive scheme can be implemented in practice.
- Published
- 2021