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Monitoring nonlinear profiles using a wavelet-based distribution-free CUSUM chart
- Source :
- International Journal of Production Research. 50:6574-6594
- Publication Year :
- 2012
- Publisher :
- Informa UK Limited, 2012.
-
Abstract
- WDFTC is a wavelet-based distribution-free CUSUM chart for detecting shifts in the mean of a profile with noisy components. Exploiting a discrete wavelet transform (DWT) of the mean in-control profile, WDFTC selects a reduced-dimension vector of the associated DWT components from which the mean in-control profile can be approximated with minimal weighted relative reconstruction error. Based on randomly sampled Phase I (in-control) profiles, the covariance matrix of the corresponding reduced-dimension DWT vectors is estimated using a matrix-regularisation method; then the DWT vectors are aggregated (batched) so that the non-overlapping batch means of the reduced-dimension DWT vectors have manageable covariances. To monitor shifts in the mean profile during Phase II operation, WDFTC computes a Hotelling's T 2-type statistic from successive non-overlapping batch means and applies a CUSUM procedure to those statistics, where the associated control limits are evaluated analytically from the Phase I data. Exper...
- Subjects :
- Discrete wavelet transform
Covariance matrix
business.industry
Strategy and Management
Stationary wavelet transform
Wavelet transform
CUSUM
Pattern recognition
Management Science and Operations Research
Industrial and Manufacturing Engineering
Wavelet
Control limits
Artificial intelligence
business
Statistic
Mathematics
Subjects
Details
- ISSN :
- 1366588X and 00207543
- Volume :
- 50
- Database :
- OpenAIRE
- Journal :
- International Journal of Production Research
- Accession number :
- edsair.doi...........9de044de359167c43548756f2b133a52