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One-Sided Synthetic control charts for monitoring the Multivariate Coefficient of Variation

Authors :
Kim Phuc Tran
Salim Lardjane
Philippe Castagliola
Quoc Thong Nguyen
Giovanni Celano
Laboratoire de Mathématiques de Bretagne Atlantique (LMBA)
Université de Bretagne Sud (UBS)-Université de Brest (UBO)-Centre National de la Recherche Scientifique (CNRS)
Ecole nationale supérieure des arts et industries textiles de Roubaix (ENSAIT)
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)
University of Catania [Italy]
Université de Brest (UBO)-Université de Bretagne Sud (UBS)-Centre National de la Recherche Scientifique (CNRS)
Université de Nantes - Faculté des Sciences et des Techniques
Institut Mines-Télécom [Paris] (IMT)-Institut Mines-Télécom [Paris] (IMT)-Université de Nantes - Faculté des Sciences et des Techniques
Source :
Journal of Statistical Computation and Simulation, Journal of Statistical Computation and Simulation, Taylor & Francis, 2019, 89 (10), pp.1841-1862. ⟨10.1080/00949655.2019.1600694⟩
Publication Year :
2019
Publisher :
HAL CCSD, 2019.

Abstract

International audience; Shewhart's type control charts for monitoring the Multivariate Coefficient of Variation (MCV) have recently been proposed in order to monitor the relative variability compared with the mean. These approaches are known to be rather slow in the detection of small or moderate process shifts. In this paper, in order to improve the detection efficiency, two one-sided Synthetic charts for the MCV are proposed. A Markov chain method is used to evaluate the statistical performance of the proposed charts. Furthermore, computational experiments reveal that the proposed control charts outperform the Shewhart MCV control chart in terms of the average run length to detect an out-of-control state. Finally, the implementation of the proposed chart is illustrated with an example using steel sleeves data.

Details

Language :
English
ISSN :
00949655 and 15635163
Database :
OpenAIRE
Journal :
Journal of Statistical Computation and Simulation, Journal of Statistical Computation and Simulation, Taylor & Francis, 2019, 89 (10), pp.1841-1862. ⟨10.1080/00949655.2019.1600694⟩
Accession number :
edsair.doi.dedup.....1083378a4a2ad094f2f85d94f139ea6a