A new chart based on sample variances for monitoring the covariance matrix of multivariate processes

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Data

2009-04-01

Autores

Costa, A. F. B. [UNESP]
Machado, M. A. G. [UNESP]

Título da Revista

ISSN da Revista

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Editor

Springer London Ltd

Resumo

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.

Descrição

Palavras-chave

Control charts, Multivariate processes, Covariance matrix, Generalized variance

Como citar

International Journal of Advanced Manufacturing Technology. Artington: Springer London Ltd, v. 41, n. 7-8, p. 770-779, 2009.