The effect of the autocorrelation on the performance of the T<sup>2</sup> chart

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dc.contributor.authorLeoni, Roberto Campos [UNESP]
dc.contributor.authorCosta, Antonio Fernando Branco [UNESP]
dc.contributor.authorMachado, Marcela Aparecida Guerreiro [UNESP]
dc.contributor.institutionUniversidade Estadual Paulista (Unesp)
dc.date.accessioned2018-12-11T17:25:17Z
dc.date.available2018-12-11T17:25:17Z
dc.date.issued2015-01-01
dc.description.abstractIn this article, we consider the T<sup>2</sup> control chart for bivariate samples of size n with observations that are not only cross-correlated but also autocorrelated. The cross covariance matrix of the sample mean vectors is derived with the assumption that the observations are described by a multivariate first order autoregressive model - VAR (1). The combined effect of the correlation and autocorrelation on the performance of the T<sup>2</sup> chart is also investigated. Earlier studies proved that changes in only one variable are detected faster when the variables are correlated. This result extends to the case that one or both variables are also autocorrelated.en
dc.description.affiliationProduction Department, São Paulo State University (UNESP)
dc.description.affiliationUnespProduction Department, São Paulo State University (UNESP)
dc.format.extent155-165
dc.identifierhttp://dx.doi.org/10.1016/j.ejor.2015.05.077
dc.identifier.citationEuropean Journal of Operational Research, v. 247, n. 1, p. 155-165, 2015.
dc.identifier.doi10.1016/j.ejor.2015.05.077
dc.identifier.file2-s2.0-84937526956.pdf
dc.identifier.issn0377-2217
dc.identifier.scopus2-s2.0-84937526956
dc.identifier.urihttp://hdl.handle.net/11449/177409
dc.language.isoeng
dc.relation.ispartofEuropean Journal of Operational Research
dc.relation.ispartofsjr2,437
dc.rights.accessRightsAcesso aberto
dc.sourceScopus
dc.subjectHotelling T<sup>2</sup> chart
dc.subjectQuality control
dc.subjectStatistical process control
dc.subjectVAR (1) model
dc.titleThe effect of the autocorrelation on the performance of the T<sup>2</sup> charten
dc.typeArtigo
unesp.author.lattes6100382011052492[2]
unesp.author.orcid0000-0003-2133-1098[2]

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