A run sum Hotelling’s χ2 control chart

A run sum Hotelling’s χ2 control chart is proposed and its average run length (ARL) performance is evaluated using the Markov chain approach. A fast initial response (FIR) feature of this chart is also considered. In the optimization of the run sum χ2 chart, computer programs are used to compute the...

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Main Authors: Khoo, Michael B. C., Sitt, C. K., Wu, Zhang, Castagliola, Philippe
Other Authors: School of Mechanical and Aerospace Engineering
Format: Journal Article
Language:English
Published: 2013
Subjects:
Online Access:https://hdl.handle.net/10356/106691
http://hdl.handle.net/10220/18033
http://dx.doi.org/10.1016/j.cie.2012.11.008
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author Khoo, Michael B. C.
Sitt, C. K.
Wu, Zhang
Castagliola, Philippe
author2 School of Mechanical and Aerospace Engineering
author_facet School of Mechanical and Aerospace Engineering
Khoo, Michael B. C.
Sitt, C. K.
Wu, Zhang
Castagliola, Philippe
author_sort Khoo, Michael B. C.
collection NTU
description A run sum Hotelling’s χ2 control chart is proposed and its average run length (ARL) performance is evaluated using the Markov chain approach. A fast initial response (FIR) feature of this chart is also considered. In the optimization of the run sum χ2 chart, computer programs are used to compute the chart’s optimal parameters. It is shown that the run sum χ2 chart is superior to the various χ2 charts with runs rules and the synthetic χ2 chart, for all sizes of shifts in the mean vector, but less sensitive than the multivariate EWMA (MEWMA) chart toward small shifts. The sensitivity of the run sum χ2 chart in detecting small shifts can be further enhanced by adding more regions and scores, so that this chart is as competitive as the MEWMA chart. We reckon that the run sum χ2 chart is a relatively easy and effective tool for practitioners, as the χ2 chart’s statistics can be plotted in its original scale of measurement, in contrast to the MEWMA chart which plots the transformed measurements.
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spelling ntu-10356/1066912019-12-06T22:16:24Z A run sum Hotelling’s χ2 control chart Khoo, Michael B. C. Sitt, C. K. Wu, Zhang Castagliola, Philippe School of Mechanical and Aerospace Engineering DRNTU::Engineering::Mechanical engineering A run sum Hotelling’s χ2 control chart is proposed and its average run length (ARL) performance is evaluated using the Markov chain approach. A fast initial response (FIR) feature of this chart is also considered. In the optimization of the run sum χ2 chart, computer programs are used to compute the chart’s optimal parameters. It is shown that the run sum χ2 chart is superior to the various χ2 charts with runs rules and the synthetic χ2 chart, for all sizes of shifts in the mean vector, but less sensitive than the multivariate EWMA (MEWMA) chart toward small shifts. The sensitivity of the run sum χ2 chart in detecting small shifts can be further enhanced by adding more regions and scores, so that this chart is as competitive as the MEWMA chart. We reckon that the run sum χ2 chart is a relatively easy and effective tool for practitioners, as the χ2 chart’s statistics can be plotted in its original scale of measurement, in contrast to the MEWMA chart which plots the transformed measurements. 2013-12-04T08:40:12Z 2019-12-06T22:16:24Z 2013-12-04T08:40:12Z 2019-12-06T22:16:24Z 2013 2013 Journal Article Khoo, M. B. C., Sitt, C. K., Wu, Z., & Castagliola, P. (2013). A run sum Hotelling’s χ2 control chart. Computers & industrial engineering, 64(2), 686-695. 0360-8352 https://hdl.handle.net/10356/106691 http://hdl.handle.net/10220/18033 http://dx.doi.org/10.1016/j.cie.2012.11.008 en Computers & industrial engineering
spellingShingle DRNTU::Engineering::Mechanical engineering
Khoo, Michael B. C.
Sitt, C. K.
Wu, Zhang
Castagliola, Philippe
A run sum Hotelling’s χ2 control chart
title A run sum Hotelling’s χ2 control chart
title_full A run sum Hotelling’s χ2 control chart
title_fullStr A run sum Hotelling’s χ2 control chart
title_full_unstemmed A run sum Hotelling’s χ2 control chart
title_short A run sum Hotelling’s χ2 control chart
title_sort run sum hotelling s χ2 control chart
topic DRNTU::Engineering::Mechanical engineering
url https://hdl.handle.net/10356/106691
http://hdl.handle.net/10220/18033
http://dx.doi.org/10.1016/j.cie.2012.11.008
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