A multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations

This article proposes a multivariate synthetic control chart for skewed populations based on the weighted standard deviation method.The proposed chart incorporates the weighted standard deviation method into the standard multivariate synthetic control chart.The standard multivariate synthetic chart...

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Main Authors: Khoo, Michael B. C., Atta, Abdu, Wu, Zhang
Format: Article
Published: Taylor & Francis Group 2009
Subjects:
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author Khoo, Michael B. C.
Atta, Abdu
Wu, Zhang
author_facet Khoo, Michael B. C.
Atta, Abdu
Wu, Zhang
author_sort Khoo, Michael B. C.
collection UUM
description This article proposes a multivariate synthetic control chart for skewed populations based on the weighted standard deviation method.The proposed chart incorporates the weighted standard deviation method into the standard multivariate synthetic control chart.The standard multivariate synthetic chart consists of the Hotelling's T 2 chart and the conforming run length chart.The weighted standard deviation method adjusts the variance–covariance matrix of the quality characteristics and approximates the probability density function using several multivariate normal distributions. The proposed chart reduces to the standard multivariate synthetic chart when the underlying distribution is symmetric.In general, the simulation results show that the proposed chart performs better than the existing multivariate charts for skewed populations and the standard T 2 chart, in terms of false alarm rates as well as moderate and large mean shift detection rates based on the various degrees of skewnesses.
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institution Universiti Utara Malaysia
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spelling uum-147682015-07-09T02:04:46Z https://repo.uum.edu.my/id/eprint/14768/ A multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations Khoo, Michael B. C. Atta, Abdu Wu, Zhang QA76 Computer software This article proposes a multivariate synthetic control chart for skewed populations based on the weighted standard deviation method.The proposed chart incorporates the weighted standard deviation method into the standard multivariate synthetic control chart.The standard multivariate synthetic chart consists of the Hotelling's T 2 chart and the conforming run length chart.The weighted standard deviation method adjusts the variance–covariance matrix of the quality characteristics and approximates the probability density function using several multivariate normal distributions. The proposed chart reduces to the standard multivariate synthetic chart when the underlying distribution is symmetric.In general, the simulation results show that the proposed chart performs better than the existing multivariate charts for skewed populations and the standard T 2 chart, in terms of false alarm rates as well as moderate and large mean shift detection rates based on the various degrees of skewnesses. Taylor & Francis Group 2009 Article PeerReviewed Khoo, Michael B. C. and Atta, Abdu and Wu, Zhang (2009) A multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations. Communications in Statistics - Simulation and Computation, 38 (7). pp. 1493-1518. ISSN 0361-0918 http://doi.org/10.1080/03610910903019905 doi:10.1080/03610910903019905 doi:10.1080/03610910903019905
spellingShingle QA76 Computer software
Khoo, Michael B. C.
Atta, Abdu
Wu, Zhang
A multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations
title A multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations
title_full A multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations
title_fullStr A multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations
title_full_unstemmed A multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations
title_short A multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations
title_sort multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations
topic QA76 Computer software
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