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A new adaptive control chart for the simultaneous monitoring of the mean and variability of multivariate normal processes

Sabahno, Hamed LU orcid ; Amiri, Amirhossein and Castagliola, Philippe (2021) In Computers and Industrial Engineering 151.
Abstract

This paper considers adaptive schemes for the simultaneous monitoring of the mean and variability of a multivariate normal quality characteristic. At first, we extend an already existing bivariate non-adaptive simultaneous control chart to a multivariate one. Then, we develop several adaptive schemes, which will cover both previously bivariate and newly multivariate charts. After having designed adaptive schemes for the multivariate chart, eight performance measures are computed based on the run length, time to signal, number of observations to signal and number of switches to signal and evaluated using a new Markov chain model. With the developed performance measures, non-adaptive and adaptive schemes under different mean, variability,... (More)

This paper considers adaptive schemes for the simultaneous monitoring of the mean and variability of a multivariate normal quality characteristic. At first, we extend an already existing bivariate non-adaptive simultaneous control chart to a multivariate one. Then, we develop several adaptive schemes, which will cover both previously bivariate and newly multivariate charts. After having designed adaptive schemes for the multivariate chart, eight performance measures are computed based on the run length, time to signal, number of observations to signal and number of switches to signal and evaluated using a new Markov chain model. With the developed performance measures, non-adaptive and adaptive schemes under different mean, variability, simultaneous shift sizes, and different number of quality characteristics are compared. Our scheme is also compared to one of the best methods available in the literature. A numerical example is also provided in order to demonstrate how the adaptive scheme can be implemented in practice.

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author
; and
publishing date
type
Contribution to journal
publication status
published
subject
keywords
Adaptive control charts, Markov chains, Multivariate normal processes, Performance measures, Simultaneous monitoring, Single-chart monitoring
in
Computers and Industrial Engineering
volume
151
article number
106524
publisher
Elsevier
external identifiers
  • scopus:85088807802
ISSN
0360-8352
DOI
10.1016/j.cie.2020.106524
language
English
LU publication?
no
additional info
Publisher Copyright: © 2020 Elsevier Ltd
id
610212b3-5549-47a8-9d45-a85656485868
date added to LUP
2025-03-20 12:19:35
date last changed
2025-04-04 15:15:20
@article{610212b3-5549-47a8-9d45-a85656485868,
  abstract     = {{<p>This paper considers adaptive schemes for the simultaneous monitoring of the mean and variability of a multivariate normal quality characteristic. At first, we extend an already existing bivariate non-adaptive simultaneous control chart to a multivariate one. Then, we develop several adaptive schemes, which will cover both previously bivariate and newly multivariate charts. After having designed adaptive schemes for the multivariate chart, eight performance measures are computed based on the run length, time to signal, number of observations to signal and number of switches to signal and evaluated using a new Markov chain model. With the developed performance measures, non-adaptive and adaptive schemes under different mean, variability, simultaneous shift sizes, and different number of quality characteristics are compared. Our scheme is also compared to one of the best methods available in the literature. A numerical example is also provided in order to demonstrate how the adaptive scheme can be implemented in practice.</p>}},
  author       = {{Sabahno, Hamed and Amiri, Amirhossein and Castagliola, Philippe}},
  issn         = {{0360-8352}},
  keywords     = {{Adaptive control charts; Markov chains; Multivariate normal processes; Performance measures; Simultaneous monitoring; Single-chart monitoring}},
  language     = {{eng}},
  publisher    = {{Elsevier}},
  series       = {{Computers and Industrial Engineering}},
  title        = {{A new adaptive control chart for the simultaneous monitoring of the mean and variability of multivariate normal processes}},
  url          = {{http://dx.doi.org/10.1016/j.cie.2020.106524}},
  doi          = {{10.1016/j.cie.2020.106524}},
  volume       = {{151}},
  year         = {{2021}},
}