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Simultaneous monitoring of the mean vector and covariance matrix of multivariate multiple linear profiles with a new adaptive Shewhart-type control chart

Sabahno, Hamed LU orcid and Amiri, Amirhossein (2023) In Quality Engineering 35(4). p.600-618
Abstract

There has been a growing interest in research regarding monitoring a process through a regression model (called a profile) rather than a simple quality characteristic. This paper proposes a new monitoring scheme to simultaneously monitor the multivariate multiple linear profiles’ parameters. This scheme is based on the Shewhart control chart concept and only has one single (max-type) control chart for monitoring regression coefficients and error’s variation, which uses a new statistic to improve the variability (error’s variance-covariance matrix) shift detection in multivariate profiles. To increase the sensitivity and capability of the proposed scheme, especially in detecting small to moderate shift sizes, we add a variable parameters... (More)

There has been a growing interest in research regarding monitoring a process through a regression model (called a profile) rather than a simple quality characteristic. This paper proposes a new monitoring scheme to simultaneously monitor the multivariate multiple linear profiles’ parameters. This scheme is based on the Shewhart control chart concept and only has one single (max-type) control chart for monitoring regression coefficients and error’s variation, which uses a new statistic to improve the variability (error’s variance-covariance matrix) shift detection in multivariate profiles. To increase the sensitivity and capability of the proposed scheme, especially in detecting small to moderate shift sizes, we add a variable parameters (VP) adaptive scheme to the developed control chart as well, considering that no adaptive monitoring schemes have so far been developed for monitoring the multivariate multiple linear profiles and neither are there any VP adaptive features for all profile monitoring schemes. Next, we develop a Markov chain model to compute the time to signal and run length performance measures. After that, we perform extensive numerical analyses to first compare the proposed control chart with the best available control charts and then evaluate its performance under different shift scenarios as well as different dimensions. The results show that the new monitoring scheme performs well compared to the best available monitoring schemes, and more importantly, it is more applicable in real practice. Finally, an illustrative example is presented to show the implementation of the proposed scheme in practice.

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author
and
publishing date
type
Contribution to journal
publication status
published
subject
keywords
adaptive control charts, Markov chains, max-type control charts, multivariate analysis, multivariate multiple linear profiles, profile monitoring
in
Quality Engineering
volume
35
issue
4
pages
19 pages
publisher
Taylor & Francis
external identifiers
  • scopus:85146723591
ISSN
0898-2112
DOI
10.1080/08982112.2022.2164725
language
English
LU publication?
no
additional info
Publisher Copyright: © 2023 The Author(s). Published with license by Taylor & Francis Group, LLC.
id
6474eae9-5c5b-4eb5-b8b0-3b949c8ff0c0
date added to LUP
2025-03-20 12:28:04
date last changed
2025-04-04 15:27:32
@article{6474eae9-5c5b-4eb5-b8b0-3b949c8ff0c0,
  abstract     = {{<p>There has been a growing interest in research regarding monitoring a process through a regression model (called a profile) rather than a simple quality characteristic. This paper proposes a new monitoring scheme to simultaneously monitor the multivariate multiple linear profiles’ parameters. This scheme is based on the Shewhart control chart concept and only has one single (max-type) control chart for monitoring regression coefficients and error’s variation, which uses a new statistic to improve the variability (error’s variance-covariance matrix) shift detection in multivariate profiles. To increase the sensitivity and capability of the proposed scheme, especially in detecting small to moderate shift sizes, we add a variable parameters (VP) adaptive scheme to the developed control chart as well, considering that no adaptive monitoring schemes have so far been developed for monitoring the multivariate multiple linear profiles and neither are there any VP adaptive features for all profile monitoring schemes. Next, we develop a Markov chain model to compute the time to signal and run length performance measures. After that, we perform extensive numerical analyses to first compare the proposed control chart with the best available control charts and then evaluate its performance under different shift scenarios as well as different dimensions. The results show that the new monitoring scheme performs well compared to the best available monitoring schemes, and more importantly, it is more applicable in real practice. Finally, an illustrative example is presented to show the implementation of the proposed scheme in practice.</p>}},
  author       = {{Sabahno, Hamed and Amiri, Amirhossein}},
  issn         = {{0898-2112}},
  keywords     = {{adaptive control charts; Markov chains; max-type control charts; multivariate analysis; multivariate multiple linear profiles; profile monitoring}},
  language     = {{eng}},
  number       = {{4}},
  pages        = {{600--618}},
  publisher    = {{Taylor & Francis}},
  series       = {{Quality Engineering}},
  title        = {{Simultaneous monitoring of the mean vector and covariance matrix of multivariate multiple linear profiles with a new adaptive Shewhart-type control chart}},
  url          = {{http://dx.doi.org/10.1080/08982112.2022.2164725}},
  doi          = {{10.1080/08982112.2022.2164725}},
  volume       = {{35}},
  year         = {{2023}},
}