Title
Memory-type multivariate control charts with auxiliary information for process mean.
Abstract
In statistical process control, it is a common practice to increase the sensitivity of a control chart with the help of an efficient estimator of the underlying process parameter. In this paper, we consider an efficient estimator that requires information on several study variables along with one or more auxiliary variables when estimating the mean of a multivariate normally distributed process. Using this auxiliary-information-based (AIB) process mean estimator, we propose new multivariate EWMA (MEWMA), double MEWMA (DMEWMA), and multivariate CUSUM (MCUSUM) charts for monitoring the process mean, denoted by the AIB-MEWMA, AIB-DMEWMA, and AIB-MCUSUM charts, respectively. The run length characteristics of the proposed multivariate charts are computed using Monte Carlo simulations. The proposed charts are compared with their existing counterparts in terms of the run length characteristics. It turns out that the AIB-MEWMA, AIB-DMEWMA, and AIB-MCUSUM charts are uniformly and substantially better than the MEWMA, DMEWMA, and MCUSUM charts, respectively, when detecting different shifts in the process mean. A real dataset is considered to explain the implementation of the proposed and existing multivariate control charts.
Year
DOI
Venue
2019
10.1002/qre.2391
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL
Keywords
Field
DocType
average run length,DMEWMA,MCUSUM,MEWMA,statistical process control
Econometrics,Multivariate control charts,Average run length,Statistical process control,Engineering,Statistics
Journal
Volume
Issue
ISSN
35.0
1.0
0748-8017
Citations 
PageRank 
References 
0
0.34
4
Authors
2
Name
Order
Citations
PageRank
Abdul Haq16318.42
Michael B. C. Khoo228249.97