A new chart based on sample variances for monitoring the covariance matrix of multivariate processes

Autor(es)

Costa, A. F. B. ^[1] ; Machado, M. A. G. ^[1]

Afiliação do(s) autor(es)

^[1] Sao Paulo State Univ UNESP, Prod Dept, Guaratingueta, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: INTERNATIONAL JOURNAL OF ADVANCED MANUFACTURING TECHNOLOGY; v. 41, n. 7-8, p. 770-779, APR 2009.
• Citações Web of Science: 23

Resumo

In this article, we propose a control chart for detecting shifts in the covariance matrix of a multivariate process. The monitoring statistic is based on the standardized sample variance of p quality characteristics we call the VMAX statistic. The points plotted on the chart correspond to the maximum of the values of these p variances. The reasons to consider the VMAX statistic instead of the generalized variance |S| are faster detection of process changes and better diagnostic features, which mean that the VMAX statistic is better at identifying the out-of-control variable. User's familiarity with sample variances is another point in favor of the VMAX statistic. An example is presented to illustrate the application of the proposed chart. (AU)

• Processo FAPESP: 06/00491-0 - Novas estratégias de monitoramento para processos multivariados
• Beneficiário: Marcela Aparecida Guerreiro Machado de Freitas
• Linha de fomento: Bolsas no Brasil - Doutorado