153
Views
6
CrossRef citations to date
0
Altmetric
Articles

Dual-monitoring scheme for multivariate autocorrelated cascade processes with EWMA and MEWMA charts

, &
Pages 156-177 | Accepted 29 Jun 2016, Published online: 25 Jul 2016

References

  • Apley, D. W., & Lee, H. C. (2008). Robustness comparison of exponential weighted moving-average charts on autocorrelated data and on residuals. Journal of Quality Technology, 40, 428–447.
  • Bersimis, S., Psarakis, S., & Panaretos, J. (2007). Multivariate statistical process control chart: An overview. Quality and Reliability Engineering International, 23, 517–543.10.1002/(ISSN)1099-1638
  • Bilen, C., Khan, A., & Yadav, O. P. (2010). Principal components regression control for multivariate autocorrelated cascade processes. International Journal of Quality Engineering and Technology, 1, 301–315.10.1504/IJQET.2010.034613
  • Bisgaard, S., & Kulahci, M. (2005). Quality quandaries: The application of principal component analysis for process monitoring. Quality Engineering, 18, 95–103.
  • Bodnar, O., & Schmid, W. (2007). Surveillance of the mean behavior of multivariate time series. Statistica Neerlandica, 61, 1–24.
  • Borror, C. M., Montgomery, D. C., & Runger, G. C. (2003). Robustness of the EWMA control chart to non-normality. Journal of Quality Technology, 31, 309–316.
  • Carson, P. K., & Yeh, A. B. (2008). Exponential weighted moving average (EWMA) control charts for monitoring analytical process. Industrial and Engineering Chemistry Research, 47, 405–411.10.1021/ie070589b
  • Chang, S. I., & Zhang, K. (2007). Statistical process control for variance shift detections of multivariate autocorrelated processes. Quality Technology & Quantitative Management, 4, 413–435.
  • Chattinnawat, W. (2015). Statistical tolerance design to minimize dual-responses of APFA height deviations with tolerance cost-quality loss model. International Journal of Quality & Reliability Management, 32, 434–455.
  • Efron, B. (1983). Estimating the error rate of a prediction rule: Improvement on cross-validation. Journal of the American Statistical Association, 78, 316–331.10.1080/01621459.1983.10477973
  • Efron, B. (2004). The estimation of prediction error: Covariance penalties and cross-validation. Journal of the American Statistical Association, 99, 619–632.10.1198/016214504000000692
  • Hawkins, D. M. (1993). Regression adjustment for variables in multivariate quality control. Journal of Quality Technology, 25, 170–182.
  • Human, S. W., Kritzinger, P., & Chakraborti, S. (2011). Robustness of EWMA control chart for individual observations. Journal of Applied Statistics, 38, 2071–2087.10.1080/02664763.2010.545114
  • Jackson, J. E. (1980). Principal components and factor analysis: Part I – Principal components. Journal of Quality Technology, 12, 201–213.
  • Jarrett, J. E., & Pan, X. (2007). The quality control chart for monitoring multivariate autocorrelated processes. Computational Statistics and Data Analysis, 51, 3862–3870.10.1016/j.csda.2006.01.020
  • Jiang, W. (2004). Multivariate control charts for monitoring autocorrelated processes. Journal of Quality Technology, 36, 367–379.
  • Jolliffe, I. T. (1972). Discarding variables in a principal component analysis. I: Artificial data. Applied Statistics, 21, 160–173.10.2307/2346488
  • Jolliffe, I. T. (1973). Discarding variables in a principal component analysis. II: Real data. Applied Statistics, 22, 21–31.10.2307/2346300
  • Jolliffe, I. T. (2002). Principal component analysis (2nd ed.). New York, NY: Springer.
  • Kalgonda, A. A., & Kulkarni, S. R. (2004). Multivariate quality control chart for autocorrelated processes. Journal of Applied Statistics, 31, 203–215.
  • Kohehler, A. B., Mark, N. B., & O'connell, R. T. (2001). EWMA control charts for autoregressive processes. Journal of the Operational Research Society, 52, 699–707.10.1057/palgrave.jors.2601140
  • Kramer, H., & Schmid, W. (1997). Ewma charts for multivariate time series. Sequential Analysis: Design Methods and Application, 16, 131–154.10.1080/07474949708836378
  • Lowry, C. A., & Montgomery, D. C. (1995). A review of multivariate control charts. IIE Transactions, 27, 800–810.10.1080/07408179508936797
  • Lowry, C. A., Woodall, W. H., Champ, C. W., & Rigdon, S. E. (1992). A multivariate exponential weighted moving average control chart. Technometrics, 34, 46–53.10.2307/1269551
  • Lu, C. W. (1999). EWMA control charts for monitoring the mean of autocorrelated processes. Journal of Quality Technology, 31, 166–188.
  • Lucas, J. M. & Saccucci, M. S. (1990). Exponentially weighted moving average control schemes: properties and enhancements, with discussion. Technometric, 32, 1–29.
  • Mandel, B. J. (1969). Regression control chart. Journal of Quality Technology, 1, 1–9.
  • Mastrangelo, C. M., Runger, G. C., & Montgomery, D. C. (1996). Statistical process monitoring with principle components. Quality and Reliability Engineering International, 12, 203–210.10.1002/(SICI)1099-1638(199605)12:3<>1.0.CO;2-2
  • McCracken, A. K., & Chakraborti, S. (2013). Control charts for joint monitoring of mean and variance: An overview. Quality Technology & Quantitative Management, 10, 17–36.
  • Midi, H., & Shabbak, A. (2011). Robust multivariate control charts to detect small shifts in mean. Mathematical Problems in Engineering, 2011, 1–19.10.1155/2011/923463
  • Montgomery, D. C. (2012). Introduction to statistical quality control (7th ed.). New York, NY: Wiley.
  • Neubauer, A. S. (1997). The EWMA control chart: properties and comparison with other quality-control procedures by computer simulation. Clinical Chemistry, 43, 594–601.
  • Nomikos, P., & MacGregor, J. F. (1995). Multivariate SPC charts for monitoring batch processes. Technometrics, 37, 41–59.10.1080/00401706.1995.10485888
  • Pan, X., & Jarett, J. (2004). Applying state space to SPC: Monitoring multivariate time series. Journal of Applied Statistics, 31, 397–418.10.1080/02664760410001681701
  • Prabhu, S. S., & Runger, G. C. (1997). Designing a multivariate EWMA control chart. Journal of Quality Technology, 29, 8–15.
  • Psarakis, S., & Papaleonida, G. E. A. (2007). SPC procedures for monitoring autocorrelated Processes. Quality Technology & Quantitative Management, 4, 501–540.
  • Runger, G. C. (1996). Multivariate statistical process control for autocorrelated processes. International Journal of Production Research, 34, 1715–1724.10.1080/00207549608904992
  • Schall, S., & Chandra, J. (1987). Multivariate quality control using principal components. International Journal of Production Research, 25, 571–588.10.1080/00207548708919862
  • Scranton, R., Runger, G. C., Keats, J. B., & Montgomery, D. C. (1996). Efficient shift detection using multivariate exponential-weighted moving average control charts and principal components. Quality and Reliability Engineering International, 12, 165–171.10.1002/(SICI)1099-1638(199605)12:3<>1.0.CO;2-2
  • Shen, X., Tsung, F., & Zou, C. (2014). A new multivaraie EWMA scheme for monitoring covariance matrices. International Journal of Production Research, 52, 2834–2850.10.1080/00207543.2013.842019
  • Sliwa, P., & Schmid, W. (2005). Monitoring the cross-covariances of a multivariate time series. Metrika, 61, 89–115.10.1007/s001840400326
  • Stoubos, Z. G., & Sullivan, J. H. (2002). Robustness to non-normality of the multivariate EWMA control chart. Journal of Quality Technology, 34, 260–276.
  • Testik, M. C., Runger, G. C., & Borror, C. M. (2003). Robustness properties of multivariate EWMA control charts. Quality and Reliability Engineering International, 19, 31–38.10.1002/(ISSN)1099-1638
  • Theodossiou, P. T. (1993). Predicting shifts in the mean of a multivariate time series process: An application in predicting business failures. Journal of the American Statistical Association, 88, 441–449.10.1080/01621459.1993.10476294
  • Varmuza, K., & Filzmoser, P. (2009). Introduction to multivariate statistical analysis in chemometrics. Boca Raton, FL: CRC Press, Taylor and Francis Group.10.1201/9781420059496
  • Woodall, W. H., & Montgomery, D. C. (1999). Research issues and ideas in statistical process control. Journal of Quality Technology, 31, 376–386.
  • Yeh, A., Huwang, L., & Wu, C. W. (2005). A multivariate EWMA control chart for monitoring process variability with individual observations. IIE Transactions, 37, 1023–1035.10.1080/07408170500232263

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.