Combined synthetic and |S| chart for monitoring process dispersion. Issue 7 (9th August 2017)

• Record Type: Journal Article
• Authors: Lee, Ming Ha; Khoo, Michael B. C.
• Is Part Of: Communications in statistics. Volume 46:Issue 7(2017)
• Page Start: 5698
• Page End: 5711
• Publication Date: 2017-08-09
• Subjects: Average run length -- Multivariate chart -- Sample generalized variance -- Synthetic chart; 62P30 -- 90C90; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2016.1171349
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: This article proposes a multivariate control chart, the syn-|S | chart, which comprises a standard |S | subchart and a multivariate synthetic sample generalized variance |S | (synthetic |S |) subchart, for detecting shifts in the covariance matrix of a multivariate normally distributed process. A procedure for the optimal design of the syn-|S | chart by minimizing the average extra quadratic loss is provided. The syn-|S | chart has better overall performance compared to the synthetic |S | chart and the standard |S | chart, based on the zero-state and steady-state modes. An example is given to illustrate the operation of the synthetic |S | chart.