Monitoring the mean vector and the covariance ­matrix of multivariate processes with sample means and sample ranges

Production

Antônio Fernando Branco Costa²  Marcela Aparecida Guerreiro Machado¹ 

[1] ,UNESP,Brasil

关键词: Control charts;    Mean vector;    Covariance matrix;    Multivariate processes;    Gráficos de controle;    Vetor de médias;    Matriz de covariância;    Processos multivariados;   

DOI  :  10.1590/S0103-65132011005000029

来源: SciELO

【 摘 要 】

The joint and R charts and the joint and S² charts are the most common charts used for monitoring the process mean and dispersion. With the usual sample sizes of 4 and 5, the joint and R charts are slightly inferior to the joint and S² charts in terms of efficiency in detecting process shifts. In this article, we show that for the multivariate case, the charts based on the standardized sample means and sample ranges (MRMAX chart) or on the standardized sample means and sample variances (MVMAX chart) are similar in terms of efficiency in detecting shifts in the mean vector and/or in the covariance matrix. User's familiarity with the computation of sample ranges is a point in favor of the MRMAX chart. An example is presented to illustrate the application of the proposed chart.

【 授权许可】

CC BY   
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