A Nonparametric Multivariate Control Chart Based on Data Depth

For the design of most multivariate control charts, it is assumed that the observations follow a multivariate normal distribution. In practice, this assumption is rarely satisfied. In this work, a distribution-free EWMA control chart for multivariate processes is proposed. This chart is based on equential rank of data depth measures. --

A comparison study of distribution-free multivariate SPC methods for multimode data

The data-rich environments of industrial applications lead to large amounts of correlated quality characteristics that are monitored using Multivariate Statistical Process Control (MSPC) tools. These variables usually represent heterogeneous quantities that originate from one or multiple sensors and are acquired with different sampling parameters. In this framework, any assumptions relative to the underlying statistical distribution may not be appropriate, and conventional MSPC methods may deliver unacceptable performances. In addition, in many practical applications, the process switches from one operating mode to a different one, leading to a stream of multimode data. Various nonparametric approaches have been proposed for the design of multivariate control charts, but the monitoring of multimode processes remains a challenge for most of them. In this study, we investigate the use of distribution-free MSPC methods based on statistical learning tools. In this work, we compared the kernel distance-based control chart (K-chart) based on a one-class-classification variant of support vector machines and a fuzzy neural network method based on the adaptive resonance theory. The performances of the two methods were evaluated using both Monte Carlo simulations and real industrial data. The simulated scenarios include different types of out-of-control conditions to highlight the advantages and disadvantages of the two methods. Real data acquired during a roll grinding process provide a framework for the assessment of the practical applicability of these methods in multimode industrial applications

An EWMA control chart for the multivariate coefficient of variation

This is the peer reviewed version of the following article: Giner-Bosch, V, Tran, KP, Castagliola, P, Khoo, MBC. An EWMA control chart for the multivariate coefficient of variation. Qual Reliab Engng Int. 2019; 35: 1515-1541, which has been published in final form at https://doi.org/10.1002/qre.2459. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.[EN] Monitoring the multivariate coefficient of variation over time is a natural choice when the focus is on stabilising the relative variability of a multivariate process, as is the case in a significant number of real situations in engineering, health sciences, and finance, to name but a few areas. However, not many tools are available to practitioners with this aim. This paper introduces a new control chart to monitor the multivariate coefficient of variation through an exponentially weighted moving average (EWMA) scheme. Concrete methodologies to calculate the limits and evaluate the performance of the chart proposed and determine the optimal values of the chart's parameters are derived based on a theoretical study of the statistic being monitored. Computational experiments reveal that our proposal clearly outperforms existing alternatives, in terms of the average run length to detect an out-of-control state. A numerical example is included to show the efficiency of our chart when operating in practice.Generalitat Valenciana, Grant/Award Number: BEST/2017/033 and GV/2016/004; Ministerio de Economia y Competitividad, Grant/Award Number: MTM2013-45381-PGiner-Bosch, V.; Tran, KP.; Castagliola, P.; Khoo, MBC. (2019). An EWMA control chart for the multivariate coefficient of variation. Quality and Reliability Engineering International. 35(6):1515-1541. https://doi.org/10.1002/qre.2459S15151541356Kang, C. W., Lee, M. S., Seong, Y. J., & Hawkins, D. M. (2007). A Control Chart for the Coefficient of Variation. Journal of Quality Technology, 39(2), 151-158. doi:10.1080/00224065.2007.11917682Amdouni, A., Castagliola, P., Taleb, H., & Celano, G. (2015). Monitoring the coefficient of variation using a variable sample size control chart in short production runs. The International Journal of Advanced Manufacturing Technology, 81(1-4), 1-14. doi:10.1007/s00170-015-7084-4Amdouni, A., Castagliola, P., Taleb, H., & Celano, G. (2017). A variable sampling interval Shewhart control chart for monitoring the coefficient of variation in short production runs. International Journal of Production Research, 55(19), 5521-5536. doi:10.1080/00207543.2017.1285076Yeong, W. C., Khoo, M. B. C., Tham, L. K., Teoh, W. L., & Rahim, M. A. (2017). Monitoring the Coefficient of Variation Using a Variable Sampling Interval EWMA Chart. Journal of Quality Technology, 49(4), 380-401. doi:10.1080/00224065.2017.11918004Teoh, W. L., Khoo, M. B. C., Castagliola, P., Yeong, W. C., & Teh, S. Y. (2017). Run-sum control charts for monitoring the coefficient of variation. European Journal of Operational Research, 257(1), 144-158. doi:10.1016/j.ejor.2016.08.067Sharpe, W. F. (1994). The Sharpe Ratio. The Journal of Portfolio Management, 21(1), 49-58. doi:10.3905/jpm.1994.409501Van Valen, L. (1974). Multivariate structural statistics in natural history. Journal of Theoretical Biology, 45(1), 235-247. doi:10.1016/0022-5193(74)90053-8Albert, A., & Zhang, L. (2010). A novel definition of the multivariate coefficient of variation. Biometrical Journal, 52(5), 667-675. doi:10.1002/bimj.201000030Aerts, S., Haesbroeck, G., & Ruwet, C. (2015). Multivariate coefficients of variation: Comparison and influence functions. Journal of Multivariate Analysis, 142, 183-198. doi:10.1016/j.jmva.2015.08.006Bennett, B. M. (1977). On multivariate coefficients of variation. Statistische Hefte, 18(2), 123-128. doi:10.1007/bf02932744Underhill, L. G. (1990). The coefficient of variation biplot. Journal of Classification, 7(2), 241-256. doi:10.1007/bf01908718Boik, R. J., & Shirvani, A. (2009). Principal components on coefficient of variation matrices. Statistical Methodology, 6(1), 21-46. doi:10.1016/j.stamet.2008.02.006MacGregor, J. F., & Kourti, T. (1995). Statistical process control of multivariate processes. Control Engineering Practice, 3(3), 403-414. doi:10.1016/0967-0661(95)00014-lBersimis, S., Psarakis, S., & Panaretos, J. (2007). Multivariate statistical process control charts: an overview. Quality and Reliability Engineering International, 23(5), 517-543. doi:10.1002/qre.829Yeong, W. C., Khoo, M. B. C., Teoh, W. L., & Castagliola, P. (2015). A Control Chart for the Multivariate Coefficient of Variation. Quality and Reliability Engineering International, 32(3), 1213-1225. doi:10.1002/qre.1828Lim, A. J. X., Khoo, M. B. C., Teoh, W. L., & Haq, A. (2017). Run sum chart for monitoring multivariate coefficient of variation. Computers & Industrial Engineering, 109, 84-95. doi:10.1016/j.cie.2017.04.023Roberts, S. W. (1966). A Comparison of Some Control Chart Procedures. Technometrics, 8(3), 411-430. doi:10.1080/00401706.1966.10490374Roberts, S. W. (1959). Control Chart Tests Based on Geometric Moving Averages. Technometrics, 1(3), 239-250. doi:10.1080/00401706.1959.10489860Lucas, J. M., & Saccucci, M. S. (1990). Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements. Technometrics, 32(1), 1-12. doi:10.1080/00401706.1990.10484583Wijsman, R. A. (1957). Random Orthogonal Transformations and their use in Some Classical Distribution Problems in Multivariate Analysis. The Annals of Mathematical Statistics, 28(2), 415-423. doi:10.1214/aoms/1177706969The general sampling distribution of the multiple correlation coefficient. (1928). Proceedings of the Royal Society of London. 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Multivariate control charts based on Bayesian state space models

This paper develops a new multivariate control charting method for vector autocorrelated and serially correlated processes. The main idea is to propose a Bayesian multivariate local level model, which is a generalization of the Shewhart-Deming model for autocorrelated processes, in order to provide the predictive error distribution of the process and then to apply a univariate modified EWMA control chart to the logarithm of the Bayes' factors of the predictive error density versus the target error density. The resulting chart is proposed as capable to deal with both the non-normality and the autocorrelation structure of the log Bayes' factors. The new control charting scheme is general in application and it has the advantage to control simultaneously not only the process mean vector and the dispersion covariance matrix, but also the entire target distribution of the process. Two examples of London metal exchange data and of production time series data illustrate the capabilities of the new control chart.Comment: 19 pages, 6 figure

A Time Truncated Moving Average Chart for the Weibull Distribution

A control chart of monitoring the number of failures is proposed with a moving average scheme, when the life of an item follows a Weibull distribution. A specified number of items are put on a time truncated life test and the number of failures is observed. The proposed control chart has been evaluated by the average run lengths (ARLs) under different parameter settings. The control constant and the test time multiplier are to be determined by considering the in-control ARL. It is observed that the proposed control chart is more efficient in detecting a shift in the process as compared with the existing time truncated control chart. ? 2013 IEEE.11Ysciescopu

Application and Use of Multivariate Control Charts In a BTA Deep Hole Drilling Process

Deep hole drilling methods are used for producing holes with a high length-to-diameter ratio, good surface finish and straightness. The process is subject to dynamic disturbances usually classified as either chatter vibration or spiralling. In this paper, we will focus on the application and use of multivariate control charts to monitor the process in order to detect chatter vibrations. The results showed that chatter is detected and some alarm signals occurs at time points which can be connected to physical changes of the process. --

Statistical methods for cricket team selection : a thesis presented in partial fulfilment of the requirement of the degree of Master of Applied Statistics at Massey University

Cricket generates a large amount of data for both batsmen and bowlers. Methods for using this data to select a cricket team are examined. Utilising the assumption that an individual's natural ability is expressed via performance outputs, this thesis seeks to describe and understand the underlying statistical processes of player performance. Randomness is tested for and then the distributional properties of the data are sought. This information is then used to monitor the estimate of natural ability via widely accepted control methods, such as Shewhart control charts, CUSUM, EWMA and multivariate versions of these procedures. To accommodate the distribution presented by batting scores, a new control chart based on quartiles is also studied. Further, ranking and selection procedures employ the estimates of individual ability to select the best individuals and note the probability of correct selection. Major contributions of this study include: a) Development of performance measures for cricket b) 2 - Dimensional runs test, with further applicability outside cricket. c) Statistical interpretation specific to cricket • Outliers are very important • Form is autocorrelation • Zone rules for cricket needed to detect good/poor performance • Relatively short nominal ARL's d) Control Chart based on quantiles to preserve outlier influences in a non-parametric procedure. e) The recommendation of appropriate tools for monitoring batting, bowling and all-rounder performance and also choosing man of the match. f) Discriminates between different types of bowlers using the consistency of their performance measures. g) Evaluates the members of a team relative to potential contenders

Multivariate Statistical Process Control Charts: An Overview

In this paper we discuss the basic procedures for the implementation of multivariate statistical process control via control charting. Furthermore, we review multivariate extensions for all kinds of univariate control charts, such as multivariate Shewhart-type control charts, multivariate CUSUM control charts and multivariate EWMA control charts. In addition, we review unique procedures for the construction of multivariate control charts, based on multivariate statistical techniques such as principal components analysis (PCA) and partial lest squares (PLS). Finally, we describe the most significant methods for the interpretation of an out-of-control signal.quality control, process control, multivariate statistical process control, Hotelling's T-square, CUSUM, EWMA, PCA, PLS