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

Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Economic Design of X-bar Control Chart Using Gravitational Search Algorithm

Control chart is a major and one of most widely used statistical process control (SPC) tools. It is used to statistically monitor the process through sampling inspection. Control chart tells us when to allow the process to continue or avoid unnecessary adjustments with machine and when to take the corrective action. On to same problem either on the material side or from the operator side it is quite possible that either targeted value X-bar has changed or process dispersion has changed. These changes must be reflected on the control chart so that the corrective action can be taken. The use of control chart requires selection of three parameters namely sample size n, sampling interval h, and width of control limits k for the chart. Duncan developed a loss cost function for X-bar control chart with single assignable cause. The function has to be optimized using metaheuristic optimization technique. In the present project, the economic design of the X-bar control chart using Gravitational Search Algorithm (GSA) has been developed MATLAB software to determine the three parameters i.e. n , h and k such that the expected total cost per hour is minimized. The results obtained are found to be better than that reported in literature