Development of multivariate variance-covariance matrix monitoring methods in phase

Document Type : Original Article

Authors

1 Master's student, Faculty of Industrial Engineering, Iran University of Science and Technology.

2 Professor, Faculty of Industrial Engineering, Iran University of Science and Technology.

Abstract
In the statistical control of multivariate processes, two or more quality characteristics must be controlled simultaneously. In controlling such processes, two main goals must be achieved. The first goal is to detect out-of-control conditions and the second goal is to identify the quality characteristics that cause the deviation when an out-of-control condition occurs. In this research, ways to achieve the first goal are investigated and methods for monitoring the multivariate variance-covariance matrix in phase 2 are presented. The main goal of phase 2 is to quickly detect shifts. In this paper, two methods for monitoring the multivariate variance-covariance matrix in phase 2 are presented and the shift in one of the quality characteristics of case 1 (average trail length) and the detection of ARL are investigated. Simulation results show that the proposed methods reduce the out-of-control condition more quickly.

Keywords


[1] Noor-os-Sana, Rasoul, (1933), "Statistical Quality Control", Iran University of Science and Technology Publications.
[2] Niroumand, Hossein Ali, (1932), "Applied Multivariate Statistical Analysis", Ferdowsi University of Mashhad Publications.
[3] Lowry CA., Montgomery DC., (1995),A review of multivariate control charts. IIE Transactions; 27:800–810.
[4] Woodall WH, Montgomery DC, “Research issues and ideas in statistical process control. ”Journal of Quality Technology; 31(4):376–386, (1999).
[5] Wierda S.J., Multivariate Statistical Process Control, Wolters-Noordhoff, Groningen, The Netherlands, (1994).
[6] Mason R.L., Champ C.W., Tracy N.D., Wierda S.J., and Young J.C., Assessment of multivariate process control techniques. Journal of Quality Technology, 29, 140-143, (1997).
[7] Alt F.B., Multivariate quality control. In Encyclopedia of Statistical Sciences, Vol. 6, ed. S. Kotz and N.L. Johnson (New York: Wiley), pp. 110-122, (1985).
[8] Woodall WH., Controversies and contradictions in statistical process control. Journal of Quality Technology;32:341–350, (2000).
[9] Guerrero-Cusumano J.L., Testing variability in multivariate quality control: A conditional entropy measure approach. Information Sciences, 86, 179-202, (1995).
[10] Tang P.F., and Barnett N.S., Dispersion control for multivariate processes. The Australian Journal of Statistics, 38, 235-251, 253-273, (1996a, 1996b).
[11] Levinson W., Holmes D.S., and Mergen A.E., Variation chart for multivariate processes. Quality Engineering, 14, 539-545, (2002).
[12] Yeh A.B., and Lin D.K.J., A new variables control chart for simultaneously monitoring multivariate process mean and variability. International Journal of Reliability, Quality and Safety Engineering, 9, 41-59, (2002).
[13] Khoo M.B., and Quah S.H., Multivariate control chart for process dispersion based on individual observations. Quality Engineering, 15, 639-642, (2003).
[14] Surtihadi J., Raghavachari M., Runger G. Multivariate control charts for process dispersion. International Journal of Production Research;42:2993–3009, (2004).
[15] Hawkins D.M., Regression adjustment for variables in multivariate quality control. Journal of Quality Technology, 25, 170-182, (1993).
[16] Yeh A.B., Lin D.K.J., Zhou H. and Venkataramani C., A multivariate exponentially weighted moving average control chart for monitoring process variability. Journal of Applied Statistics, 30, 507-536, (2003).
[17] Sugiura N. and Nagao H., Unbiasedness of some test criteria for the equality of one or two covariance matrices. The Annals of Mathematical Statistics, 30, 1686-1692, (1968).
[18] Yeh A.B., Huwang L. and Wu C.W., A multivariate EWMA control chart for monitoring process variability with individual observations. IIE Transactions on Quality and Reliability Engineering, 37, 1023-1035, (2005).
[19] Ostadsharifi Memar A., Akhavan Niaki T., New Control Charts for Monitoring Covariance Matrix with Individual Observations. Quality and Reliability Engineering International; 25:821–838, (2009).
[20] Chan L.K. and Zhang J. Cumulative sum control charts for the covariance matrix. Statistica Sinica, 11, 767-790, (2001).
[21] Ryan T.P., Statistical Methods for QualityImprovement; New York: Wiley, (1989).