Journal of Quality Engineering and Management

Monitoring Auto-Correlated Multivariate Simple Linear Profiles in Phase I under AR(1) and MA(1) Models

Document Type : Original Article

Authors

Mohammad Taghipour 1
Amirhossein Amiri 2
Abbas Saghaei 1

1 Department of Industrial Engineering, Science and Research Branch, Islamic Azad University, Tehran, Iran

2 Department of Industrial Engineering, Faculty of Engineering, Shahed University, Tehran, Iran

Abstract
In some Problems, quality of a process or a product is described by a relationship between one or more response variables and one or more explanatory variables. In the case that the response variables are correlated, quality of a process or a product can be characterized by a multivariate Profile. In some situations, the values of response variables in a Profile are auto-correlated due to the time collapse between two successive samples. The autocorrelation affects the regression parameters estimates and as a result, the performance of control charts in detecting shifts deteriorates. In this paper, an auto-correlated multivariate simple linear profile is considered and assumed that the autocorrelation can be described by AR (1) and MA(1) models. Then, two control charts for monitoring the multivariate simple linear profiles are suggested. The Performance of the proposed control charts are compared in Phase I by using simulation in terms of Power criterion.

Keywords

Auto-correlated multivariate simple linear profiles
Within Profile Autocorrelation
Phase I
Power Criterion
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Journal of Quality Engineering and Management
Volume 8, Issue 1
Spring 2018
Pages 1-7

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