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- A new chart based on sample variances for monitoring the covariance matrix of multivariate processes
- Universidade Estadual Paulista (UNESP)
- Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
- Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
- CNPq: 307744/2006-0
- FAPESP: 06/00491-0
- In this article, we propose a control chart for detecting shifts in the covariance matrix of a multivariate process. The monitoring statistic is based on the standardized sample variance of p quality characteristics we call the VMAX statistic. The points plotted on the chart correspond to the maximum of the values of these p variances. The reasons to consider the VMAX statistic instead of the generalized variance |S| are faster detection of process changes and better diagnostic features, which mean that the VMAX statistic is better at identifying the out-of-control variable. User's familiarity with sample variances is another point in favor of the VMAX statistic. An example is presented to illustrate the application of the proposed chart.
- International Journal of Advanced Manufacturing Technology. Artington: Springer London Ltd, v. 41, n. 7-8, p. 770-779, 2009.
- Springer London Ltd
- Control charts
- Multivariate processes
- Covariance matrix
- Generalized variance
- Acesso restrito
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