Monitoring Multivariate Simple Linear Profiles in the Presence of between Profile Autocorrelation

作者：Soleimani Paria^*; Noorossana R

来源：Communications in Statistics - Theory and Methods, 2014, 43(3): 530-546.

DOI：10.1080/03610926.2012.665554

• Average run length
• Correlation
• Multivariate profiles
• Statistical process control
• Time series analysis

In recent years, statistical profile monitoring has emerged as a relatively new and potentially useful subarea of statistical process control and has attracted attention of many researchers and practitioners. A profile, waveform, or signature is a function that relates a dependent or a response variable to one or more independent variables. Different statistical methods have been proposed by researchers to monitor profiles where each method requires its own assumptions. One of the common and implicit assumptions in most of the proposed procedures is the assumption of independent residuals. Violation of this assumption can affect the performance of control procedures and ultimately leading to misleading results. In this article, we study phase II analysis of monitoring multivariate simple linear profiles when the independency assumption is violated. Three time series based methods are proposed to eliminate the effect of correlation that exists between multivariate profiles. Performances of the proposed methods are evaluated using average run length (ARL) criterion. Numerical results indicate satisfactory performance for the proposed methods. A simulated example is also used to show the application of the proposed methods.

• 出版日期2014-2-1