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Double Objective Economic Statistical Design of the VP T^{2} Control Chart: Wald’s identity approach

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Faraz, Alireza [ULg] Heuchenne, Cédric [UCL] Saniga, Erwin [University of Delaware, DE, USA] Costa, Antonio [FEG-UNESP, Brazil]

Research has shown that applying the T^{2} control chart by using a variable parameters (VP) scheme yields rapid detection of out-of-control states. In this paper, the problem of economic statistical design of the VP T^{2} control chart is considered as a double-objective minimization problem with the statistical objective being the adjusted average time to signal and the economic objective being expected cost per hour. We then find the Pareto-optimal designs in which the two objectives are met simultaneously by using a multi-objective genetic algorithm. Through an illustrative example, we show that relatively large benefits can be achieved by applying the VP scheme when compared with usual schemes, and in addition, the multi-objective approach provides the user with designs that are flexible and adaptive.

Document type Article de périodique (Journal article) – Article de recherche
Access type Accès restreint
Publication date 2014
Language Anglais
Journal information "Journal of Statistical Computation and Simulation" - Vol. 84, p. 2123-2137 (2014)
Peer reviewed yes
Publisher Taylor & Francis Ltd. ((United Kingdom) Abingdon)
issn 0094-9655
e-issn 1563-5163
Publication status Publié
Affiliation UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
Keywords Adjusted average time to signal ; Variable parameters ; Economic statistical design ; Wald ; Multi-objective genetic algorithm ; Hotelling
Links
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Bibliographic reference Faraz, Alireza ; Heuchenne, Cédric ; Saniga, Erwin ; Costa, Antonio. Double Objective Economic Statistical Design of the VP T^{2} Control Chart: Wald’s identity approach. In: Journal of Statistical Computation and Simulation, Vol. 84, p. 2123-2137 (2014)
Permanent URL http://hdl.handle.net/2078.1/142812