User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

A Statistically adaptive sampling policy to the Hotelling's T^{2} Control Chart: Markov Chain Approach

Primary tabs

Seif, Asghar [Islamic Azad University, Hamadan, Iran] Faraz, Alireza [ULg] Heuchenne, Cédric [UCL] Saniga, Erwin [University of Delaware, Newark, DE, USA]

(eng) We present an alternative sampling scheme for the Hotelling's T2 control chart with variable parameters (VP T2) which allows the sampling interval h, the sample size n, and control limit k to vary between minimum and maximum values while keeping the warning line fixed over time. Our method uses only one measurement scale to overcome the difficulties of using two scales in practice. Later, we demonstrate the merits of the method in terms of its performance in detecting small-to-moderate shifts and its ease of application.

Document type Article de périodique (Journal article) – Article de recherche
Access type Accès restreint
Publication date 2016
Language Anglais
Journal information "Communications in Statistics: Theory and Methods" - Vol. 45, no. 13, p. 3919-3929 (2016)
Peer reviewed yes
Publisher Taylor & Francis Inc. ((United States) Philadelphia)
issn 0361-0926
e-issn 1532-415X
Publication status Publié
Affiliation UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
Keywords Multivariate Control Chart ; Variable Parameters (VP) ; Genetic Algorithm (GA) ; Adjusted Average Time to Signal (AATS) ; Hotelling
Links
  1. Amin Raid W., Hemasinha Rohan, The switching behavior of charts with variable sampling intervals, 10.1080/03610929308831136
  2. Chen Yan-Kwang, Adaptive sampling enhancement for Hotelling’s T2 charts, 10.1016/j.ejor.2006.03.001
  3. Chen Yan-Kwang, Hsieh Kun-Lin, Hotelling’s T2 charts with variable sample size and control limit, 10.1016/j.ejor.2006.09.046
  4. Chengalur Indushobha N., Arnold Jesse C., Reynolds Marion R., Variable sampling intervals for multiparameter shewhart charts, 10.1080/03610928908830000
  5. Cinlar E., Introduction to Stochastic Process (1975)
  6. Costa Antonio F.B., Vssi charts xharts with sampling at fixed times, 10.1080/03610929808832259
  7. Costa A.F.B., J. Qual. Technol., 31, 408 (1999)
  8. Faraz, A., Parsian, A., Hotelling's T2 control chart with double warning lines. Stat. Pap. (2006)
  9. Faraz Alireza, Moghadam M. B., Hotelling’s T 2 control chart with two adaptive sample sizes, 10.1007/s11135-008-9167-x
  10. Faraz Alireza, Saniga Erwin, A unification and some corrections to Markov chain approaches to develop variable ratio sampling scheme control charts, 10.1007/s00362-009-0288-7
  11. Faraz Alireza, Kazemzadeh R. B., Saniga Erwin, Economic and economic statistical design ofT2control chart with two adaptive sample sizes, 10.1080/00949650903062574
  12. Faraz Alireza, Chalaki Kamyar, Moghadam M. B., On the properties of the hotelling’s T2 control chart with variable sampling intervals, 10.1007/s11135-010-9314-z
  13. Faraz Alireza, Saniga Erwin, Economic statistical design of a T2 control chart with double warning lines, 10.1002/qre.1095
  14. Faraz Alireza, Heuchenne Cédric, Saniga Erwin, Optimal T2Control Chart with a Double Sampling Scheme - An Alternative to the MEWMA Chart : ESD DS T2, 10.1002/qre.1268
  15. Faraz Alireza, Kazemzadeh R. B., Parsian Ahmad, Moghadam M. B., On the advantages of economically designed the Hotelling’s T2 control chart with variable sample sizes and sampling intervals, 10.1007/s11135-010-9325-9
  16. Faraz Alireza, Celano Giovanni, Saniga Erwin, Heuchenne C., Fichera S., The variable parameters T $$^{2}$$ 2 chart with run rules, 10.1007/s00362-013-0537-7
  17. Faraz Alireza, Heuchenne Cédric, Saniga Erwin, Costa Antonio F.B., Double-objective economic statistical design of the VPT2control chart: Wald's identity approach, 10.1080/00949655.2013.784315
  18. Hotelling H., Techniques of Statistical Analysis (1947)
  19. Seif Asghar, Moghadam Mohammad Bameni, Faraz Alireza, Heuchenne Cédric, Statistical Merits and Economic Evaluation of T2 Control Charts with the VSSC Scheme, 10.1007/s13369-011-0124-y
  20. Seif Asghar, Faraz Alireza, Heuchenne Cédric, Saniga Erwin, Moghadam M. B., A modified economic-statistical design of the T2control chart with variable sample sizes and control limits, 10.1080/02664763.2011.559205
  21. Torng Chau-Chen, Lee Pei-Hsi, The Performance of Double Sampling Control Charts Under Non Normality, 10.1080/03610910802571188
  22. Torabian M., Arab. J. Sci. Eng., 35, 251 (2010)
  23. Lin Yu-Chang, The Variable Parameters Control Charts for Monitoring Autocorrelated Processes, 10.1080/03610910802645339
Bibliographic reference Seif, Asghar ; Faraz, Alireza ; Heuchenne, Cédric ; Saniga, Erwin. A Statistically adaptive sampling policy to the Hotelling's T^{2} Control Chart: Markov Chain Approach. In: Communications in Statistics: Theory and Methods, Vol. 45, no. 13, p. 3919-3929 (2016)
Permanent URL http://hdl.handle.net/2078.1/142823