Title :
On the Hotelling T2 control chart for the vector autoregressive process
Author :
Cheng, Tsung-Chieh ; Hsieh, Ping-Hsuan ; Yang, Sheng-Fu
Author_Institution :
Dept. of Stat., Nat. Chengchi Univ., Taipei, Taiwan
Abstract :
A vector autoregressive (VAR) model has become a popular multivariate monitoring technique for serially correlated observations often observed in practice. In this article, we examine, via a Monte Carlo approach, the effect of a shift in the model parameter and the sample size in both Phase I and Phase II schemes on control chart statistics, namely, different versions of Hotelling´s T2 when a VAR model is employed. The effects are reported and specific T2 statistics under various sample sizes is recommended.
Keywords :
Monte Carlo methods; autoregressive processes; control charts; hotel industry; Monte Carlo approach; VAR model; control chart statistics; hotelling T2 control chart; multivariate monitoring technique; vector autoregressive process; Aerospace electronics; Control charts; Covariance matrix; Monitoring; Monte Carlo methods; Process control; Reactive power; Hotelling´s T2 statistic; statistical quality control; vector autoregressive process;
Conference_Titel :
Quality and Reliability (ICQR), 2011 IEEE International Conference on
Conference_Location :
Bangkok
Print_ISBN :
978-1-4577-0626-4
DOI :
10.1109/ICQR.2011.6031725
