Título: | CONTROL CHARTS ON TRANSFORMED VARIABLES FOR MONITORING MULTIVARIATE PROCESS | ||||||||||||
Autor: |
PAULO HENRIQUE COELHO MARANHAO |
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Colaborador(es): |
EUGENIO KAHN EPPRECHT - Orientador |
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Catalogação: | 15/AGO/2013 | Língua(s): | PORTUGUESE - BRAZIL |
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Tipo: | TEXT | Subtipo: | THESIS | ||||||||||
Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
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Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=21881&idi=1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=21881&idi=2 |
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DOI: | https://doi.org/10.17771/PUCRio.acad.21881 | ||||||||||||
Resumo: | |||||||||||||
Most of the works that propose schemes of Multivariate Statistical Process
Control (MSPC) and that analyze the performance of these schemes consider
changes in the observed variables. Previous authors have shown that when the
shifts in the mean vector of a multivariate process typically occur in predictable
directions, the most effective statistics for process monitoring are the values of the
projections of the vector of observations (or of the sample average vector) in each
of these directions. This paper proposes a method for the monitoring of
multivariate processes in which changes in the process parameters are due to
special causes that affect non-observable variables and occur in (orthogonal)
known directions, and compares its performance with that of Shewharts charts on
the observed variables, on the principal components, and with that of T2 charts on
the vector of observed variables. In addition, it is proposed a supplementary
scheme of monitoring to detect changes in new directions outside of the
hyperplane formed by known directions. Results obtained by simulation show that
the proposed scheme, consisting of control charts on the transformed variables
(projections of the vector of observed variables on the known directions), has
better performance in most of the cases analyzed. The analysis of performance is
done assuming shifts in the mean of the known directions (since these are the
known changes associated to special causes) and/or increases of the variance in
these same directions. The comparisons are based on the in-control and out-of-control
probabilities of signal.
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