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AuthorAdegoke N.A.
AuthorSmith A.N.H.
AuthorAnderson M.J.
AuthorAbbasi S.A.
AuthorPawley M.D.M.
Available date2020-01-01T10:25:01Z
Publication Date2018
Publication NameComputers and Industrial Engineering
ResourceScopus
ISSN0360-8352
URIhttp://dx.doi.org/10.1016/j.cie.2018.02.008
URIhttp://hdl.handle.net/10576/12431
AbstractMultivariate cumulative sum control charts require knowledge of the in-control process covariance parameters. Here, we show that the performance of the multivariate cumulative sum control charts for individual-observation monitoring is affected by the estimation of parameters unless the Phase I sample size is large. When only a small Phase I sample size is available, we propose the use of a shrinkage estimate. The average run length performance of multivariate cumulative sum control charts obtained using the shrinkage estimate is superior to the other methods examined in this study. The improved performance of the control charts using the shrinkage estimate is also demonstrated via an illustrative case study of Bimetal data, in which measurements of four properties of bimetal brass and steel thermostats are monitored, and a shift in the multivariate centroid is detected earlier using the shrinkage-based method. - 2018 Elsevier Ltd
Languageen
PublisherElsevier Ltd
SubjectControl chart
Estimation effect
in-control performance
Multivariate cumulative sum control charts
Shrinkage covariance estimate
TitleShrinkage estimates of covariance matrices to improve the performance of multivariate cumulative sum control charts
TypeArticle
Pagination207-216
Volume Number117
dc.accessType Abstract Only


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