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An adaptive max-type multivariate control chart by considering measurement errors and autocorrelation
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.ORCID iD: 0000-0002-5618-887x
2023 (English)In: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 93, no 16, p. 2956-2981Article in journal (Refereed) Published
Abstract [en]

The combined effect of two real-world-occurring phenomena: ‘measurement errors’ and ‘autocorrelation between observations’ has rarely been investigated. In this paper, it will be investigated for the first time on ‘adaptive’ and/or ’simultaneous monitoring’ charts and also for the first time by using the multivariate linearly covariate measurement errors and VARMA (vector mixed autoregressive and moving average) autocorrelation models, and Markov chains-based performance measures. In addition, this paper for the first time proposes a skip-sampling strategy in an ARMA/VARMA model for alleviating the autocorrelation effect. To do so, we add the above-mentioned measurement errors and autocorrelation models to a recently developed adaptive max-type chart. Then, we develop a Markov chain model to compute the performance measures. After that, extensive numerical analyses will be performed to investigate their combined effect as well as some methods to alleviate their negative effects. Finally, an illustrative example involving a real industrial case will be presented.

Place, publisher, year, edition, pages
Taylor & Francis, 2023. Vol. 93, no 16, p. 2956-2981
Keywords [en]
Multivariate control charts, adaptive control charts, max-type control charts, measurement errors, autocorrelation, Markov chains
National Category
Probability Theory and Statistics Reliability and Maintenance
Identifiers
URN: urn:nbn:se:umu:diva-209050DOI: 10.1080/00949655.2023.2214830ISI: 001000790300001Scopus ID: 2-s2.0-85161574037OAI: oai:DiVA.org:umu-209050DiVA, id: diva2:1762699
Available from: 2023-06-05 Created: 2023-06-05 Last updated: 2023-12-19Bibliographically approved

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Sabahno, Hamed

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