• DocumentCode
    3472965
  • 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
  • fYear
    2011
  • fDate
    14-17 Sept. 2011
  • Firstpage
    278
  • Lastpage
    282
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Quality and Reliability (ICQR), 2011 IEEE International Conference on
  • Conference_Location
    Bangkok
  • Print_ISBN
    978-1-4577-0626-4
  • Type

    conf

  • DOI
    10.1109/ICQR.2011.6031725
  • Filename
    6031725
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3472965