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Residual-based maximum MCUSUM control chart for joint monitoring the mean and variability of multivariate autocorrelated processes

Hidayatul Khusna, Hidayatul Khusna and Mashuri, Muhammad and Suhartono, Suhartono and Prastyo, Dedy Dwi and Lee, Muhammad Hisyam and Muhammad Ahsan, Muhammad Ahsan (2019) Residual-based maximum MCUSUM control chart for joint monitoring the mean and variability of multivariate autocorrelated processes. Production & Manufacturing Research An Open Access Journal, 7 (1). pp. 364-394. ISSN 2169-3277

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Official URL: http://dx.doi.org/10.1080/21693277.2019.1622471

Abstract

Maximum multivariate cumulative sum (Max-MCUSUM) is one of the single control charts proposed for joint monitoring the mean and variability of independent observation. Since many applications yield time series data, it is important to develop Max-MCUSUM control chart for monitoring multivariate autocorrelated processes. In this paper, we propose a Max-MCUSUM control chart based on the residual of multioutput least square support vector regression (MLS-SVR). The optimal parameters of MLS-SVR model are calculated using historical in-control data and the control limit of the proposed chart is estimated using the bootstrap approach. The average run lengths of MLS-SVR-based Max-MCUSUM chart verify that the proposed chart is more sensitive to detect mean vector shift than to detect a covariance matrix shift. The illustrative examples of the proposed control chart are also provided for both simulation and real data.

Item Type:Article
Uncontrolled Keywords:Autocorrelated, bootstrap
Subjects:T Technology > TP Chemical technology
Divisions:Chemical and Energy Engineering
ID Code:87580
Deposited By: Widya Wahid
Deposited On:30 Nov 2020 17:04
Last Modified:30 Nov 2020 17:04

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