Academic Journal
An EWMA control chart for the multivariate coefficient of variation
| العنوان: | An EWMA control chart for the multivariate coefficient of variation |
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| المؤلفون: | Giner-Bosch, Vicent, Tran, Kim Phuc, Castagliola, Philippe, Khoo, Michael Boon Chong |
| المساهمون: | Universitat Politècnica de València. Departamento de Estadística e Investigación Operativa Aplicadas y Calidad - Departament d'Estadística i Investigació Operativa Aplicades i Qualitat, Generalitat Valenciana, Ministerio de Economía y Competitividad |
| بيانات النشر: | John Wiley & Sons |
| سنة النشر: | 2019 |
| المجموعة: | Universitat Politécnica de Valencia: RiuNet / Politechnical University of Valencia |
| مصطلحات موضوعية: | Average run length, Doubly noncentral F distribution, EWMA, Multivariate coefficient of variation, Nelder-Mead method, Trimmed mean, ESTADISTICA E INVESTIGACION OPERATIVA |
| الوصف: | This is the peer reviewed version of the following article: Giner-Bosch, V, Tran, KP, Castagliola, P, Khoo, MBC. An EWMA control chart for the multivariate coefficient of variation. Qual Reliab Engng Int. 2019; 35: 1515-1541, which has been published in final form at https://doi.org/10.1002/qre.2459. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving. ; [EN] Monitoring the multivariate coefficient of variation over time is a natural choice when the focus is on stabilising the relative variability of a multivariate process, as is the case in a significant number of real situations in engineering, health sciences, and finance, to name but a few areas. However, not many tools are available to practitioners with this aim. This paper introduces a new control chart to monitor the multivariate coefficient of variation through an exponentially weighted moving average (EWMA) scheme. Concrete methodologies to calculate the limits and evaluate the performance of the chart proposed and determine the optimal values of the chart's parameters are derived based on a theoretical study of the statistic being monitored. Computational experiments reveal that our proposal clearly outperforms existing alternatives, in terms of the average run length to detect an out-of-control state. A numerical example is included to show the efficiency of our chart when operating in practice. ; Generalitat Valenciana, Grant/Award Number: BEST/2017/033 and GV/2016/004; Ministerio de Economia y Competitividad, Grant/Award Number: MTM2013-45381-P ; Giner-Bosch, V.; Tran, KP.; Castagliola, P.; Khoo, MBC. (2019). An EWMA control chart for the multivariate coefficient of variation. Quality and Reliability Engineering International. 35(6):1515-1541. https://doi.org/10.1002/qre.2459 ; S ; 1515 ; 1541 ; 35 ; 6 ; Kang, C. W., Lee, M. S., Seong, Y. J., & Hawkins, D. M. (2007). A Control Chart for the Coefficient of Variation. Journal of Quality Technology, 39(2), 151-158. ... |
| نوع الوثيقة: | article in journal/newspaper |
| اللغة: | English |
| تدمد: | 0748-8017 |
| Relation: | Quality and Reliability Engineering International; info:eu-repo/grantAgreement/GVA//BEST%2F2017%2F033/; info:eu-repo/grantAgreement/MINECO//MTM2013-45381-P/ES/DIFERENCIAS DE LONGEVIDAD EN LA UNION EUROPEA: APLICACION DE NUEVOS METODOS PARA SU EVALUACION Y ANALISIS/; info:eu-repo/grantAgreement/GVA//GV%2F2016%2F004/; https://doi.org/10.1002/qre.2459; urn:issn:0748-8017; http://hdl.handle.net/10251/160433 |
| DOI: | 10.1002/qre.2459 |
| الاتاحة: | http://hdl.handle.net/10251/160433 https://doi.org/10.1002/qre.2459 |
| Rights: | http://rightsstatements.org/vocab/InC/1.0/ ; info:eu-repo/semantics/openAccess |
| رقم الانضمام: | edsbas.9806B78B |
| قاعدة البيانات: | BASE |
| تدمد: | 07488017 |
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| DOI: | 10.1002/qre.2459 |