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| Field |
Value |
| Title: | On the Hotelling T2 control chart for the vector autoregressive process |
| Authors: | Cheng, Tsung-Chi;Hsieh, P.-H.;Yang, Su-Fen
鄭宗記;楊素芬 |
| Contributors: | 統計系 |
| Keywords: | Auto regressive process; Control charts; Correlated observations; Hotelling's T; Hotelling's T<sup>2</sup> statistic; Model parameters; Monte Carlo approach; Multivariate monitoring; Phase I; Phase II; Sample sizes; Statistical quality control; Vector autoregressive model; Flowcharting; Sampling; Value engineering; Process control |
| Date: | 2011-09 |
| Issue Date: | 2015-10-08 17:51:04 (UTC+8) |
| 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 T 2 statistics under various sample sizes is recommended. © 2011 IEEE. |
| Relation: | 2011 IEEE International Conference on Quality and Reliability, ICQR 2011, 論文編號 6031725, 278-282 |
| Data Type: | conference |
| DOI: | http://dx.doi.org/10.1109/ICQR.2011.6031725 |
| DCField |
Value |
Language |
| dc.contributor (Contributor) | 統計系 | |
| dc.creator (Authors) | Cheng, Tsung-Chi;Hsieh, P.-H.;Yang, Su-Fen | |
| dc.creator (Authors) | 鄭宗記;楊素芬 | zh_TW |
| dc.date (Date) | 2011-09 | |
| dc.date.accessioned | 2015-10-08 17:51:04 (UTC+8) | - |
| dc.date.available | 2015-10-08 17:51:04 (UTC+8) | - |
| dc.date.issued (Issue Date) | 2015-10-08 17:51:04 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/78912 | - |
| dc.description.abstract (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 T 2 statistics under various sample sizes is recommended. © 2011 IEEE. | |
| dc.format.extent | 176 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (Relation) | 2011 IEEE International Conference on Quality and Reliability, ICQR 2011, 論文編號 6031725, 278-282 | |
| dc.subject (Keywords) | Auto regressive process; Control charts; Correlated observations; Hotelling's T; Hotelling's T<sup>2</sup> statistic; Model parameters; Monte Carlo approach; Multivariate monitoring; Phase I; Phase II; Sample sizes; Statistical quality control; Vector autoregressive model; Flowcharting; Sampling; Value engineering; Process control | |
| dc.title (Title) | On the Hotelling T2 control chart for the vector autoregressive process | |
| dc.type (Data Type) | conference | en |
| dc.identifier.doi (DOI) | 10.1109/ICQR.2011.6031725 | |
| dc.doi.uri | http://dx.doi.org/10.1109/ICQR.2011.6031725 | |
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