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Should observations be grouped for effective monitoring of multivariate process variability?
Author(s) -
Ajadi Jimoh Olawale,
Zwetsloot Inez Maria
Publication year - 2020
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.2612
Subject(s) - multivariate statistics , control chart , statistics , chart , ewma chart , statistical process control , multivariate analysis , computer science , data mining , process (computing) , mathematics , operating system
A multivariate dispersion control chart monitors changes in the process variability of multiple correlated quality characteristics. In this article, we investigate and compare the performance of charts designed to monitor variability on the basis of individual and grouped multivariate observations. We compare one of the most well‐known methods for monitoring individual observations—a multivariate exponentially weighted mean squared deviation (MEWMS) chart—with various charts based on grouped observations. In addition, we compare charts based on monitoring with overlapping and nonoverlapping subgroups. We recommend using charts based on overlapping subgroups when monitoring with subgroup data. The effect of subgroup size is also investigated. Steady‐state average time to signal is used as the performance measure. We show that monitoring methods based on individual observations are the quickest in detecting sustained shifts in the process variability. We use a simulation study to obtain our results and illustrated these with a case study.

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