Phase II monitoring of multivariate profiles with estimated parameters and optimal phase I subgroups

Ahmadi Yazdi         A. | Zeinal Hamadani         A. | Karimi Gavareshki         M.H. | Amirhossein Amiri

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URL :   http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=116710
Date :  2019/07/29
Publish in :    Communications in Statistics Part B: Simulation and Computation
DOI :  https://doi.org/10.1080/03610918.2019.1615626
Link :  http://dx.doi.org/10.1080/03610918.2019.1615626
Keywords :optimal

Abstract :

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In this paper, we investigate the effect of parameter estimation from in-control Phase I samples on the in-control and out-of-control performance of the four Phase II control charts used for monitoring multivariate multiple linear profiles. These methods are evaluated in terms of out-of-control performance using corrected limits. The monitoring approaches investigated are then compared using the statistical properties of the ARL distribution. Furthermore, two optimization models are proposed for finding the optimum number of Phase I samples needed to achieve proper parameter estimations of desired accuracy and solved by using a novel hybrid simulation algorithm named HBSO.