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【應數系演講-100/05/06】New Control Charting Schemes for Dispersion Monitoring of Multivariate Processes
國立東華大學應用數學系
專 題 演 講
主講人：顏家鈴博士
國立清華大學統計學研究所博士後研究
講 題：New Control Charting Schemes for Dispersion Monitoring of Multivariate Processes
時 間：100年5月6日(星期五)15:10-16:40
摘 要
For signaling alarms sooner when the dispersion of a multivariate process is “increased” (or “decreased”), new multivariate control charting schemes for Phase II process monitoring are proposed. The proposed charts are constructed based on the two one-sided likelihood ratio tests (LRT) for testing the hypothesis that the covariance matrix of the quality characteristic vector of the cur-rent process, , is “larger” (or “smaller”) than that of the in-control process, . is “larger” (“smaller”)than here means is positive semi-definite and . Assuming is known, the LRT statistics are derived and then used to construct the control charts. Further-more, we also propose a combined charting scheme, which combines these two one-sided charts for detecting either dispersion increases or decreases. Simulation studies show that the proposed one-sided control charting schemes indeed outperform the existing two-sided-test-based control charts under comparison in terms of the average run length. The applicability and effectiveness of the proposed control chart are demonstrated through two real-life examples.
上列演講地點於理學院A324會議室舉行
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