期刊
INDUSTRIAL ENGINEERING AND MANAGEMENT SYSTEMS
卷 11, 期 4, 页码 385-389出版社
KOREAN INST INDUSTRIAL ENGINEERS
DOI: 10.7232/iems.2012.11.4.385
关键词
Average Run Length; False Discovery Rate; Multivariate Shewhart Control Chart; p-Value
资金
- National Research Foundation of Korea
- Ministry of Education, Science and Technology [2012-0001665]
With the development of computer storage and the rapidly growing ability to process large amounts of data, the multivariate control charts have received an increasing attention. The existing univariate and multi-variate control charts are a single hypothesis testing approach to process mean or variance by using a single statistic plot. This paper proposes a multiple hypothesis approach to developing a new multivariate control scheme. Plotted Hotelling's T-2 statistics are used for computing the corresponding p-values and the procedure for controlling the false discovery rate in multiple hypothesis testing is applied to the proposed control scheme. Some numerical simulations were carried out to compare the performance of the proposed control scheme with the ordinary multivariate Shewhart chart in terms of the average run length. The results show that the proposed control scheme outperforms the existing multivariate Shewhart chart for all mean shifts
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