Published
2008-01-01
CARTA EWMA CON VARIANZA EFECTIVA PARA MONITOREAR VARIABILIDAD EN PROCESOS DE CONTROL DE CALIDAD MULTIVARIADOS
EWMA CHART BASED ON THE EFFECTIVE VARIANCE FOR MONITORING THE VARIABILITY OF MULTIVARIATE QUALITY CONTROL PROCESS
Keywords:
varianza efectiva, carta EWMA, varianza generalizada, variabilidad global, procesos multivariados (es)Efective variance, EWMA charts, Generalized variance, Overall variability, Multivariate processes (en)
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Cuando se tiene interés en monitorear pequeños cambios en la variabilidad (o en la media) de un proceso, las cartas tipo EWMA han mostrado ser muy eficientes. Estas cartas, en el caso multivariado, tradicionalmente han utilizado la varianza generalizada como medida global de variabilidad, definida como el determinante de la matriz de varianzas y covarianzas. Peña & Rodríguez (2003) propusieron una medida global de variabilidad, llamada varianza efectiva, definida para p variables como la raíz p-ésima de la varianza generalizada, la cual, en algunos escenarios del análisis multivariado, ofrece algunas ventajas sobre la varianza generalizada. En este artículo se construye una carta EWMA utilizando la varianza efectiva.
When it is of interest monitoring small changes in the variability (and/or the mean) of a process, the EWMA control charts have shown to be very efficient. These charts, usually use the generalized variance as a measure of global variability, defined as the determinant of the variance covariance matrix. Peña & Rodríguez (2003) proposed a measure of overall variability, called effective variance, defined to p variates as the pth root of the generalized variance, which, in some scenarios of multivariate analysis, offers some advantages over the generalized variance. In this paper an EWMA control chart is constructed by using the effective variance.
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How to Cite
Morales, V. H., & Vargas, J. A. (2008). EWMA CHART BASED ON THE EFFECTIVE VARIANCE FOR MONITORING THE VARIABILITY OF MULTIVARIATE QUALITY CONTROL PROCESS. Revista Colombiana De Estadística, 31(1), 131-143. https://revistas.unal.edu.co/index.php/estad/article/view/29608
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