A Multivariate Statistical Process Control Model Based on CRITIC Entropy Method and EWMA
DOI: 10.23977/acss.2023.071104 | Downloads: 10 | Views: 262
Author(s)
Ziyang Pan 1, Xinyu Huang 2
Affiliation(s)
1 School of Statistics and Mathematics, Central University of Finance and Economics, Beijing, 102206, China
2 School of Mathematics and Statistics, Northeastern University at Qinhuangdao, Qinhuangdao, 066004, China
Corresponding Author
Ziyang PanABSTRACT
Statistical process control is a technique to monitor product or service quality timely that ensure stability. It promotes quality assurance, resource optimization, and is crucial to informed decision-making. Given the diversification of quality indicators, this paper introduces a multivariate EWMA control chart model based on the CRITIC and entropy weighting method. This model allows lack of knowledge of variable distributions and considers variable correlations, which demonstrates strong sensitivity to slight drifts in mean and volatility, even with a non-diagonal covariance matrix. Simulation experiments confirm its ability to identify process changes and their types by manipulating the mean vector and covariance matrix in five controlled experiments.
KEYWORDS
Multivariate Statistical Process Control, CRITIC, Entropy Method, EWMA Control ChartCITE THIS PAPER
Ziyang Pan, Xinyu Huang, A Multivariate Statistical Process Control Model Based on CRITIC Entropy Method and EWMA. Advances in Computer, Signals and Systems (2023) Vol. 7: 20-26. DOI: http://dx.doi.org/10.23977/acss.2023.071104.
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