An Adaptive EWMA Control Chart Based on Principal Component Method to Monitor Process Mean Vector
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Ou, Yanjing & Wu, Zhang & Goh, Thong Ngee, 2011. "A new SPRT chart for monitoring process mean and variance," International Journal of Production Economics, Elsevier, vol. 132(2), pages 303-314, August.
- Jimoh Olawale Ajadi & Muhammad Riaz, 2017. "Mixed multivariate EWMA-CUSUM control charts for an improved process monitoring," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(14), pages 6980-6993, July.
- Luo, Yunzhao & Li, Zhonghua & Wang, Zhaojun, 2009. "Adaptive CUSUM control chart with variable sampling intervals," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2693-2701, May.
- Zhang Wu & Jianxin Jiao & Mei Yang & Ying Liu & Zhaojun Wang, 2009. "An enhanced adaptive CUSUM control chart," IISE Transactions, Taylor & Francis Journals, vol. 41(7), pages 642-653.
- Yacine Aït-Sahalia & Dacheng Xiu, 2019.
"Principal Component Analysis of High-Frequency Data,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(525), pages 287-303, January.
- Yacine Aït-Sahalia & Dacheng Xiu, 2015. "Principal Component Analysis of High Frequency Data," NBER Working Papers 21584, National Bureau of Economic Research, Inc.
- Petros E. Maravelakis, 2012. "Measurement error effect on the CUSUM control chart," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(2), pages 323-336, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Wei Yang & Xueting Ji & Hongxing Cai & Jiujun Zhang, 2025. "Cumulative Sum Schemes for Monitoring the Ratio of Two Correlated Normal Variables in Short Production Runs with Fixed and Variable Sampling Interval Strategies: Application in Wheat Seed Processing," Mathematics, MDPI, vol. 13(4), pages 1-29, February.
- Lim, S.L. & Khoo, Michael B.C. & Teoh, W.L. & Xie, M., 2015. "Optimal designs of the variable sample size and sampling interval X¯ chart when process parameters are estimated," International Journal of Production Economics, Elsevier, vol. 166(C), pages 20-35.
- Nasir Abbas & Muhammad Riaz & Shabbir Ahmad & Muhammad Abid & Babar Zaman, 2020. "On the Efficient Monitoring of Multivariate Processes with Unknown Parameters," Mathematics, MDPI, vol. 8(5), pages 1-32, May.
- Ahmad, Shabbir & Riaz, Muhammad & Abbasi, Saddam Akber & Lin, Zhengyan, 2013. "On monitoring process variability under double sampling scheme," International Journal of Production Economics, Elsevier, vol. 142(2), pages 388-400.
- Zhou, Qin & Luo, Yunzhao & Wang, Zhaojun, 2010. "A control chart based on likelihood ratio test for detecting patterned mean and variance shifts," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1634-1645, June.
- Imad Khan & Muhammad Noor-ul-Amin & Dost Muhammad Khan & Salman A. AlQahtani & Mostafa Dahshan & Umair Khalil, 2023. "Monitoring of Location Parameters with a Measurement Error under the Bayesian Approach Using Ranked-Based Sampling Designs with Applications in Industrial Engineering," Sustainability, MDPI, vol. 15(8), pages 1-18, April.
- Bu, R. & Li, D. & Linton, O. & Wang, H., 2022.
"Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data,"
Cambridge Working Papers in Economics
2218, Faculty of Economics, University of Cambridge.
- Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang, 2023. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Papers 2307.01348, arXiv.org.
- Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang, 2022. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Working Papers 202212, University of Liverpool, Department of Economics.
- Bu, R. & Li, D. & Linton, O. & Wang, H., 2022. "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Janeway Institute Working Papers 2208, Faculty of Economics, University of Cambridge.
- Chakraborty Ashit B. & Khurshid Anwer, 2013. "Measurement Error Effect on the Power of Control Chart for the Ratio of Two Poisson Distributions," Stochastics and Quality Control, De Gruyter, vol. 28(1), pages 15-21, October.
- Guanfu Liu & Xiaolong Pu & Lei Wang & Dongdong Xiang, 2015. "CUSUM chart for detecting range shifts when monotonicity of likelihood ratio is invalid," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1635-1644, August.
- Cheng, Mingmian & Liao, Yuan & Yang, Xiye, 2023. "Uniform predictive inference for factor models with instrumental and idiosyncratic betas," Journal of Econometrics, Elsevier, vol. 237(2).
- Aït-Sahalia, Yacine & Kalnina, Ilze & Xiu, Dacheng, 2020. "High-frequency factor models and regressions," Journal of Econometrics, Elsevier, vol. 216(1), pages 86-105.
- Bollerslev, Tim & Patton, Andrew J. & Zhang, Haozhe, 2022. "Equity clusters through the lens of realized semicorrelations," Economics Letters, Elsevier, vol. 211(C).
- Li, Jia & Todorov, Viktor & Tauchen, George, 2016. "Inference theory for volatility functional dependencies," Journal of Econometrics, Elsevier, vol. 193(1), pages 17-34.
- Donggyu Kim & Minseok Shin, 2024. "Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure," Working Papers 202418, University of California at Riverside, Department of Economics.
- Wu, Zhang & Yang, Mei & Khoo, Michael B.C. & Castagliola, Philippe, 2011. "What are the best sample sizes for the Xbar and CUSUM charts?," International Journal of Production Economics, Elsevier, vol. 131(2), pages 650-662, June.
- Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021. "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 46-61.
- Barbara Guardabascio & Federico Brogi & Federico Benassi, 2024. "Measuring human mobility in times of trouble: an investigation of the mobility of European populations during COVID-19 using big data," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(6), pages 5181-5199, December.
- Ou, Yanjing & Wu, Zhang & Goh, Thong Ngee, 2011. "A new SPRT chart for monitoring process mean and variance," International Journal of Production Economics, Elsevier, vol. 132(2), pages 303-314, August.
- Zhang, Min & Nie, Guohua & He, Zhen, 2014. "Performance of cumulative count of conforming chart of variable sampling intervals with estimated control limits," International Journal of Production Economics, Elsevier, vol. 150(C), pages 114-124.
- Donggyu Kim & Minseok Shin, 2024. "Robust High-Dimensional Time-Varying Coefficient Estimation," Working Papers 202417, University of California at Riverside, Department of Economics.
More about this item
Keywords
average run length; control charts; Monte Carlo simulation; multivariate CUSUM; principal component;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:12:p:2025-:d:836640. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.