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An EWMA control chart for the multivariate coefficient of variation

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An EWMA control chart for the multivariate coefficient of variation

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dc.contributor.author Giner-Bosch, Vicent es_ES
dc.contributor.author Tran, Kim Phuc es_ES
dc.contributor.author Castagliola, Philippe es_ES
dc.contributor.author Khoo, Michael Boon Chong es_ES
dc.date.accessioned 2021-02-02T04:32:53Z
dc.date.available 2021-02-02T04:32:53Z
dc.date.issued 2019-10 es_ES
dc.identifier.issn 0748-8017 es_ES
dc.identifier.uri http://hdl.handle.net/10251/160433
dc.description This is the peer reviewed version of the following article: Giner-Bosch, V, Tran, KP, Castagliola, P, Khoo, MBC. An EWMA control chart for the multivariate coefficient of variation. Qual Reliab Engng Int. 2019; 35: 1515-1541, which has been published in final form at https://doi.org/10.1002/qre.2459. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving. es_ES
dc.description.abstract [EN] Monitoring the multivariate coefficient of variation over time is a natural choice when the focus is on stabilising the relative variability of a multivariate process, as is the case in a significant number of real situations in engineering, health sciences, and finance, to name but a few areas. However, not many tools are available to practitioners with this aim. This paper introduces a new control chart to monitor the multivariate coefficient of variation through an exponentially weighted moving average (EWMA) scheme. Concrete methodologies to calculate the limits and evaluate the performance of the chart proposed and determine the optimal values of the chart's parameters are derived based on a theoretical study of the statistic being monitored. Computational experiments reveal that our proposal clearly outperforms existing alternatives, in terms of the average run length to detect an out-of-control state. A numerical example is included to show the efficiency of our chart when operating in practice. es_ES
dc.description.sponsorship Generalitat Valenciana, Grant/Award Number: BEST/2017/033 and GV/2016/004; Ministerio de Economia y Competitividad, Grant/Award Number: MTM2013-45381-P es_ES
dc.language Inglés es_ES
dc.publisher John Wiley & Sons es_ES
dc.relation.ispartof Quality and Reliability Engineering International es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Average run length es_ES
dc.subject Doubly noncentral F distribution es_ES
dc.subject EWMA es_ES
dc.subject Multivariate coefficient of variation es_ES
dc.subject Nelder-Mead method es_ES
dc.subject Trimmed mean es_ES
dc.subject.classification ESTADISTICA E INVESTIGACION OPERATIVA es_ES
dc.title An EWMA control chart for the multivariate coefficient of variation es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1002/qre.2459 es_ES
dc.relation.projectID info:eu-repo/grantAgreement/GVA//BEST%2F2017%2F033/ es_ES
dc.relation.projectID info:eu-repo/grantAgreement/MINECO//MTM2013-45381-P/ES/DIFERENCIAS DE LONGEVIDAD EN LA UNION EUROPEA: APLICACION DE NUEVOS METODOS PARA SU EVALUACION Y ANALISIS/ es_ES
dc.relation.projectID info:eu-repo/grantAgreement/GVA//GV%2F2016%2F004/ es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Estadística e Investigación Operativa Aplicadas y Calidad - Departament d'Estadística i Investigació Operativa Aplicades i Qualitat es_ES
dc.description.bibliographicCitation Giner-Bosch, V.; Tran, KP.; Castagliola, P.; Khoo, MBC. (2019). An EWMA control chart for the multivariate coefficient of variation. Quality and Reliability Engineering International. 35(6):1515-1541. https://doi.org/10.1002/qre.2459 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion https://doi.org/10.1002/qre.2459 es_ES
dc.description.upvformatpinicio 1515 es_ES
dc.description.upvformatpfin 1541 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 35 es_ES
dc.description.issue 6 es_ES
dc.relation.pasarela S\391058 es_ES
dc.contributor.funder Generalitat Valenciana es_ES
dc.contributor.funder Ministerio de Economía y Competitividad es_ES
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