On the Monitoring Complex Multivariate Processes

Authors

  • Angelina Rajda-Tasior University of Economics in Katowice, Faculty of Management
  • Grzegorz Kończak

DOI:

https://doi.org/10.18778/0208-6018.322.04

Keywords:

multivariate processes, process monitoring, permutation tests, Monte Carlo study

Abstract

This article presents a proposal of the method of monitoring complex multidimensional processes. The problem relates to monitoring the quality of production with some attribute variables when the production is performed by some operators. To describe the quality status we used the matrix in which elements are the numbers of defective units.
The proposed method uses permutation tests. The "out-of-order" signal is obtained by comparing the matrix in period t to the matrix from stable process. The test statistic used in permutation test is based on a function of distance between matrices. The properties of the proposed method have been described using computer simulation.

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References

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Published

2016-12-08

Issue

Section

Statistics and econometrics

How to Cite

Rajda-Tasior, Angelina, and Grzegorz Kończak. 2016. “On the Monitoring Complex Multivariate Processes”. Acta Universitatis Lodziensis. Folia Oeconomica 3 (322): [27]-36. https://doi.org/10.18778/0208-6018.322.04.