• Journal of the Korea Safety Management & Science
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• v.13 no.4
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• pp.225-235
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• 2011

Autoregressed Controller, which have trend algorithm, seeks to minimize variability by transferring the output variable to the related process input variable, while multivariate process control techniques seek to reduce variability by detecting and eliminating assignable causes of variation. In the case of process control, a very reasonable objective is to try to minimize the variance of the output deviations from the target or set point. We also investigate algorithm with relevant Shewhart chart, Theoretical control charts, precontrol and process capability. To help the people who want to make the theoretical system, we compare the main techniques in "a study on the relation between multivariate process control techniques and trend algorithms".

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.715-723
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• 1997

Multivariate control statistics to simultaneously monitor both means and variances for several quality variables under multivariate normal process are proposed. Performances of the proposed multivariate charts are evaluated in terms of average run length(ARL). Multivariate Shewhart chart is also proposed to compare the performances of multivariate exponentially weighted moving average(EWMA) charts. A numerical comparison shows that multivariate EWMA charts are more efficient than multivariate Shewhart chart for small and moderate shifts and multivariate EWMA scheme based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

• Journal of Korean Society for Quality Management
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• v.39 no.2
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• pp.234-243
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• 2011

Multivariate control charts are widely used to monitor the performance of a multivariate process over time to maintain control of the process. Although existing multivariate control charts provide control limits to monitor the process and detect any extraordinary events, it is a challenge to identify the causes of an out-of-control alarm when the number of process variables is large. Several fault identification methods have been developed to address this issue. However, these methods require a normality assumption of the process data. In the present study, we propose a bootstrapped-based $T^2$ decomposition technique that does not require any distributional assumption. A simulation study was conducted to examine the properties of the proposed fault identification method under various scenarios and compare it with the existing parametric $T^2$ decomposition method. The simulation results showed that the proposed method produced better results than the existing one, especially in nonnormal situations.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1275-1283
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• 2013

This paper considers the multivariate integrated process control procedure for detecting special causes in a multivariate IMA(1, 1) process. When the multivariate control chart signals, the special cause will be detected and eliminated from the process. However, when the elimination of the special cause costs high or is not practically possible, an alternative action is to readjust the process with approximately modified adjustment scheme. In this paper, we estimate parameters in the readjustment procedure after having a true signal in the multivariate integrated process control.

• Journal of Korean Institute of Industrial Engineers
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• v.29 no.2
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• pp.114-125
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• 2003

This paper proposes multivariate process capability indices (PCIs) for skewed populations using $T^2$rand modified process region approaches. The proposed methods are based on the multivariate version of a weighted standard deviation method which adjusts the variance-covariance matrix of quality characteristics and approximates the probability density function using several multivariate Journal distributions with the adjusted variance-covariance matrix. Performance of the proposed PCIs is investigated using Monte Carlo simulation, and finite sample properties of the estimators are studied by means of relative bias and mean square error.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.223-232
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• 1999

Multivariate quality control charts with combine-accumulate approach and accumulate-combine apprach for monitoring both means and variances under multivariate normal process are investigated. Numerical performances of the charts show that multivariate EWMA chart with accumulate-combine approach can be recommended for all kinds of shift in means and variances.

• Journal of the Korean Mathematical Society
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• v.39 no.1
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• pp.119-126
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• 2002

For a stationary multivariate linear process of the form X$_{t}$ = (equation omitted), where {Z$_{t}$ : t = 0$\pm$1$\pm$2ㆍㆍㆍ} is a sequence of stationary linearly positive quadrant dependent m-dimensional random vectors with E(Z$_{t}$) = O and E∥Z$_{t}$∥ $^2$< $\infty$, we prove a central limit theorem.theorem.

• Journal of the Korean Statistical Society
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• v.32 no.1
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• pp.11-20
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• 2003

Let｛Ｘt｝be an m-dimensional linear process of the form (equation omitted), where｛Zt｝is a sequence of stationary m-dimensional weakly associated random vectors with EZt = O and E∥Zt∥$^2$＜$\infty$. We Prove central limit theorems for multivariate linear processes generated by weakly associated random vectors. Our results also imply a functional central limit theorem.

• Honam Mathematical Journal
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• v.27 no.3
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• pp.505-513
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• 2005

The aim of this paper is to establish a functional central limit theorem for multivariate moving average process generated by negatively associated random vectors under the finite second moments.

• Journal of Integrative Natural Science
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• v.9 no.3
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• pp.215-222
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• 2016

When the linear correlation of the quality variables are considerably high, multivariate control charts may be a more effective way than univariate charts which operate quality variables and process parameters individually. Performances and efficiencies of the multivariate control charts under multivariate normal process has been considered. Some numerical results are presented under small scale of the shifts in the process to see the improvement of the efficiency of EWMA chart and CUSUM chart, which use past quality information, comparing to Shewart chart, which do not use quality information. We can know that the decision of the optimum value of the smoothing constant in EWMA structure or the reference value in CUSUM structure are very important whether we adopt combine-accumulate technique or accumulate-combine technique under the given condition of process.