Adaptive sampling enhancement for Hotelling's T2 charts

Adaptive sampling enhancement for Hotelling's T2 charts

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Article ID: iaor2009734
Country: Netherlands
Volume: 178
Issue: 3
Start Page Number: 841
End Page Number: 857
Publication Date: May 2007
Journal: European Journal of Operational Research
Authors:
Keywords: heuristics, statistics: multivariate
Abstract:

This paper makes a study of an adaptive sampling scheme useful to increase the power of the fixed sampling rate (FSR) T2 control chart. In our study, the three parameters of T2 control chart: the sample size, the sampling interval, and the upper percentage factor that is used for determining the action limit, vary between two values for a relaxed or tightened control, depending on the most recent T2 value. The average time to signal (ATS) and adjusted average time to signal (AATS) a shift in the process mean vector for the new chart are derived and regarded as an objective function respectively to optimize its design parameters.

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