TY - CONF
T1 - Generalized control chart for variance based on the p-value of chi square test
AU - Cordero-Franco, Alvaro E.
AU - Tercero-Gómez, Víctor G.
AU - Camacho-Vallejo, José F.
AU - González-Ramírez, Rosa Guadalupe
PY - 2012/1/1
Y1 - 2012/1/1
N2 - Control charts are well known tools capable to distinguish special and common causes of variation and to detect sustained changes in processes. However, these tools are not capable to estimate the initial moment of a sustained change. The detection and estimation of sustained changes belong to change point analysis. For series with shifts in variance, current models use control charts to detect the change and estimators based on different approaches to estimate the time of that change. The proposed approach uses the p-value function of the Chi-squared statistic to create a generalized likelihood ratio control chart capable of detecting shifts in variance and estimate the initial moment of a change at the same time.
AB - Control charts are well known tools capable to distinguish special and common causes of variation and to detect sustained changes in processes. However, these tools are not capable to estimate the initial moment of a sustained change. The detection and estimation of sustained changes belong to change point analysis. For series with shifts in variance, current models use control charts to detect the change and estimators based on different approaches to estimate the time of that change. The proposed approach uses the p-value function of the Chi-squared statistic to create a generalized likelihood ratio control chart capable of detecting shifts in variance and estimate the initial moment of a change at the same time.
KW - Change point
KW - Control chart
KW - Generalized likelihood ratio
KW - Statistical process control
KW - Change point
KW - Control chart
KW - Generalized likelihood ratio
KW - Statistical process control
UR - https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84900329006&origin=inward
UR - https://www.scopus.com/inward/citedby.uri?partnerID=HzOxMe3b&scp=84900329006&origin=inward
M3 - Paper
SP - 2778
EP - 2782
T2 - 62nd IIE Annual Conference and Expo 2012
Y2 - 1 January 2012
ER -