Bootstrap-Based Tr(R2) Control Charts for Monitoring Multivariate Variability Process

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

The Tr(R2) control chart can be utilized to monitor multivariate variability processes. Nevertheless, it is currently uncertain how exactly Tr(R2) is distributed. In order to resolve this matter, this article proposes a Tr(R2) control chart based on the bootstrap method to monitor process variability. The control limits of the Tr(R2) control chart are set based on the percentiles of the Tr(R2) statistics obtained from bootstrap samples. Through simulation studies, the values of ARL0 and ARL1 are determined in order to assess the performance of the suggested control chart. The outcomes of the simulation demonstrate that the proposed control chart can produce accurate ARL0 values under conditions of α=0.0027,0.005,0.01, and 0.05. In addition, the proposed control chart also demonstrates very good performance in detecting shifts in variability when monitoring multivariate processes.

Original languageEnglish
Title of host publicationLecture Notes on Data Engineering and Communications Technologies
PublisherSpringer Science and Business Media Deutschland GmbH
Pages113-127
Number of pages15
DOIs
Publication statusPublished - 2026

Publication series

NameLecture Notes on Data Engineering and Communications Technologies
Volume257
ISSN (Print)2367-4512
ISSN (Electronic)2367-4520

Keywords

  • Bootstrap
  • Multivariate process monitoring
  • Multivariate variability
  • Non-parametric control chart
  • Tr(R) control chart

Fingerprint

Dive into the research topics of 'Bootstrap-Based Tr(R2) Control Charts for Monitoring Multivariate Variability Process'. Together they form a unique fingerprint.

Cite this