摘要
本文在深入分析现行广义方差类的统计控制图存在的统计监控缺陷的基础上,提出了对多变量过程的协方差阵的特征向量张成的坐标系的一致性进行统计监控的C控制图,以及对特征值构成的椭球体的相似性进行监控的S控制图,有效地提高了对多变量过程的协方差阵的异常变动的统计监控能力。仿真表明,联合使用C控制图、S控制图及常规均值T2控制图,能够实现对多变量过程的协方差阵与均值的系统监控,显著改善监控效率。
Based on deeply analyzing statistical shortcomings of applying generalized variance control charts to monitor covariance matrix changes of multivariate process,this paper puts forward two new control charts,C control chart and S control chart,which are respectively applicable to monitor the consistency of the coordinate system and the similarities among ellipsoids,which are composed by eigenvectors and eigenvalues of the covariance matrix correspondingly.It can effectively improve statistical monitoring ability of covariance matrix changes of multivariate process.Simulation analysis showed that through combined use of C control chart,S control chart and regular mean T2 control chart,systematic and efficient monitoring of mean and covariance of the multivariate process can be achieved.
出处
《中国管理科学》
CSSCI
北大核心
2011年第3期123-133,共11页
Chinese Journal of Management Science
基金
国家自然科学基金资助项目(70672015)
航空科学基金资助项目(2006ZG41004)
关键词
多变量过程
正态分布
统计控制图
协方差阵
特征结构
multivariate process
normal distribution
statistical control chart
covariance matrix
latent structure
