An R-Vine Copula Based Control Chart for Monitoring Multivariable and Mixed-type Data

doi:10.3969/j.issn.1007-7375.2019.05.016

Abstract

Abstract: Multivariable mixed-type data monitoring is a key and difficult point in quality control and quality management. Mixed-type data includes three types:nominal, ordinal and numerical. Traditional multivariable control charts only consider numerical variables and have limitations in applications. At the same time, in real cases, there exists correlations between different variables, which is also a significant factor and easily ignored in traditional control charts. By introducing the Copula-Vine model, the rank of ordinal variables is full used, establishing a new mixed-type data control chart based on R-Vine Copula (R-Vine Copula control chart, RVC). The proposed RVC control chart is then applied to real data to demonstrate its flexibility and effectiveness higher than existing models.

Key words: multivariable mixed-type data, ordinal variables, R-Vine Copula model, statistical processes control

CLC Number:

TP277

ZHANG Qiaowei, LI Yanting. An R-Vine Copula Based Control Chart for Monitoring Multivariable and Mixed-type Data[J]. Industrial Engineering Journal , 2019, 22(5): 126-132,149.

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