One Hotelling T2 chart based on transformed data for simultaneous monitoring the frequency and magnitude of an event

Y. Cheng; A. Mukherjee

doi:10.1109/IEEM.2014.7058741

One Hotelling T² chart based on transformed data for simultaneous monitoring the frequency and magnitude of an event

Y. Cheng
, A. Mukherjee

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

7 Citations (Scopus)

Abstract

Commonly, the event frequency and event magnitude have the dependence feature. However, previous research about event monitoring always assume they are independent variables. This assumption is not reasonable in most real applications. Taken the dependence feature into consideration, we introduce a typical bivariate gamma distribution with certain dependence structure. Based on this distribution, a kind of Hotelling T² chart based on the transformed data is constructed for jointly monitoring of the shifts in the frequency and the magnitude of an event. An illustrative example based on a real data is provided to show the implementation of this chart. With Monte Carlo simulation, the performance of this proposed chart is studied.

Original language	English
Title of host publication	IEEE International Conference on Industrial Engineering and Engineering Management
Publisher	IEEE Computer Society
Pages	764-768
Volume	2015-January
ISBN (Print)	9781479964109
DOIs	https://doi.org/10.1109/IEEM.2014.7058741
Publication status	Published - 11 Mar 2015
Event	2014 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2014 - Selangor, Malaysia Duration: 9 Dec 2014 → 12 Dec 2014 http://www.IEEM.org (unknown) http://www.IEEM.org (unknown)

Publication series

Name
Volume	2015-January
ISSN (Print)	2157-3611
ISSN (Electronic)	2157-362X

Conference

Conference	2014 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2014
Place	Malaysia
City	Selangor
Period	9/12/14 → 12/12/14
Internet address	http://www.IEEM.org (unknown) http://www.IEEM.org (unknown)

Research Keywords

Bivariate Gamma
Event Frequency
Event Magnitude
Hotelling T2 Chart
Multivariate Control Chart
Statistical Process Control

Access Output

10.1109/IEEM.2014.7058741

Other Access Options

Check CityUHK Library

Permanent Link

Right click to copy link

Cite this

@inproceedings{63151b793e294fdca02f7a7114b64f55,

title = "One Hotelling T2 chart based on transformed data for simultaneous monitoring the frequency and magnitude of an event",

abstract = "Commonly, the event frequency and event magnitude have the dependence feature. However, previous research about event monitoring always assume they are independent variables. This assumption is not reasonable in most real applications. Taken the dependence feature into consideration, we introduce a typical bivariate gamma distribution with certain dependence structure. Based on this distribution, a kind of Hotelling T2 chart based on the transformed data is constructed for jointly monitoring of the shifts in the frequency and the magnitude of an event. An illustrative example based on a real data is provided to show the implementation of this chart. With Monte Carlo simulation, the performance of this proposed chart is studied.",

keywords = "Bivariate Gamma, Event Frequency, Event Magnitude, Hotelling T2 Chart, Multivariate Control Chart, Statistical Process Control",

author = "Y. Cheng and A. Mukherjee",

year = "2015",

month = mar,

day = "11",

doi = "10.1109/IEEM.2014.7058741",

language = "English",

isbn = "9781479964109",

volume = "2015-January",

publisher = "IEEE Computer Society",

pages = "764--768",

booktitle = "IEEE International Conference on Industrial Engineering and Engineering Management",

address = "United States",

note = "2014 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2014 ; Conference date: 09-12-2014 Through 12-12-2014",

url = "http://www.IEEM.org, http://www.IEEM.org",

}

Cheng, Y & Mukherjee, A 2015, One Hotelling T² chart based on transformed data for simultaneous monitoring the frequency and magnitude of an event. in IEEE International Conference on Industrial Engineering and Engineering Management. vol. 2015-January, 7058741, IEEE Computer Society, pp. 764-768, 2014 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2014, Selangor, Malaysia, 9/12/14. https://doi.org/10.1109/IEEM.2014.7058741

One Hotelling T² chart based on transformed data for simultaneous monitoring the frequency and magnitude of an event. / Cheng, Y.; Mukherjee, A.
IEEE International Conference on Industrial Engineering and Engineering Management. Vol. 2015-January IEEE Computer Society, 2015. p. 764-768 7058741.

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

TY - GEN

T1 - One Hotelling T2 chart based on transformed data for simultaneous monitoring the frequency and magnitude of an event

AU - Cheng, Y.

AU - Mukherjee, A.

PY - 2015/3/11

Y1 - 2015/3/11

N2 - Commonly, the event frequency and event magnitude have the dependence feature. However, previous research about event monitoring always assume they are independent variables. This assumption is not reasonable in most real applications. Taken the dependence feature into consideration, we introduce a typical bivariate gamma distribution with certain dependence structure. Based on this distribution, a kind of Hotelling T2 chart based on the transformed data is constructed for jointly monitoring of the shifts in the frequency and the magnitude of an event. An illustrative example based on a real data is provided to show the implementation of this chart. With Monte Carlo simulation, the performance of this proposed chart is studied.

AB - Commonly, the event frequency and event magnitude have the dependence feature. However, previous research about event monitoring always assume they are independent variables. This assumption is not reasonable in most real applications. Taken the dependence feature into consideration, we introduce a typical bivariate gamma distribution with certain dependence structure. Based on this distribution, a kind of Hotelling T2 chart based on the transformed data is constructed for jointly monitoring of the shifts in the frequency and the magnitude of an event. An illustrative example based on a real data is provided to show the implementation of this chart. With Monte Carlo simulation, the performance of this proposed chart is studied.

KW - Bivariate Gamma

KW - Event Frequency

KW - Event Magnitude

KW - Hotelling T2 Chart

KW - Multivariate Control Chart

KW - Statistical Process Control

U2 - 10.1109/IEEM.2014.7058741

DO - 10.1109/IEEM.2014.7058741

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 9781479964109

VL - 2015-January

SP - 764

EP - 768

BT - IEEE International Conference on Industrial Engineering and Engineering Management

PB - IEEE Computer Society

T2 - 2014 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2014

Y2 - 9 December 2014 through 12 December 2014

ER -