Construction of an efficient multivariate dynamic screening system

Abstract

AbstractRecently, multivariate dynamic screening system (MDySS) has been proposed in the literature for monitoring processes whose in‐control distributions change over time. Multivariate dynamic screening system has broad applications, ranging from monitoring of dynamic engineering systems, such as nuclear reactors, airplanes, and other durable goods, to early disease detection. Conventional construction of MDySS is appropriate only in cases when sampling rate of observations is the same in Phase I and Phase II process monitoring, and the process observations are independent. In practice, these assumptions are rarely valid. In this paper, we propose a new construction of the MDySS method, which is shown to be more reliable than the conventional construction in various cases. The new construction is demonstrated using a real data from the SHARe Framingham Heart Study of the National Heart, Lung and Blood Institute.