Peta Kendali Multivariate Exponentially Weighted Moving Average (MEWMA) Menggunakan Copula Clayton

Shofwah, Itsna Niswatus (2019) Peta Kendali Multivariate Exponentially Weighted Moving Average (MEWMA) Menggunakan Copula Clayton. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Pembentukan peta kendali multivariat diperlukan data yang berdistribusi normal multivariat dan tidak adanya hubungan antara variabel satu dengan yang lain, tak terkecuali peta kendali multivariate exponentially weighted moving average (MEWMA). Pada prosesnya, seringkali data yang digunakan tidak berdisribusi normal multivariat dan terdapat korelasi. Sehingga, untuk menyelesaikan permasalahan data tidak berdistribusi normal dan berkorelasi dapat menggunakan copula. Salah satu copula yang biasa digunakan yaitu copula Clayton yang merupakan keluarga dari copula Archimedean. Penerapan copula pada peta kendali MEWMA dengan cara mengestimasi parameter copula Clayton menggunakan korelasi Kendall didapatkan dan nilai estimasi parameter sebesar 0,0833 yang kemudian diperoleh data variabel acak dari model copula Clayton. Data tersebut diterapkan pada peta kendali MEWMA dan hasil dari peta kendali MEWMA disimpulkan bahwa proses pengendalian kualitas terkendali. ================================================================================================ To create a multivariate control chart, multivariate normal distribution of data is required and no correlation between variables, no exception to the multivariate exponentially weighted moving average (MEWMA) control chart, in the process is often found data used not normal distribution and correlated. To fixed problem data non-normal distribution and correlated can use copula. One of copulas often used is copula Clayton. Copula Clayton is an Archimedean copula family. Application of copula on MEWMA control chart by estimated Clayton copula parameter using Kendall correlation, obtained

Item Type: Thesis (Undergraduate)
Additional Information: RSMa 519.535 Sho p-1 2019
Uncontrolled Keywords: Copula Archimedean, Copula Clayton, Peta Kendali MEWMA, Korelasi Kendall, Pengendalian Kualitas
Subjects: Q Science > QA Mathematics > QA278 Cluster Analysis. Multivariate analysis. Correspondence analysis (Statistics)
T Technology > TS Manufactures > TS156 Quality Control. QFD. Taguchi methods (Quality control)
Divisions: Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User: Itsna Niswatus Shofwah
Date Deposited: 21 Jan 2022 01:41
Last Modified: 21 Jan 2022 01:41
URI: https://repository.its.ac.id/id/eprint/62049

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