Multivariate control charts based on a projection approach |
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Authors: | Olha Bodnar and Wolfgang Schmid |
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Institution: | (1) Lehrstuhl für Statistik, Europa–Universität, 17 86, 15207 Frankfurt (Oder);(2) Lehrstuhl für Statistik, Europa–Universität, 17 86, 15207 Frankfurt (Oder) |
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Abstract: | Summary: In this paper the projection approach of Runger (1996) is applied to construct
control charts for a multivariate process. It is assumed that a shift in the mean might
only occur in a known subspace of the parameter space. The projection method permits
a reduction of the dimensionality of the control problem.Several control schemes based on projections are introduced. We consider CUSUM
type charts as well as EWMA schemes. The underlying variables are assumed to be
independent and normally distributed. Using the average run length all control charts
are compared with each other. Moreover, it is analyzed how sensitive the charts react on
a false choice of the subspace. |
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Keywords: | Statistical process control multivariate control charts projection approach |
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