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Outline Motivation Univariate charts Multivariate charts Conclusions References

The use of multivariate control charts for quality


control
Trial lecture
Ingrid Hobk Ha
Norsk Regnesentral/Norwegian Computing Center
Statistics for Innovation (s)
2
ingrid@nr.no
September 10th, 2012
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Motivation and main concepts
Univariate control charts
Multivariate control charts
Conclusions
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Motivation and main concepts
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
How it all started
In the beginning of the last century, Bell Telephone
produced ampliers and other equipment that had to be
buried underground. Reducing failures and repairs was
therefore very important. This was restricted to inspection
of nished products to remove defective items.
However, in 1924, Dr. Walter A. Shewhart suggested
monitoring the production quality by means of a graphical
tool, now known as a control chart. The idea was to detect
potential problems in the production process based on
statistical methods.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Quality control
Quality control, also called quality improvement, is an
important eld in the manufacturing sector.
It consists in monitoring certain quality characteristics of the
manufactured products over time in order to
ensure that the quality of the products is stable
identify problems in the production
improve the quality of the products.
Statistical quality control is quality control using statistical
methods.
Control charts are one of the main tools for statistical quality
control.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Quality control
A process is said to be in statistical control, or simply
in-control if the probability distribution of the quality
characteristics in question is stable over time.
Typically, this means that the mean value and variability of
these characteristics are more or less constant.
Likewise, the process is out-of-control if the distribution has
changed.
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Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Control charts
A control chart is a time sequence plot of some measure of
quality, with added control or decision lines.
The purpose is to determine whether the process in question
is in-control.
The control lines are determined in such a way that
observations outside these limits suggest that the process is
out-of-control.
If some points fall outside the control limits, the process
should be scrutinised in order to detect the source(s) of the
change.
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Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Control charts
Although they were originally developed for industrial processes,
control charts have been applied within a number of areas,
including:
hospital infection control (Sellick, 1993)
prediction of business failures (Theodossiou, 1993)
monitoring the impact of human disturbance of ecological
systems (Anderson and Thompson, 2004)
quality management of higher education (Mergen et al., 2000)
corroborating bribery (Charnes and Gitlow, 1995)
improving athletic performance (Clark and Clark, 1997)
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Main concepts
A control chart must contain an upper control limit (UCL)
and potentially a lower control limit (LCL).
The construction of control charts consists of two stages.
Phase I is a retrospective data analysis to assess whether the
process has been in-control in the past.
Phase II consists in determining the control limits for future
observations based on the past observations.
If the Phase I analysis indicates that the process has been
in-control, one may proceed directly to Phase II, and use all
the observed data.
Otherwise, one must try to detect the sources of the change.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Main concepts
If these sources are identied and can be removed, the
out-of-control observations are discarded and the control
limits are adjusted accordingly in Phase II.
Phase I can be seen as a preprossessing step, whereas Phase II
is the analysis one actually is interested in.
In the remains of the lecture, I will focus on Phase II.
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Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Main concepts
The average run length (ARL) is the expected time until a
point falls outside the control limit(s).
By design, the probability of observing a point outside the
control limit(s) is very low when the process is in-control.
However, as long as this probability is > 0, that will happen
from time to time.
The expected time until such a false alarm is called the
in-control ARL.
The expected time until a true change in the process is
detected is called the parameter-change ARL.
These two ARLs constitute the ARL-properties of the chart.
In practice, it is impossible to distinguish between a false and
real alarm just by looking at the data.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Main concepts
Ideally, one would like to minimise the parameter-change ARL
(true parameter change), while maximising the in-control ARL
(false alarm).
Unfortunately, a decrease in the parameter-change ARL will
usually entail a decrease in the in-control ARL.
Likewise, if one attempts to reduce the number of false alarms
by increasing the in-control ARL, the chart will generally
become less sensitive to changes in the process.
The choice of control limits must therefore be a trade-o
between these two concerns, and the optimal choice will be
situation dependent.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Univariate control charts
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Control charts for measurement data
Measurement data follow a continuous probability distribution.
They may be either product or process variables.
Let X
1
, X
2
, . . ., be the measurements at time = 1, 2, . . ..
These are assumed to
be independent
follow a normal distribution N(

,
2

).
The measurements are divided into m subgroups in time, for
instance weekly, and one computes the average x
t
for each
subgroup, representing time t.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References

X-chart
This is the most common univariate control chart.
The purpose of this chart is to detect changes in the mean of
the quality characteristic.
The chart consists of:
the averages x
t
plotted against time
the middle line given by the overall average

x
the upper control limit UCL =

x + L

X
the lower control limit LCL =

x L

X
,
where

X
is an estimate of the variance of

X and typically
L = 3.
Under the model assumptions, these limits constitute a
condence interval for the in-control mean, with level 99.73%
for L = 3.
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Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
S-chart
This is a chart over the sample standard deviations s
t
of the
subgroups.
The purpose of this chart is to detect changes in the variance
of the quality characteristic.
The chart consists of:
the sample standard deviations s
t
plotted against time
the middle line given by the overall sample standard deviation s
the upper control limit UCL = s + L
S
the lower control limit LCL = s L
S
,
where
S
is an estimate of the variance of S and typically
L = 3.
This is not a condence interval for the in-control standard
deviation.
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Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Strengths and weaknesses
Strengths:
Shewhart-charts are easy to make and easy to interpret.
They are good at detecting large parameter shifts.
Weaknesses:
They do not detect small and medium parameter shifts very
well.
They are quite sensitive to the model assumptions, in
particular independence between observations and normality.
Deviations from normality may be amended by a
transformation of the original data.
To account for dependence between consecutive observations,
one may
ltrate the data with an adequate time series model and
construct a control chart for the resulting residuals
adjust the control limits.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Sensitivity to parameter change
The reason why Shewhart-charts have poor detection skills for
smaller shifts in the parameters is probably that they consider
each observation (or subgroup) separately, instead of
accumulating information as new observations are made.
More specically, the control limits from Phase I are kept
constant, instead of updating them according to new
observations.
That is precisely what the following types of control charts try
to achieve.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Cumulative sum (CUSUM) charts
The aim of the cumulative sum (CUSUM) charts, originally
developed by Page (1954), is to decrease the
parameter-change ARL for small to medium parameter shifts
relative to Shewhart-charts, without substantially increasing
the in-control ARL.
That is achieved by updating information by accumulation
over past observations.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
CUSUM-charts for the mean
Let
z
t
=
x
t


x

X
for each subgroup t and
S
H
t
= max{z
t
k + S
H
t1
, 0} (1)
S
L
t
= min{z
t
+ k + S
L
t1
, 0}. (2)
The CUSUM-chart is made by plotting
the values S
H
t
and S
L
t
against time
the upper control limit h for S
H
t
the lower control limit h for S
L
t
.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
CUSUM-charts
The reference value k is chosen as 1/2 the size of the mean
shifts one wants to detect in units, typically k = 0.5.
The limit h is chosen to optimise the ARL-properties of the
chart, typically h = 4.
CUSUM-charts are optimal for detecting mean shifts of size
2k for k < 1.5, in terms of parameter-change ARL.
Still, their in-control ARL is barely larger than for

X-charts.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Exponentially weighted moving average (EWMA) charts
Exponentially weighted moving average (EWMA) charts,
originally proposed by Roberts (1959), are another option for
detecting small to medium sized parameter shifts.
These are also based on accumulating information from past
observations.
Let
w
t
= r x
t
+ (1 r )w
t1
for each subgroup t, where 0 < r 1.
Make the chart by plotting
w
t
against time
the upper control limit UCL
t
=

x + L
W,t
the lower control limit LCL
t
=

x L
W,t
,
where
W,t
is an estimate of the standard deviation of W
t
under the assumption of normality.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
EWMA vs CUSUM
The pair of parameters (r , L) is chosen to achieve the desired
ARL-properties of the chart. The choice (r , L) = (1, 3) gives
the standard

X-chart.
For good choices of (r , L), EWMA-charts are comparable to
CUSUM-charts.
The former are easier to interpret than the latter.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Example
As an illustration, I have constructed

X-, CUSUM- and
EWMA-charts for a real data set.
The data are measurements of a particular electrical
characteristic that was involved in the assembly of electronic
units, observed in 7 strips in each of 11 ceramic sheets.
These data were originally analysed by Ott (1949).
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Example
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Xchart
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Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Control charts for count data
In some cases, the quality measures of interest concern the
number of defective units or the number of defects on each
inspected unit.
Then, the observed data follow a discrete distribution, that is
assumed to be either the binomial or Poisson.
Shewhart-charts are made using normal approximations.
As for measurement data, Shewhart-charts for count data
detect large parameter shifts rather well, provided the normal
approximation is good.
For small parameter shifts, these charts perform very poorly.
CUSUM- and EWMA-charts can also be made for count data.
These have better ARL-properties for smaller parameter shifts.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Multivariate control charts
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Multivariate quality control
In a research project on ambulatory monitoring, the
Minnesota Supercomputing Institute has equipped several
subjects with instruments that with regular intervals measure
and record certain physiological variables that are risk factors
for heart attacks and strokes.
These variables are the systolic blood pressure, the diastolic
blood pressure, the heart rate and the overall mean arterial
pressure.
The aim is to detect changes in the mean and variance of one
or several of these variables as quickly as possible.
It should be taken into account that these are highly
correlated.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Why multivariate charts?
The quality of most manufacturing processes depends on
several, possibly related characteristics, rather than just one.
In such cases, quality control requires the simultaneous
monitoring of all these characteristics.
Constructing separate charts for the characteristics is not
recommended for several reasons:
1. If the characteristics are dependent, one risks both
not detecting when the process is out-of-control
falsely detecting the process as out-of-control when in fact
it is not.
2. Even when the characteristics are independent, the number
of false alarms becomes much larger.
3. If the number of characteristics is high, it is cumbersome,
if not impossible, to monitor all the individual charts.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Illustration in the bivariate case
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Multivariate control chart
The aim is to
nd a scalar statistic that summarises the necessary
information from all the quality characteristics
construct a control chart based on this statistic.
The challenge is to nd such a statistic
that has the power detect parameter changes in the joint
characteristic distribution
for which it is possible to compute adequate control limits.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Multivariate control charts for measurement data
Once more, let us start with measurement data.
Let X
1
, X
2
, . . ., be the measurements at time = 1, 2, . . .,
with X

= (X
t1
, . . . , X
p
)
T
, of the p quality characteristics
of interest.
These are assumed to
be serially independent
follow a multinormal distribution N
p
(

).
The measurements are divided into m subgroups of size n,
and one computes the average x
t
for each subgroup t.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
T
2
-chart
This is the classic multivariate control chart, and is the
multivariate analogue of the

X-chart.
The purpose of this chart is to detect changes in one or
several of the components of mean vector.
This chart is based on Hotellings T
2
-statistic
T
2
t
= n(x
t


x)
T
S
1
(x
t


x),
where

x is the overall average vector and S is the sample
covariance matrix.
Under the model assumptions, this statistic follows a
Hotellings T
2
-distribution, which is a scaled
Fischer-distribution.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
T
2
-chart
The chart consists of:
the T
2
t
s plotted against time
the upper control limit UCL =
p(m+1)(n1)
mnmp+1
F
1
p,mnmp+1
(1),
where F
a,b
() is the cumulative distribution function of the
Fischer distribution with parameters (a, b).
This is a condence region for the in-control mean vector.
The condence level is chosen to obtain the desired
ARL-properties of the chart.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
|S|
1/2
-chart
This is the multivariate analogue of the S-chart.
The purpose of this chart is to detect changes in one or
several of the p variances or in one or several of the
p(p 1)/2 correlations.
One computes the sample covariance matrix S
t
for each
subgroup t.
The chart consists of:
|S
t
|
1/2
plotted against time
the middle line given by b
3
|S|
1/2
the upper control limit UCL = b
3
|S|
1/2
+ L

b
1
b
2
3
|S|
1/2
the lower control limit LCL = b
3
|S|
1/2
L

b
1
b
2
3
|S|
1/2
,
where S is the overall sample covariance matrix,
b
1
= (n 1)
p

p
j =1
(n j ),
b
3
= (2/(n p))
p/2
(n/2)/((n p)/2) and typically L = 3.
This does not dene a condence region for the in-control
covarariance matrix.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Strengths and weaknesses
Multivariate Shewhart-charts have the same strengths and
weaknesses as the univariate equivalents:
they detect large parameter shifts well,
but are not eective for more subtle parameter changes.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Multivariate CUSUM (MCUSUM) charts
Several multivariate CUSUM (MCUSUM) charts have been
proposed for faster detection of parameter changes.
One of the most promising for mean shifts is the following,
suggested by Crosier (1988).
Let
S
H,t
=

0, C
t
k
(x
t


x +S
H,t1
)

1
k
C
t

, C
t
> k
C
t
= ((x
t


x +S
H,t1
)
T
S
1
(x
t


x +S
H,t1
))
1/2
and
y
t
= (S
T
H,t
S
1
S
H,t
)
1/2
.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
MCUSUM-charts
To construct the chart, plot
the y
t
s against time
the upper control limit h.
The reference value k determines the size of mean shifts for
which the chart is optimal, and is typically chosen to be 0.5.
The limit h is chosen to optimise the ARL-properties of the
chart. The standard is h = 4.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Multivariate EWMA (MEWMA) charts
The rst multivariate EWMA (MEWMA) chart was suggested
by Lowry et al. (1992).
Let
z
t
= R(x
t


x) + (I R)z
t1
,
where I is the p p identity matrix and R is a p p diagonal
matrix with diagonal entries 0 < r
i
1.
Moreover, let
w
2
t
= z
T
t

1
Z,t
z
t
,
where

Z,t
is an estimate of the covariance matrix of Z
t
under
the assumption of a joint multivariate normal distribution.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
MEWMA-charts
An MEWMA-chart for detecting changes in the mean vector
is then constructed by plotting
the w
2
t
s against time
the upper control limit UCL = L.
The parameters r
1
, . . . , r
p
and L are chosen to achieve the
desired ARL-properties of the chart.
If r
1
= . . . = r
p
= r , all the p quality characteristics are given
the same weight. For r = 1, this chart is equivalent to a
T
2
-chart.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Comparison
As in the univariate case, the Shewhart-charts are good at
detecting large shifts in the parameters.
On the other hand, MCUSUM- and MEWMA-charts are
superior for smaller changes in the parameters.
They all rely on the assumption of multinormally distributed
and serially independent observations.
If these assumptions are not fullled, transformations, time
series models and adjustment of the control limits can be
considered, but this is much more dicult in the multivariate
setting.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Example
As an illustration, I have constructed T
2
-, MCUSUM- and
MEWMA-charts for a real bivariate data set.
The data consist of two dierent types of overtime hours for
the Madison, Wisconsin, police department.
The rst type is legal appearances and the second is
extraordinary events.
Each subgroup represents approximately half a year.
These data were analysed by Johnson and Wichern (1998).
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Example
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MCUSUMchart
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MEWMAchart
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Alternative multivariate control charts
There are several alternatives to the classic Shewhart-, MCUSUM-
and MEWMA-charts, among those:
Bayesian control charts (Wang, 2012)
control charts based on neural networks (Psarakis, 2011)
nonparametric control charts (Boone and Chakraborti, 2011).
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Multivariate charts for count data
Multivariate charts for count data, also called multiattribute
control charts (MACCs), have been much less studied than
charts for measurement data.
Patel (1973) suggested multivariate extensions of
Shewhart-charts for count data based on Hotellings
T
2
-statistic, using the normal approximation.
MCUSUM- and MEWMA-charts for count data have also
been proposed (Yu et al., 2003; Somerville et al., 2002).
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Locating the sources of out-of-control signals
One of the major challenges when using multivariate control
charts is to identify the sources of an out-of-control signal.
Since the joint quality characteristic distribution has been
summarised by a single statistic, there is no way of knowing
which set of variables is responsible.
Several approaches have been suggested, including
the construction of individual Bonferroni condence intervals
(Alt, 1984)
analysis of the corresponding principal components (Lowry
et al., 1992)
partitioning the T
2
-statistic into independent components
(Mason et al., 1994).
However, this is still an open problem.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Possible extensions
Recall that most multivariate control charts are built on the
assumption of multivariate normality.
This implies that
all individual characteristics have the same type of marginal
distribution, namely normal
the dependence between each pair of characteristics is fully
described by the corresponding correlation.
One possible extension is to replace the multivariate normal
distribution with another multivariate distribution.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Multivariate control charts based on copulae
Copulae are tools for constructing multivariate distributions.
They can join univariate margins of (potentially) dierent
types.
They may also account for non-linear dependencies between
the quality characteristics.
Fatahi et al. (2012) have proposed a copula-based bivariate
control chart for monitoring rare events, i.e. count data.
In the bivariate case, there are many dierent copula models
to choose between.
The selection is much more limited in higher dimensions.
Pair-copula constructions (PCCs), that I have studied in my
thesis, may be an alternative in higher dimensions.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Multivariate control charts based on copulae
In order to build a multivariate control chart based on a PCC
or another type of copula, one must select an appropriate
scalar statistic T(X
1
, . . . , X
p
).
Once a statistic is chosen, control limits can be computed by
simulating from the estimated model.
The main challenge is to nd a statistic that
represents the joint characteristic distribution well
is able to detect changes in this distribution tolerably fast.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Conclusions
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Summing up
Control charts are one of the most important tools for quality
control.
They are widely used, also for non-manufacturing
applications, for instance in public health.
In practice, the quality of most processes depends on several,
possibly related quality characteristics, rather than just one.
This requires multivariate control charts.
Two of the main challenges related to the use of multivariate
control charts are:
nding an adequate scalar statistic that summarises the joint
characteristic distribution
locating the sources of out-of-control signals.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Other issues
There are many important issues concerning the use of control
charts, that I have not mentioned.
These include
the impact of measurement errors
choosing the sample/subgroup size
process capability (six-sigma)
robust estimation of the parameters.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Control charts in the future
With the development of technology for acquiring data and
the increasing computing power, multivariate control charts
are likely to be even more relevant in the future.
Most of the proposed methods so far are built on the
assumption of multinormally distributed data.
Natural extensions of control chart methods include the use of
other, more exible multivariate distributions, for instance
built on copulae or even pair-copula constructions.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Alt, F. (1984). Multivarate quality control. In Kotz, S., Johnson, N., and Read, C.,
editors, The Encyclopedia of Statistical Sciences. John Wiley, New York.
Anderson, M. and Thompson, A. (2004). Multivariate control charts for ecological and
environmental monitoring. Ecological Applications, 14:19211935.
Boone, J. and Chakraborti, S. (2011). Two simple shewhart-type multivariate
nonparametric control charts. Applied Stochastic Models in Business and Industry.
DOI: 10.1002/asmb.900.
Charnes, J. M. and Gitlow, H. (1995). Using control charts to corroborate bribery in
jai alai. The American Statistician, 49:386389.
Clark, T. and Clark, A. (1997). Continuous improvement on the free throw line.
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Crosier, R. (1988). Multivariate generalizations of cumulative sum quality control
schemes. Technometrics, 30:291303.
Fatahi, A., Noorossana, R., Dokouhaki, P., and Moghaddam, B. (2012). Copula-based
bivariate zip control chart for monitoring rare events. Communications in Statistics
- Theory and Methods, 41:26992716.
Johnson, R. and Wichern, D. (1998). Applied Multivariate Statistical Analysis.
Prentice Hall, New Jersey, 4th edition edition.
Lowry, C. A., Woodall, W. H., Champ, C. W., and Rigdon, S. E. (1992). A
multivariate exponentially weighted moving average chart. Technometrics,
34:4653.
Mason, R., Tracy, N., and Young, J. (1994). Use of hotellings t
2
statistic in
multivariate control charts. Presented at the Joint Statistical Meetings, San
Francisco.
Ingrid Hobk Ha The use of multivariate control charts for quality control
Outline Motivation Univariate charts Multivariate charts Conclusions References
Mergen, E., Grant, D., and Widrick, M. (2000). Quality management applied to
higher education. Total Quality Management, 11:345352.
Ott, E. (1949). Variables control charts in production research. Industrial Quality
Control, 6:3031.
Page, E. (1954). Continuous inspection scheme. Biometrika, 41:100115.
Patel, H. (1973). Quality control methods for multivariate binomial and poisson
distributions. Technometrics, 15:103112.
Psarakis, S. (2011). The use of neural networks in statistical process control charts.
Quality and Reliability Engineering Journal. DOI: 10.1002/qre.1227.
Roberts, S. (1959). Control chart tests based on geometric moving averages.
Technometrics, 1:239250.
Sellick, J. J. (1993). The use of statistical process control charts in hospital
epidemiology. Infection Control and Hospital Epidemiology, 14:649656.
Somerville, S., Montgomery, D., and Runger, G. (2002). Filtering and smoothing
methods for mixed particle count distributions. International Journal of Production
Research, 40:29913013.
Theodossiou, P. (1993). Predicting the shifts in the mean of a multivariate time series
process: an application to predicting business failures. Journal of the American
Statistical Association, 88:441449.
Wang, W. (2012). A simulation-based multivariate bayesian control chart for real time
condition-based maintenance of complex systems. European Journal of Operational
Research, 218:726734.
Yu, F., Low, C., and Cheng, S. (2003). Design for an sprt control scheme based on
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Ingrid Hobk Ha The use of multivariate control charts for quality control

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