1. Multivariate control charts for process dispersion
- Author
-
M. Raghavachari, J. Surtihadi, and George C. Runger
- Subjects
Multivariate statistics ,Engineering ,business.industry ,Covariance matrix ,Strategy and Management ,Process (computing) ,Control engineering ,CUSUM ,Management Science and Operations Research ,computer.software_genre ,Industrial and Manufacturing Engineering ,Displacement (vector) ,Range (statistics) ,Statistical dispersion ,Control chart ,Data mining ,business ,computer - Abstract
The multivariate extension of control charts for process dispersion is not as straightforward as that for the process mean. A general model and techniques that would encompass a wide range of problems encountered in practice is not available. In most cases, particular problems need to be handled in a specific manner. In this paper we consider several special cases of a process displacement affecting the covariance matrix and we develop control charts (both Shewhart-type and CUSUM) to detect these process changes.
- Published
- 2004