A distribution‐free control chart for monitoring high‐dimensional processes based on interpoint distances

Abstract

With rapid advances in sensing technology and data acquisition systems, high‐dimensional data appear in many settings. The high dimensionality presents a new challenge to the traditional tools in multivariate statistical process control, due to the “curse of dimensionality.” Various tests for mean vectors in high dimensional situations have been discussed recently; however, they have been rarely adapted to process monitoring. This paper develops a distribution‐free control chart based on interpoint distances for monitoring mean vectors in high‐dimensional settings. Other than the Euclidean distance, the family of Minkowski distance is used for discussion, which is a generalization of the former and other distances. The proposed approach is very general as it represents a class of distribution‐free control charts based on distances. Numerical results show that the proposed control chart is efficient in detecting mean shifts in both symmetric and heavy‐tailed distributions.