Abstract
In this paper, a new approach is proposed to detect shifts of a multivariate quality control system. To do this, first, the decomposition method in multivariate normal distribution is introduced. Then, a control statistics is defined, and its properties are explained. In order to understand the proposed methodology and to evaluate its performance, a numerical example is provided by simulation. Moreover, the in- and out-of-control average run length of the proposed method are compared with the ones from the well-known multivariate cumulative sum and multivariate exponential weighted moving average in different scenarios of shifts. The results of the simulation study show that the proposed methodology performs better than the other methods in detecting the shifts of the standard deviation and correlation.
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call