Multivariate EWMA control chart based on a variable selection using AIC for multivariate statistical process monitoring

Kazuya Nishimura, Shun Matsuura and Hideo Suzuki

Statistics & Probability Letters, 2015, vol. 104, issue C, 7-13

Abstract: In multivariate statistical process control, when a process shift occurs, not all variables but a few variables may shift from the in-control state. This paper proposes a multivariate EWMA control chart based on a variable selection using AIC.

Keywords: Akaike information criterion; Exponentially weighted moving average; Multivariate control chart; Multivariate statistical process control; Variable selection (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2015.05.003

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