Optimal designs of multivariate synthetic |S| control chart based on median run length

Ming Ha Lee and Michael B. C. Khoo

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 6, 3034-3053

Abstract: The multivariate synthetic generalized sample variance |S| (synthetic |S|) chart is a combination of the |S| sub-chart and the conforming run length sub-chart. A procedure for optimal designs of the synthetic |S| chart, based on the median run length (MRL), for both zero and steady-state modes are provided by minimizing the out-of-control MRL. The comparative results show that the synthetic |S| chart performs better than the standard |S| chart for detecting shifts in the covariance matrix of a multivariate normally distributed process, in terms of the MRL. An example is given to illustrate the operation of the synthetic |S| chart.

Date: 2017
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DOI: 10.1080/03610926.2015.1048884

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