Identifying the Out of Control Variable in a Multivariate Control Chart

Petros Maravelakis, Sotiris Bersimis, John Panaretos and Stelios Psarakis

MPRA Paper from University Library of Munich, Germany

Abstract: The identification of the out of control variable, or variables, after a multivariate control chart signals, is an appealing subject for many researchers in the last years. In this paper we propose a new method for approaching this problem based on principal components analysis. Theoretical control limits are derived and a detailed investigation of the properties and the limitations of the new method is given. A graphical technique which can be applied in some of these limiting situations is also provided.

Keywords: Multivariate analysis; Multivariate control charts; Ratio of normals; Principal components; Cusum; Statistical Process Control (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

Published in Communications in Statistics, A (Theory and Methods) 12.31(2002): pp. 2391-2408

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:6387

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