Munich Personal RePEc Archive

Identifying the Out of Control Variable in a Multivariate Control Chart

Maravelakis, Petros and Bersimis, Sotiris and Panaretos, John and Psarakis, Stelios (2002): Identifying the Out of Control Variable in a Multivariate Control Chart. Published in: Communications in Statistics, A (Theory and Methods) , Vol. 31, No. 12 (2002): pp. 2391-2408.

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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.

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