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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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.
|Item Type:||MPRA Paper|
|Original Title:||Identifying the Out of Control Variable in a Multivariate Control Chart|
|Keywords:||Multivariate analysis, Multivariate control charts, Ratio of normals, Principal components, Cusum, Statistical Process Control|
|Subjects:||C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General|
|Depositing User:||J Panaretos|
|Date Deposited:||20. Dec 2007 06:28|
|Last Modified:||17. Feb 2013 23:37|