Abstract

MARROQUIN-PRADO, E.  and  CANTU-SIFUENTES, M.. A Combined Control Chart for Identifying Out-Of-Control Points in Multivariate Processes. Ing. invest. y tecnol. [online]. 2010, vol.11, n.4, pp.453-460. ISSN 2594-0732.

The Hotelling's T² control chart is widely used to identify out-of-control signals in multivariate processes. However, this chart is not sensitive to small shifts in the process mean vector. In this work we propose a control chart to identify out-of-control signals. The proposed chart is a combination of Hotelling's T² chart, M chart proposed by Hayter et al. (1994) and a new chart based on Principal Components. The combination of these charts identifies any type and size of change in the process mean vector. Us ing simulation and the Average Run Length (ARL), the performance of the proposed control chart is evaluated. The ARL means the average points within control before an out-of-control point is detected. The results of the simulation show that the proposed chart is more sensitive that each one of the three charts individually.

Keywords : Multivariate processes; hotelling's T²; principal components analysis; ARL; M control chart.