Abstract
In this article, we propose a control chart for detecting shifts in the covariance matrix of a multivariate process. The monitoring statistic is based on the standardized sample variance of p quality characteristics we call the VMAX statistic. The points plotted on the chart correspond to the maximum of the values of these p variances. The reasons to consider the VMAX statistic instead of the generalized variance |S| are faster detection of process changes and better diagnostic features, which mean that the VMAX statistic is better at identifying the out-of-control variable. User’s familiarity with sample variances is another point in favor of the VMAX statistic. An example is presented to illustrate the application of the proposed chart.
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Costa, A.F.B., Machado, M.A.G. A new chart based on sample variances for monitoring the covariance matrix of multivariate processes. Int J Adv Manuf Technol 41, 770–779 (2009). https://doi.org/10.1007/s00170-008-1502-9
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DOI: https://doi.org/10.1007/s00170-008-1502-9