A Multivariate Synthetic Control Chart for Monitoring Covariance Matrix Based on Conditional Entropy

Conference paper
First Online:

Abstract

In multivariate statistical process control field, besides monitoring the changes in the mean vector of a multivariate process, it is important to detect the changes in the covariance matrix of a multivariate process. This paper proposes a multivariate synthetic control chart for monitoring the changes in the covariance matrix of a multivariate process under multivariate normal distribution. The proposed control chart is a combination of the traditional control chart based on conditional entropy and the conforming run length chart. The operation and design of this control chart are described.

Keywords

Entropy Multivariate control charts Quality control Statistical process control Synthetic control chart 
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Notes

Acknowledgment

This work is supported by the National Natural Science Foundation of China (NSFC) under grant No. 70931002 and China Postdoctoral Science Foundation under grant No. 2011 M500928.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  1. 1.School of Economics and ManagementNanjing University of Science of TechnologyNanjingChina

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