Average run length comparison of multivariate control charts

Abstract

In this paper we use Monte Carlo Simulation methodology to compare the effectiveness of five multivariate quality control methods, namely Hotelling T ², Multivariate Shewhart Char, Discriminant Analysis, Decomposition Method, and Multivariate Ridge Residual Chart-developed by Authors-, for controlling the mean vector in a multivariate process. P-dimensional multivariate normal data generated using different covariance structures. Various amount of shift in the mean vector is induced and the resulting Average Run Length (ARL) is computed. The effectiveness of each method with regard to ARL is discussed.

Keywords:

• Multivariate quality control
• Multivariate ridge residual chart
• Ridge regression
• Simulation
• Hotelling T ²
• Multivariate shewhart chart
• Discriminant analysis
• Decomposition method