Simultaneous monitoring of mean vector and covariance matrix of multivariate simple linear profiles in the presence of within profile autocorrelation

Abstract

In this paper, Phase II monitoring of multivariate simple linear profiles is considered when the independency assumption of observations within each profile is violated. Then, two control charts for simultaneous monitoring of mean vector and covariance matrix in autocorrelated multivariate simple linear profiles are proposed. Performance of the proposed methods is evaluated by using simulation runs in terms of average run length (ARL) criterion. The results indicate satisfactory performance of the proposed methods. Finally, the application of the proposed methods is shown through a real case data.

Keywords:

• Average run length (ARL)
• Multivariate simple linear profiles
• Simultaneous monitoring
• Within profile autocorrelation