Sum of Squares Control Charts for Monitoring of Multivariate Multiple Linear Regression Profiles in Phase II

Abstract

In this paper, we propose four control charts for simultaneous monitoring of mean vector and covariance matrix in multivariate multiple linear regression profiles in Phase II. The proposed control charts include sum of squares exponential weighted moving average (SS‐EWMA) and sum of squares cumulative sum (SS‐CUSUM) for monitoring regression parameters and corresponding covariance matrix and SS‐EWMARe and SS‐CUSUMRe control charts for monitoring mean vector and covariance matrix of residual. Proposed methods are able to identify the out‐of‐control parameter responsible for shift. The performance of the proposed control charts is compared with existing method through Monte‐Carlo simulations. Moreover, the diagnostic performance of the proposed control charts is evaluated through simulation studies. The results show better performance of the proposed control charts rather than competing control chart. Finally, the applicability of the proposed control charts is illustrated using a real case of calibration application in the automotive industry. Copyright © 2016 John Wiley & Sons, Ltd.

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