Articlegreen2017

Phase I Distribution-Free Analysis of Multivariate Data

73 citations0/0 files storedTechnometrics

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Advanced Statistical Process Monitoring Probability and Statistical Research Fault Detection and Control Systems

Abstract

In this study, a new distribution-free Phase I control chart for retrospectively monitoring multivariate data is developed. The suggested approach, based on the multivariate signed ranks, can be applied to individual or subgrouped data for detection of location shifts with an arbitrary pattern (e.g., isolated, transitory, sustained, progressive, etc.). The procedure is complemented with a LASSO-based post-signal diagnostic method for identification of the shifted variables. A simulation study shows that the method compares favorably with parametric control charts when the process is normally distributed, and largely outperforms other multivariate nonparametric control charts when the process distribution is skewed or heavy-tailed. An R package can be found in the supplementary material.

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References

1992Introduction to Statistical Quality Control 2000Statistical Methods for Quality Improvement 1955A Test for a Change in a Parameter Occurring at an Unknown Point 1988Introduction to Statistical Quality Control 2000Controversies and Contradictions in Statistical Process Control 1995Control Charts for Multivariate Processes 2014An Overview of Phase I Analysis for Process Improvement and Monitoring 2009Multivariate Statistical Process Control Using LASSO

Cited by

2020Nonparametric Phase-II control charts for monitoring high-dimensional processes with unknown parameters 2014Recent Advances in Process Monitoring: Nonparametric and Variable-Selection Methods for Phase I and Phase II 2019Big Data? Statistical Process Control Can Help!2016Rank-based EWMA procedure for sequentially detecting changes of process location and variability 2021Distribution-free double exponentially and homogeneously weighted moving average Lepage schemes with an application in monitoring exit rate 2019A distribution-free Phase I monitoring scheme for subgroup location and scale based on the multi-sample Lepage statistic

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