A new multivariate variability control chart based on a covariance matrix combination

Abstract

Abstract In the field of multivariate quality control, there are many control charts related to the process mean but few options addressing process variability. Variability control charts have two main drawbacks: the first relates to the number of parameters to tune and the second relates to how changes in the mean affect the performance of these charts. Thus, in this paper, we propose a new multivariate variability control chart, called the multivariate exponentially weighted covariance matrix combination, which solves these two problems. The results show that this new chart performs well in the detection of changes in variance when the mean does not change and outperforms other charts when the mean does change.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 9 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.