A review of dispersion control charts for multivariate individual observations

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

10 Scopus Citations
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Original languageEnglish
Pages (from-to)60–75
Number of pages17
Journal / PublicationQuality Engineering
Issue number1
Online published5 Jun 2020
Publication statusPublished - 2021


A multivariate control chart is designed to monitor process parameters of multiple correlated quality characteristics. Often data on multivariate processes are collected as individual observations, i.e., as vectors one at a time. Various control charts have been proposed in the literature to monitor the covariance matrix of a process when individual observations are collected. In this study, we review the literature on control charts based on individual observations from multivariate continuous processes, where we find 30 relevant articles from the period 1987–2019. We group the articles into five categories. We observe that less research has been done on CUSUM, high-dimensional and non-parametric type control charts for monitoring the process covariance matrix. We describe each proposed method, state their advantages, and limitations. Finally, we give suggestions for future research.

Research Area(s)

  • CUSUM, EWMA, high- dimensional, individual observations, multivariate dispersion control chart, non-parametric, Shewhart