Abstract
Cumulative sum (CUSUM) charts for controlling the covariance matrix are proposed via the projection pursuit method. Unlike traditional charts for covariance, the proposed charts can be used in a low-volume or short-run environment. It is shown that the proposed procedures are more effective than various existing ones. Their applications to monitoring a process with paired measurements are demonstrated. The CUSUM chart based on the likelihood ratio is also investigated. The performances of the two new kinds of CUSUM charts are similar. However, the likelihood ratio-based CUSUM chart requires that the size of each subgroup is larger than the dimension of the quality characteristics.
| Original language | English |
|---|---|
| Pages (from-to) | 767-790 |
| Journal | Statistica Sinica |
| Volume | 11 |
| Issue number | 3 |
| Publication status | Published - Jul 2001 |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to <a href="mailto:[email protected]">[email protected]</a>.Funding
This research is partly supported by an Earmarked Grant for Research awarded by the Research Grant Council of Hong Kong. The second author’s research is also partly supported by the National Natural Science Foundation of China.
Research Keywords
- Covariance matrix
- CUSUM chart
- Multivariable control chart
- Projection pursuit
- Shewhart type control chart
RGC Funding Information
- RGC-funded
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