Should observations be grouped for effective monitoring of multivariate process variability?

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

6 Scopus Citations
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Original languageEnglish
Pages (from-to)1005-1027
Journal / PublicationQuality and Reliability Engineering International
Issue number3
Online published22 Jan 2020
Publication statusPublished - Apr 2020


A multivariate dispersion control chart monitors changes in the process variability of multiple correlated quality characteristics. In this article, we investigate and compare the performance of charts designed to monitor variability on the basis of individual and grouped multivariate observations. We compare one of the most well-known methods for monitoring individual observations—a multivariate exponentially weighted mean squared deviation (MEWMS) chart—with various charts based on grouped observations. In addition, we compare charts based on monitoring with overlapping and nonoverlapping subgroups. We recommend using charts based on overlapping subgroups when monitoring with subgroup data. The effect of subgroup size is also investigated. Steady-state average time to signal is used as the performance measure. We show that monitoring methods based on individual observations are the quickest in detecting sustained shifts in the process variability. We use a simulation study to obtain our results and illustrated these with a case study.

Research Area(s)

  • dispersion, individual observation, multivariate control chart, nonoverlapping subgroup, overlapping subgroup