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Identifying the Out of Control Variable in a Multivariate Control Chart

Author

Listed:
  • Maravelakis, Petros
  • Bersimis, Sotiris
  • Panaretos, John
  • Psarakis, Stelios

Abstract

The identification of the out of control variable, or variables, after a multivariate control chart signals, is an appealing subject for many researchers in the last years. In this paper we propose a new method for approaching this problem based on principal components analysis. Theoretical control limits are derived and a detailed investigation of the properties and the limitations of the new method is given. A graphical technique which can be applied in some of these limiting situations is also provided.

Suggested Citation

  • Maravelakis, Petros & Bersimis, Sotiris & Panaretos, John & Psarakis, Stelios, 2002. "Identifying the Out of Control Variable in a Multivariate Control Chart," MPRA Paper 6387, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:6387
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    File URL: https://mpra.ub.uni-muenchen.de/6387/1/MPRA_paper_6387.pdf
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    References listed on IDEAS

    as
    1. Ross Sparks & Allan Adolphson & Aloke Phatak, 1997. "Multivariate Process Monitoring Using the Dynamic Biplot," International Statistical Review, International Statistical Institute, vol. 65(3), pages 325-349, December.
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    Cited by:

    1. Petros Maravelakis & Sotirios Bersimis, 2009. "The use of Andrews curves for detecting the out-of-control variables when a multivariate control chart signals," Statistical Papers, Springer, vol. 50(1), pages 51-65, January.

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    2. Petros Maravelakis & Sotirios Bersimis, 2009. "The use of Andrews curves for detecting the out-of-control variables when a multivariate control chart signals," Statistical Papers, Springer, vol. 50(1), pages 51-65, January.

    More about this item

    Keywords

    Multivariate analysis; Multivariate control charts; Ratio of normals; Principal components; Cusum; Statistical Process Control;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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