The quality control chart for monitoring multivariate autocorrelated processes
Date of Original Version
Previously, quality control and improvement researchers discussed multivariate control charts for independent processes and univariate control charts for autocorrelated processes separately. We combine the two topics and propose vector autoregressive (VAR) control charts for multivariate autocorrelated processes. In addition, we estimate AR(p) models instead of ARMA models for the systematic cause of variation. We discuss the procedures to construct the VAR chart. We examine the effects of parameter shifts and by example present procedures to show the feasibility of VAR control charts. We simulate the average run length to assess the performance of the chart. © 2006 Elsevier B.V. All rights reserved.
Computational Statistics and Data Analysis
Jarrett, Jeffrey E., and Xia Pan. "The quality control chart for monitoring multivariate autocorrelated processes." Computational Statistics and Data Analysis 51, 8 (2007): 3862-3870. doi:10.1016/j.csda.2006.01.020.