VAR chart: A quality control chart monitoring multivariate autocorrelated processes

Document Type

Conference Proceeding

Date of Original Version



This is a proposal of a new quality control chart. The literature on statistical quality control up to date discussed multivariate control charts for independent processes and univariate control charts for autocorrelated processes separately. This paper combined the two situations and proposed VAR chart for multivariate autocorrelated processes. Estimating VAR(p) model instead of VARMA model for the systematic cause was justified. The effects of parameter shifts were discussed. A simulated example was presented and the results showed the VAR chart is feasible. The performance of VAR chart was commented with the average run length of the chart.

Publication Title, e.g., Journal

Proceedings - Annual Meeting of the Decision Sciences Institute

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