Monitoring multivariate process variability when sub-group size is small

作者：Djauhari Maman Abdurachman^*; Sagadavan Revathi; Li Lee Siaw

来源：Quality Engineering, 2016, 28(4): 429-440.

DOI：10.1080/08982112.2016.1166386

• average run length
• Cholesky decomposition
• conditional variance
• multivariate normal distribution
• probability of false alarm

The current practice of multivariate process variability monitoring, when sub-group size is small, has nothing to do with probability of false alarm (PFA). Consequently, the reliability of the existing control charts remains undetermined. In this article, we propose a control chart which is reliable, very sensitive to the change in variance for small or moderate correlation, and provides a root causes analysis of an out-of-control signal. To illustrate these advantages, an industrial example is presented and the results are compared with those issued from the existing methods.

• 出版日期2016