On multivariate control charts
Industrial production requires multivariate control charts to enable monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance and transaction strategies in finance. In the literature, several types of multivariate counterparts to the univariate Shewhart, EWMA and CUSUM methods have been proposed. We review general approaches to multivariate control chart. Suggestions are made on the special challenges of evaluating multivariate surveillance methods.
|Date of creation:||10 Feb 2011|
|Date of revision:|
|Publication status:||Published as Frisén, Marianne, 'On multivariate control charts' in Producao, 2011, pages 235-241.|
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