Bootstrap-based maximum multivariate CUSUM control chart

By Hidayatul Khusna, Muhammad Mashuri, Muhammad Ahsan, S. Suhartono, Dedy Dwi Prastyo. Quality Technology & Quantitative Management, 2018

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ABSTRACT Maximum multivariate cumulative sum (Max-MCUSUM) is one of the single control charts that plot single statistic as a representation of mean vector and covariance matrix. The Max-MCUSUM statistic has unknown specific distribution. The objective of this paper is to propose bootstrap-based Max-MCUSUM control chart for which reference value is predetermined in Phase I monitoring process. For various numbers of quality characteristics and correlation coefficients, the control limits estimated using bootstrap approach are presented in this paper. Furthermore, the average run lengths of bootstrap-based Max-MCUSUM control chart prove that the proposed control chart tends to be effective for monitoring the small shift in both mean and variance of a process. The illustrative examples are provided to demonstrate the applications of the proposed control chart for both simulation and real data.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c9a270f7408a754a23e16cd73a3c318157ab96bc