Bootstrap-based T2 multivariate control charts

Poovich Phaladiganon, Seoung Bum Kim, Victoria C.P. Chen, Jun Geol Baek, Sun Kyoung Park

    Research output: Contribution to journalArticlepeer-review

    82 Citations (Scopus)

    Abstract

    Control charts have been used effectively for years to monitor processes and detect abnormal behaviors. However, most control charts require a specific distribution to establish their control limits. The bootstrap method is a nonparametric technique that does not rely on the assumption of a parametric distribution of the observed data. Although the bootstrap technique has been used to develop univariate control charts to monitor a single process, no effort has been made to integrate the effectiveness of the bootstrap technique with multivariate control charts. In the present study, we propose a bootstrap-based multivariate T2 control chart that can efficiently monitor a process when the distribution of observed data is nonnormal or unknown. A simulation study was conducted to evaluate the performance of the proposed control chart and compare it with a traditional Hotelling's T2 control chart and the kernel density estimation (KDE)-based T2 control chart. The results showed that the proposed chart performed better than the traditional T2 control chart and performed comparably with the KDE-based T 2 control chart. Furthermore, we present a case study to demonstrate the applicability of the proposed control chart to real situations.

    Original languageEnglish
    Pages (from-to)645-662
    Number of pages18
    JournalCommunications in Statistics: Simulation and Computation
    Volume40
    Issue number5
    DOIs
    Publication statusPublished - 2011 May

    Bibliographical note

    Funding Information:
    We thank the editor and referees for their useful comments, which significantly improved the quality of the article. This work was supported by the National Research Foundation of Korea Grant 0003811.

    Copyright:
    Copyright 2011 Elsevier B.V., All rights reserved.

    Keywords

    • Average run length
    • Bootstrap
    • Hotelling's T chart
    • Kernel density estimation
    • Multivariate control charts

    ASJC Scopus subject areas

    • Statistics and Probability
    • Modelling and Simulation

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