MultiVariate Control Charts

IME 5080 – Advanced Quality Management

Dr. Lee Wells

Thursday, April 07, 2016

 MultiVariate Control Charts
 Uses Correlations between Variables

 Classical Height vs. Weight Problem

 Neglects Information

 Erroneous Conclusions with Univariate Control Charts

IME 5080 - Advanced Quality Management 2

 Hotelling 𝑻𝟐 Chart
 MultiVariate Version of Shewhart Chart

 𝑇 2 = 𝐱 − 𝐱 𝑇 𝐒 −𝟏 𝐱 − 𝐱

 Phase I
𝑚−1 2
◦ 𝛽𝛼,𝑝/2, 𝑚−𝑝−1 /2
𝑚

 Phase II
𝑝 𝑚+1 𝑚−1
◦ 𝑈𝐶𝐿 = 𝐹𝛼,𝑝,𝑚−𝑝
𝑚2 −𝑚𝑝

 𝐿𝐶𝐿 = 0

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 Example
Observation # 𝑥1 𝑥2 𝑥3 Observation # 𝑥1 𝑥2 𝑥3
1 5.4 93.6 1.0 29 7.4 83.6 9.0
2 3.2 92.6 4.2 30 6.8 84.8 8.4
3 5.2 91.7 3.1 31 6.3 87.1 6.6
4 3.5 86.9 9.6 32 6.1 87.2 6.7
5 2.9 90.4 6.7 33 6.6 87.3 6.1
6 4.6 92.1 3.3 34 6.2 84.8 9.0
7 4.4 91.5 4.1 35 6.5 87.4 6.1
8 5.0 90.3 4.7 36 6.0 86.8 7.2
9 8.4 85.1 6.5 37 4.8 88.8 6.4
10 4.2 89.7 6.1 38 4.9 89.8 5.3
11 3.8 92.5 3.7 39 5.8 86.9 7.3
12 4.3 91.8 3.9 40 7.2 83.8 9.0
13 3.7 91.7 4.6 41 5.6 89.2 5.2
14 3.8 90.3 5.9 42 6.9 84.5 8.6
15 2.6 94.5 2.9 43 7.4 84.4 8.2
16 2.7 94.5 2.8 44 8.9 84.3 6.8
17 7.9 88.7 3.4 45 10.9 82.2 6.9
18 6.6 84.6 8.8 46 8.2 89.8 2.0
19 4.0 90.7 5.3 47 6.7 90.4 2.9
20 2.5 90.2 7.3 48 5.9 90.1 4.0
21 3.8 92.7 3.5 49 8.7 83.6 7.7
22 2.8 91.5 5.7 50 6.4 88.0 5.6
23 2.9 91.8 5.3 51 8.4 84.7 6.9
24 3.3 90.6 6.1 52 9.6 80.6 9.8
25 7.2 87.3 5.5 53 5.1 93.0 1.9
26 7.3 79.0 13.7 54 5.0 91.4 3.6
27 7.0 82.6 10.4 55 5.0 86.2 8.8
28 6.0 83.5 10.5 56 5.9 87.2 6.9

IME 5080 - Advanced Quality Management 4

 MEWMA
 𝒁𝑖 = 1 − 𝜆 𝒁𝑖−1 + 𝜆𝒙𝑖

 𝑇𝑖2 = 𝒁𝑇𝑖 𝚺𝒛−1

𝑖
𝒁𝑖

 What Could be Done Differently?

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 Issues with MultiVariate Control Charts
 Problems Occur when Number of Variables Increases

 What was it?

 Solution, we Have Seen Before.

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