Due to the complexity of multivariate environment, the construction of multivariate control chart for process variability monitoring is not straightforward. This is because, in multivariate setting, understanding the behavior of process variability is not easy to interpret and analyze. For this purpose, we propose a process monitoring strategy that can be used to detect the shift in covariance structure by the size of variation in terms of the eigenvalues of a covariance matrix. The sensitivity of the propose method to the shift of variability is quite promising and therefore, a real industrial problem will be presented to illustrate its advantage.
Topics
Covariance and correlation
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