A single chart with supplementary runs rules for monitoring the mean vector and the covariance matrix of multivariate processes

• Published in: Computers & industrial engineering Vol. 66; no. 2; pp. 431 - 437
• Main Authors: Costa, Antônio F.B., Machado, Marcela A.G.
• Format: Journal Article
• Language: English
• Published: New York Elsevier Ltd 01-10-2013; Pergamon Press Inc
• Subjects: Control charts; Covariance matrix; Matrix; Mean vector; Multivariate analysis; Multivariate processes; Operations research; Studies; Supplementary runs rules; Multivariate processes; Mean vector; Covariance matrix; Supplementary runs rules; Control charts
• ISSN: 0360-8352; 1879-0550
• DOI: 10.1016/j.cie.2013.07.008

•We evaluate the performance of the MRMAX chart with supplementary runs rules.•The monitoring of the proposed chart is based on the sample means and sample ranges.•The runs rules enhance the performance of the MRMAX chart.
The MRMAX chart is a single chart based on the standardized sample means and sample ranges for monitoring the mean vector and the covariance matrix of multivariate processes. User’s familiarity with the computation of these statistics is a point in favor of the MRMAX chart. As a single chart, the recently proposed MRMAX chart is very appropriate for supplementary runs rules. In this article, we compare the supplemented MRMAX chart and the synthetic MRMAX chart with the standard MRMAX chart. The supplementary and the synthetic runs rules enhance the performance of the MRMAX chart.