Abstract

A multivariate control chart is designed to monitor process parameters of multiple correlated quality characteristics. Often data on multivariate processes are collected as individual observations, i.e., as vectors one at a time. Various control charts have been proposed in the literature to monitor the covariance matrix of a process when individual observations are collected. In this study, we review the literature on control charts based on individual observations from multivariate continuous processes, where we find 30 relevant articles from the period 1987–2019. We group the articles into five categories. We observe that less research has been done on CUSUM, high-dimensional and non-parametric type control charts for monitoring the process covariance matrix. We describe each proposed method, state their advantages, and limitations. Finally, we give suggestions for future research.

摘要

设计了一个多元控制图来监视多个相关质量特性的过程参数。通常，将关于多元过程的数据收集为单个观察值，即一次收集为向量。文献中已经提出了各种控制图，以在收集单个观察值时监视过程的协方差矩阵。在这项研究中，我们回顾了基于多变量连续过程的个体观察结果而得出的控制图上的文献，我们发现了1987-2019年间的30篇相关文章。我们将文章分为五个类别。我们观察到，对于用于监视过程协方差矩阵的CUSUM，高维和非参数类型控制图的研究较少。我们描述每种提议的方法，陈述它们的优点和局限性。最后，