Multivariate Control Charts :: SAS/QC(R) 12.1 User's Guide

Multivariate Control Charts

Calculating the Chart Statistic
Examining the Principal Component Contributions

See SHWT2 in the SAS/QC Sample LibraryIn many industrial applications, the output of a process characterized by p variables that are measured simultaneously. Independent variables can be charted individually, but if the variables are correlated, a multivariate chart is needed to determine whether the process is in control.

Many types of multivariate control charts have been proposed; refer to Alt (1985) for an overview. Denote the ith measurement on the jth variable as $X_{ij}$ for $i=1,2,\ldots ,n$ , where n is the number of measurements, and $j=1,2,\ldots ,p$ . Standard practice is to construct a chart for a statistic of the form

$T^2_ i = (\mb {X}_ i - \bar{\mb {X}}_ n)^{\prime } \mb {S}^{-1}_ n (\mb {X}_ i - \bar{\mb {X}}_ n)$

where

$\begin{array}{lcr} \bar{X}_ j = \frac{1}{n} \sum _{i=1}^ n X_{ij}~ ~ , & \mb {X}_ i = \left[ \begin{array}{c} X_{i1} \\ X_{i2} \\ \vdots \\ X_{ip} \end{array} \right] , & \bar{\mb {X}}_ n = \left[ \begin{array}{c} \bar{X}_{1} \\ \bar{X}_{2} \\ \vdots \\ \bar{X}_{p} \end{array} \right] \end{array}$

and

$\mb {S}_ n = \frac{1}{n-1} \sum _{i=1}^ n (\mb {X}_ i - \bar{\mb {X}}_ n) (\mb {X}_ i - \bar{\mb {X}}_ n)^{\prime }$

It is assumed that $\mb {X}_ i$ has a p-dimensional multivariate normal distribution with mean vector $\mb {\mu } = (\mu _1 \mu _2 \cdots \mu _ p)^\prime$ and covariance matrix $\bSigma$ for $i=1,2,\ldots ,n$ . Depending on the assumptions made about the parameters, a $\chi ^2$ , Hotelling , or beta distribution is used for , and the percentiles of this distribution yield the control limits for the multivariate chart.

In this example, a multivariate control chart is constructed using a beta distribution for . The beta distribution is appropriate when the data are individual measurements (rather than subgrouped measurements) and when $\mb {\mu }$ and $\bSigma$ are estimated from the data being charted. In other words, this example illustrates a start-up phase chart where the control limits are determined from the data being charted.