Phase I Distribution-Free Analysis of Multivariate Data. Issue 4 (2nd October 2017)

• Record Type: Journal Article
• Authors: Capizzi, Giovanna; Masarotto, Guido
• Is Part Of: Technometrics. Volume 59:Issue 4(2017)
• Page Start: 484
• Page End: 495
• Publication Date: 2017-10-02
• Subjects: Change-point detection -- Control charts -- LASSO -- Multivariate signed ranks -- Nonparametric methods -- Statistical process control; Statistical physics -- Periodicals; Chemistry -- Statistical methods -- Periodicals; Engineering -- Statistical methods -- Periodicals; 519.5
• DOI: 10.1080/00401706.2016.1272494
• Languages: English
• ISSNs: 0040-1706

Abstract

ABSTRACT: In this study, a new distribution-free Phase I control chart for retrospectively monitoring multivariate data is developed. The suggested approach, based on the multivariate signed ranks, can be applied to individual or subgrouped data for detection of location shifts with an arbitrary pattern (e.g., isolated, transitory, sustained, progressive, etc.). The procedure is complemented with a LASSO-based post-signal diagnostic method for identification of the shifted variables. A simulation study shows that the method compares favorably with parametric control charts when the process is normally distributed, and largely outperforms other multivariate nonparametric control charts when the process distribution is skewed or heavy-tailed. An R package can be found in the supplementary material.