An improvement of the Hotelling \(T^2\) statistic in monitoring multivariate quality characteristics (Q1954877): Difference between revisions

Summary: The Hotelling \(T^2\) statistic is the most popular statistic used in multivariate control charts to monitor multiple qualities. However, this statistic is easily affected by the existence of more than one outlier in the data set. To rectify this problem, robust control charts, which are based on the minimum volume ellipsoid and the minimum covariance determinant, have been proposed. Most researchers assess the performance of multivariate control charts based on the number of signals without paying much attention to whether those signals are really outliers. With due respect, we propose to evaluate control charts not only based on the number of detected outliers but also with respect to their correct positions. An upper control limit based on the median and the median absolute deviation are also proposed. The results of this study signify that the proposed upper control limit improves the correct detection of outliers but that it suffers from a swamping effect when the positions of outliers are not taken into consideration. Finally, a robust control chart based on the diagnostic robust generalised potential procedure is introduced to remedy this drawback.