Multivariate Max-CUSUM Chart

@inproceedings{Cheng2005MultivariateMC,
  title={Multivariate Max-CUSUM Chart},
  author={Smiley W. Cheng and Keoagile Thaga},
  year={2005}
}
AbstractA single multivariate control chart referred to as the Max-MCUSUM chart that is capable of simultaneously detecting shifts in both mean vector and covariance matrix of a multivariate process is proposed. This chart is based on standardizing the sample mean vectors and covariance matrices and finding the sampling distribution of the standardized values. This chart is compared with the Max-MEWMA chart proposed by Xie [19]. The proposed chart performs better than the Max-MEWMA chart in… CONTINUE READING

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SS-CUSUM Chart

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Multivariate Max-Chart

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