Scandinavian Working Papers in Economics
Research Reports,
University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law
No 2011:2: On multivariate control charts
Marianne Frisén ()
Additional contact information
Marianne Frisén: Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University, Postal: Statistical Research Unit, Göteborg University, Box 640, SE 40530 GÖTEBORG
Abstract: Industrial production requires multivariate control charts to enable monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance and transaction strategies in finance. In the literature, several types of multivariate counterparts to the univariate Shewhart, EWMA and CUSUM methods have been proposed. We review general approaches to multivariate control chart. Suggestions are made on the special challenges of evaluating multivariate surveillance methods.
Keywords: Surveillance; monitoring; quality control; multivariate evaluation; sufficiency
JEL-codes: C10
16 pages, February 10, 2011
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