In multivariate statistical process control field, besides monitoring the changes in the mean vector of a multivariate process, it is important to detect the changes in the covariance matrix of a multivariate process. This paper proposes a multivariate synthetic control chart for monitoring the changes in the covariance matrix of a multivariate process under multivariate normal distribution. The proposed control chart is a combination of the traditional control chart based on conditional entropy and the conforming run length chart. The operation and design of this control chart are described. © 2013 Springer-Verlag Berlin Heidelberg.
CITATION STYLE
Liu, L. P., Zhong, J. L., & Ma, Y. Z. (2013). A multivariate synthetic control chart for monitoring covariance matrix based on conditional entropy. In 19th International Conference on Industrial Engineering and Engineering Management (pp. 99–107). https://doi.org/10.1007/978-3-642-37270-4_10
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