ENBIS: European Network for Business and Industrial Statistics
Forgotten your password?
Not yet a member? Please register
ENBIS9 Goteborg
20 – 24 September 2009 Abstract submission: 1 February – 31 May 2009Multivariate Control Charts
22 September 2009, 16:15 – 16:35Abstract
- Submitted by
- Marianne Frisén
- Authors
- Marianne Frisén
- Affiliation
- Statistical Research Unit, Department of Economics, University of Gothenburg, Sweden
- Abstract
- Multivariate control charts are of interest in industrial production as it enables the monitoring of several components. Monitoring of the total quality of an assembled product is one example. Recently there has been an increased interest also in other areas such as regional public health control and financial transaction strategies. Reviews are found in Sonesson and Frisén (2005) and Frisén (2009).
Multivariate counterparts to the univariate Shewhart, EWMA and CUSUM methods have earlier been proposed. A review is given with respect to how suggested methods relate to general statistical inference principles.
Optimality is usually hard to achieve, and even to define, in multivariate problems. This is so also for multivariate surveillance. Multivariate surveillance problems can be complex. How-ever, the sufficiency principle allows important reductions of some important classes of mul-tivariate surveillance problems as seen in Frisén, Andersson and Schiöler (2009b). The spe-cial challenges of evaluating multivariate surveillance methods (see Frisén, Andersson and Schiöler (2009a)) will be described.
References
Frisén, M. (2009). Principles for Multivariate Surveillance, to appear In Frontiers in Statistical Quality Control, H.-J. Lenz, and P.-T. Wilrich (eds).
Frisén, M., Andersson, E.and Schiöler, L. (2009a). Evaluation of Multivariate Surveillance. In Research Report 2009:1: Statistical Research Unit, Department of Economics, University of Gothenburg, Sweden.
Frisén, M., Andersson, E.and Schiöler, L. (2009b). Sufficient reduction in multivariate surveillance. In Research Report 2009:2: Statistical Research Unit, Department of Economics, University of Gothenburg, Sweden.
Sonesson, C.and Frisén, M. (2005). Multivariate surveillance. In Spatial surveillance for public health, A. Lawson, and K. Kleinman (eds), 169-186. New York: Wiley.