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Multivariate Process Control Chart for Controlling the False Discovery Rate

  • Park, Jang-Ho (Department of Industrial and Management Engineering, POSTECH) ;
  • Jun, Chi-Hyuck (Department of Industrial and Management Engineering, POSTECH)
  • Received : 2012.11.19
  • Accepted : 2012.11.22
  • Published : 2012.12.30

Abstract

With the development of computer storage and the rapidly growing ability to process large amounts of data, the multivariate control charts have received an increasing attention. The existing univariate and multivariate control charts are a single hypothesis testing approach to process mean or variance by using a single statistic plot. This paper proposes a multiple hypothesis approach to developing a new multivariate control scheme. Plotted Hotelling's $T^2$ statistics are used for computing the corresponding p-values and the procedure for controlling the false discovery rate in multiple hypothesis testing is applied to the proposed control scheme. Some numerical simulations were carried out to compare the performance of the proposed control scheme with the ordinary multivariate Shewhart chart in terms of the average run length. The results show that the proposed control scheme outperforms the existing multivariate Shewhart chart for all mean shifts.

Acknowledgement

Supported by : National Research Foundation of Korea

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