붓스트랩을 활용한 이상원인변수의 탐지 기법

Abstract

Multivariate control charts are widely used to monitor the performance of a multivariate process over time to maintain control of the process. Although existing multivariate control charts provide control limits to monitor the process and detect any extraordinary events, it is a challenge to identify the causes of an out-of-control alarm when the number of process variables is large. Several fault identification methods have been developed to address this issue. However, these methods require a normality assumption of the process data. In the present study, we propose a bootstrapped-based T^2 decomposition technique that does not require any distributional assumption. A simulation study was conducted to examine the properties of the proposed fault identification method under various scenarios and compare it with the existing parametric T^2 decomposition method. The simulation results showed that the proposed method produced better results than the existing one, especially in nonnormal situations.