Multivariate control charts that combine the Hotelling T-2 and classification algorithms

Abstract

Multivariate control charts, including Hotelling's T-2 chart, have been widely adopted for the multivariate processes found in many modern systems. However, traditional multivariate control charts assume that the in-control group is the only population that can be used to determine a decision boundary. However, this assumption has restricted the development of more efficient control chart techniques that can capitalise on available out-of-control information. In the present study, we propose a control chart that improves the sensitivity (i.e., detection accuracy) of a Hotelling's T-2 control chart by combining it with classification algorithms, while maintaining low false alarm rates. To the best of our knowledge, this is the first attempt to combine classification algorithms and control charts. Simulations and real case studies demonstrate the effectiveness and applicability of the proposed control chart.