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A multivariate control chart is designed to monitor process parameters of multiple correlated quality characteristics. Often data on multivariate processes are collected as individual observations, i.e. as vectors one at the time. Various control charts have been proposed in the literature to monitor the covariance matrix of a process when individual observations are collected. In this study, we review this literature; we find 30 relevant articles from the period 1987-2019. We group the articles into five categories. We observe that less research has been done on CUSUM, high-dimensional and non-parametric type control charts for monitoring the process covariance matrix. We describe each proposed method, state their advantages, and limitations. Finally, we give suggestions for future research.
Monitoring several correlated quality characteristics of a process is common in modern manufacturing and service industries. Although a lot of attention has been paid to monitoring the multivariate process mean, not many control charts are available
We argue against the use of generally weighted moving average (GWMA) control charts. Our primary reasons are the following: 1) There is no recursive formula for the GWMA control chart statistic, so all previous data must be stored and used in the cal
In high reliability standards fields such as automotive, avionics or aerospace, the detection of anomalies is crucial. An efficient methodology for automatically detecting multivariate outliers is introduced. It takes advantage of the remarkable prop
A multivariate dispersion control chart monitors changes in the process variability of multiple correlated quality characteristics. In this article, we investigate and compare the performance of charts designed to monitor variability based on individ
Given the cost and duration of phase III and phase IV clinical trials, the development of statistical methods for go/no-go decisions is vital. In this paper, we introduce a Bayesian methodology to compute the probability of success based on the curre