Summary:
This paper studies the DDMA–chart, a data depth based moving–average control chart for monitoring multivariate data. This chart is nonparametric and it can detect simultaneously location and scale changes in the process. It improves upon the existing r– and Q–chart in the efficiency of detecting location changes. Both theoretical justifications and simulation studies are provided. Comparisons with some existing multivariate control charts via simulation results are also provided. Some applications of the DDMA–chart to the analysis of airline performance data (collected by the FAA) are demonstrated. The results indicate that the DDMA–chart is an effective nonparametric multivariate control chart.
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*Research supported in part by grants from the National Science Foundation, the National Security Agency, and the Federal Aviation Administration. The discussion on aviation safety in this paper reects the views of the authors, who are solely responsible for the accuracy of the analysis results presented herein, and does not necessarily reect the official view or policy of the FAA. The dataset used in this paper has been partially masked in order to protect confidentiality.
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Liu, R.Y., Singh, K. & Teng*, J.H. DDMA-charts: Nonparametric multivariate moving average control charts based on data depth. Allgemeines Statistisches Arch 88, 235– 258 (2004). https://doi.org/10.1007/s101820400170
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DOI: https://doi.org/10.1007/s101820400170