In practical applications of multivariate sliding window (SW) control charts, a considerable amount of difficulty lies in selecting parameters related to the window size and to the disposal of past observations. Although widely used for pattern recognition problems, to the best of the authors’ knowledge, there have been no comparative analyses of the efficiencies of multivariate SW schemes and more traditional ...
This work presents a procedure for monitoring the centre of multivariate processes by optimising the noncentrality parameter with respect to the maximum separability between the in- and out-of-control states. Similarly to the Principal Component Analysis, this procedure is a linear transformation but using a different criterion which maximises the trace of two scatter matrices. The proposed linear statistic is ...