%0 Journal Article
%T Residual-based maximum MCUSUM control chart for joint monitoring the mean and variability of multivariate autocorrelated processes
%A Dedy Dwi Prastyo
%A Hidayatul Khusna
%A Muhammad Ahsan
%A Muhammad Hisyam Lee
%A Muhammad Mashuri
%A Suhartono
%J Production & Manufacturing Research
%D 2019
%R https://doi.org/10.1080/21693277.2019.1622471
%X ABSTRACT Maximum multivariate cumulative sum (Max-MCUSUM) is one of the single control charts proposed for joint monitoring the mean and variability of independent observation. Since many applications yield time series data, it is important to develop Max-MCUSUM control chart for monitoring multivariate autocorrelated processes. In this paper, we propose a Max-MCUSUM control chart based on the residual of multioutput least square support vector regression (MLS-SVR). The optimal parameters of MLS-SVR model are calculated using historical in-control data and the control limit of the proposed chart is estimated using the bootstrap approach. The average run lengths of MLS-SVR-based Max-MCUSUM chart verify that the proposed chart is more sensitive to detect mean vector shift than to detect a covariance matrix shift. The illustrative examples of the proposed control chart are also provided for both simulation and real data
%U https://www.tandfonline.com/doi/full/10.1080/21693277.2019.1622471