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A distribution‐free control chart for monitoring high‐dimensional processes based on interpoint distances
Author(s) -
Shu Lianjie,
Fan Jinyu
Publication year - 2018
Publication title -
naval research logistics (nrl)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 68
eISSN - 1520-6750
pISSN - 0894-069X
DOI - 10.1002/nav.21809
Subject(s) - control chart , curse of dimensionality , chart , statistical process control , mathematics , generalization , log normal distribution , euclidean distance , distribution (mathematics) , process (computing) , computer science , statistics , data mining , artificial intelligence , mathematical analysis , operating system
With rapid advances in sensing technology and data acquisition systems, high‐dimensional data appear in many settings. The high dimensionality presents a new challenge to the traditional tools in multivariate statistical process control, due to the “curse of dimensionality.” Various tests for mean vectors in high dimensional situations have been discussed recently; however, they have been rarely adapted to process monitoring. This paper develops a distribution‐free control chart based on interpoint distances for monitoring mean vectors in high‐dimensional settings. Other than the Euclidean distance, the family of Minkowski distance is used for discussion, which is a generalization of the former and other distances. The proposed approach is very general as it represents a class of distribution‐free control charts based on distances. Numerical results show that the proposed control chart is efficient in detecting mean shifts in both symmetric and heavy‐tailed distributions.