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Multivariate Model Driven Control Chart

What inspired this wish list request ?

Scientific publications I read about the proposed improvement

 

What is the improvement you would like to see ? 

 

Addition of options to perform T² multivariate control chart with MCD and MVE estimation method (Minimum Covariance Determinant, Minimum Volume Ellipsoid resp.). 

Details about these methods are provided in attachment.

 

Why is this idea important? 

T² multivariate control charts are based on the estimation of a mean vector and a covariance matrix. These estimations are sensitive to the presence of outliers in the dataset and can lead to a masking effect preventing from detecting some outliers. MCD and MVE are so called "Robust" estimation methods, much less sensitive to the presence of outliers. It significantly improves the detection level of multivariate outliers.

 

1 Comment
mia_stephens
Staff
Status changed to: Acknowledged

Thank you for posting this request @PascalTP . We are evaluating this and other requests to improve MDMCC.