A multivariate control chart for the detection of incipient trends

The aim of this paper is to propose a new statistic for monitoring multivariate trend processes. We will focuses on the possible choices of more sensitive statistics than the classical Hotelling T2 statistic in the case of processes where incipient trends are considered. A comparative study based on simulations is presented. The performances of detection are compared to the classical Hotelling control chart in terms of average run length ARL.)

Nassim BOUDAOUD, Zohra CHERFI, Sébastien CASTRIC