On multivariate control charts

Sobre gráficos de controle multivariados

Frisén, Marianne

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Industrial production requires multivariate control charts to enable monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance and transaction strategies in finance. In the literature, several types of multivariate counterparts to the univariate Shewhart, EWMA and CUSUM methods have been proposed. We review general approaches to multivariate control chart. Suggestions are made on the special challenges of evaluating multivariate surveillance methods.


Surveillance. Monitoring. Quality control. Multivariate evaluation. Sufficiency.


A produção industrial requer o uso de gráficos de controle para permitir o monitoramento de vários componentes. Recentemente tem havido um aumento de interesse também em outras áreas como a detecção do bioterrorismo, vigilância espacial e estratégias de operação na área financeira. Na literatura, vários tipos de gráficos multivariados têm sido propostos contrapondo-se aos gráficos univariados de Shewhart, EWMA e CUSUM. Uma revisão geral sobre os gráficos de controle multivariados é apresentada. Sugestões são dadas em especial aos desafios em avaliar métodos multivariados em vigilância.


Vigilância. Monitoramento. Controle de qualidade. Avaliação multivariada. Suficiência.


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