Abstract
This paper deals with the problem of statistical process control applied to multivariate spatial models. After introducing the target process that coincides with the spatial white noise, we concentrate on the out-of-control behavior taking into account both changes in means and covariances. Moreover, we propose conventional multivariate control charts either based on exponential smoothing or cumulative sums to monitor means and covariances simultaneously. Via Monte Carlo simulation the proposed control schemes are calibrated. Moreover, their out-of-control behavior is studied for specific mean shifts and scale transformation.
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Garthoff, R., Otto, P. (2015). Simultaneous Surveillance of Means and Covariances of Spatial Models. In: Steland, A., Rafajłowicz, E., Szajowski, K. (eds) Stochastic Models, Statistics and Their Applications. Springer Proceedings in Mathematics & Statistics, vol 122. Springer, Cham. https://doi.org/10.1007/978-3-319-13881-7_30
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DOI: https://doi.org/10.1007/978-3-319-13881-7_30
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