Implementation Copula to Multivariate Control Chart
Tika Endah Lestari*, Shafira Khoirun Nisa, Fiella Pramysilia Citra, Gemintang Segara Asri
Industrial Engineering, Faculty of Engineering and Technology, Sampoerna University
*tika.lestari[at]sampoernauniversity.ac.id
Abstract
Multivariate Control Charts is an effective tool in Statistical Process Control to identify either an out-of-control process or in-control process. Hotelling T2 control chart is a quite popular and widely used technique in this field. However, its performance is deteriorated when the underlying distribution of the quality characteristics is not following the multivariate normal distribution. Multivariate control chart usually recommended a procedure in the phase-in Hotelling T2 control chart although there is difficulty in interpreting the signals from multivariate control charts more work is needed on data reduction methods and graphics techniques. Basically, the multivariate control chart refers to the theory of prediction interval. Therefore, its called predictive multivariate control charts. We aim to construct what so-called predictive multivariate control chart both classical in this part in the phase-in Hotelling T2 and Copula-based ones. We argue that appropriate joint distribution function may be well estimated by employing Copula. A numerical analysis is carried out to illustrate that an Application Copula-based Multivariate control chart outperforms than bivariate control chart and others.
Keywords: Multivariate Control Chart, Copula, Predictive Control Chart
Topic: Industry Engineering