Illustrating the autocorrelation effect in T2 control chart of Hotelling by means of geometric approach

Abstract

Using a geometric approach with ellipses, results warn that the autocorrelation presence reduces the T2chart performance, restricting the chart ability to signal a special cause that is acting in the process. A control chart is one of the main techniques of statistical control of process and using this technique means auto correlation absence among the data of measured quality characteristics. Some examples are presented to illustrate the detrimental effect of T2chart when autocorrelation is present in the process. This article discusses effect of correlation and autocorrelation in HotellingT2 chart when there are two quality characteristics X and Y, whose autocorrelation and correlation structure is represented by a VAR(1) model.