Investigating the performance of the Phase II Hotelling T2 chart when monitoring multivariate time series observations
监控多元时间序列时第二阶段 Hotelling T² 控制图的表现
Thanks to high-tech measurement systems like sensors, data are often collected with high frequency in modern industrial processes. This phenomenon could potentially produce autocorrelated and cross-correlated measurements. It has been shown that if this issue is not properly accounted for while designing the control charts, many false alarms may be observed, disrupting the monitoring process efficiency. There are generally two recommended ways to monitor autocorrelated data:…