A Boosting Approach for Understanding Out-of-control Signals in Multivariate Control Charts
Résumé
The most widely used tools in statistical quality control are control charts. However, the main problem of multivariate control charts, including the Hotelling‘s T2 control chart, lies in that they indicate that a change in the process has happened, but do not show which variable or variables are the source of this shift. Although a number of methods have been proposed in the literature for tackling this problem, the most usual approach consists in decomposing the T2 statistic. In this paper, we propose an alternative method interpreting this task as a classification problem and solving it through the application of boosting with classification trees. The classifier is then used to determine which variable or variables caused the change in the process. The results prove this method to be a powerful tool for interpreting multivariate control charts.
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