Multivariate auto‐correlated process control by a residual‐based mixed CUSUM‐EWMA model

Multivariate auto‐correlated process control issues in industrial systems are a concern for statistical process monitoring (SPM). Traditional control charts produce large false alarms and/or miss timely detections of quality deterioration because they are unable to recognize the signals from multivariate auto‐correlated response variables. To track multivariate auto‐correlated processes, this paper presents a new residual‐based mixed multivariate control chart using cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) approaches. Using in‐control data, the multi‐output least square support vector regression model's optimal hyper‐parameters are determined, and a bootstrap method is used to estimate the upper control limit of the proposed control chart. The suggested control chart has strong detection performance for a small magnitude mean vector shift based on the average run length (ARL) performance for a particular range of shifts. Experimental result elaborates that the proposed control chart is more sensitive to detecting the mean vector shift compared with the existing commonly used models, such as multivariate CUSUM and multivariate EWMA control charts. The proposed control chart model and corresponding computational algorithm are successfully applied to SPM in an electronic conductor production line with multivariate auto‐correlated attributes.