Improving the performance of the multivariate exponentially weighted moving average control chart

Multivariate statistical process control (SPC) procedures are useful in cases where several process variables are monitored simultaneously. A significant disadvantage of these techniques is that the time required to detect a process shift increases with the number of variables being monitored. We show how the shift detection capability of one popular multivariate SPC scheme, the, multivariate analogue of the exponentially weighted moving average control chart, can be significantly improved by transforming the original process variables to a lower-dimensional subspace through the use of a U-transformation.