Quality and Reliability Methods - SAS

Chapter 7 Multivariate Control Charts 113
Change Point Detection
Figure 7.7 Grouped Multivariate Control Chart, Phase 2
Change Point Detection
The Change Point Detection method is based on the work of Sullivan and Woodall (2000). When the data
set consists of multivariate individual observations, a control chart can be developed to detect a shift in the
mean vector, the covariance matrix, or both. This method partitions the data and calculates likelihood ratio
statistics for a shift. These statistics are divided by the expected value for no shift and are then plotted by the
row number. A Change Point Detection plot readily shows the change point for a shift occurring at the
maximized value of the test statistic.