Chemometrics and

intelligent
laboratory systems
ELSEVIER Chemometrics and Intelligent LaboratorySystems 38 (1997) 51-62

Multivariate statistical process control in chromatography

A. Nijhuis a,*, S. de Jong a, B.G.M. Vandeginste a,b
a UnileverResearch Laboratorium, P.O. Box 114, 3130AC Vlaardingen, The Netherlands
b Department of Organic Chemistry, University of Gent, Krijgslaan 281, B-9000 Gent, Belgium
Received 5 December 1996; revised 2 May 1997; accepted 5 May 1997

Abstract

The need for multivariate statistical process control (MSPC) to check the performance of processes is becoming more
important as the increasing number of variables that can be measured increases. In this paper HoteUing's T 2 statistic based
on PCA is used for the development of multivariate control charts. The significant principal components (PCs) are used to
develop the T2-chart and the remaining PCs contribute to the ~ -chart. Results of applying multivariate control charts in
chromatography are presented. The application concerns a capillary gas chromatography analysis of the fatty acid composi-
tion in BCR162 (soya-maize oil). © 1997 Elsevier Science B.V.

Keywords: Multivariate statistical process control; Hotelling's T 2 statistic; Principal component analysis; Chromatography

1. Introduction and pressure can be of significant importance for the

In recent years the interest in quality control has
strongly increased. Quality can be improved by im-
plementing quality requirements to systems with the
help of statistical tools. A well known statistical tool
is the Shewhart control chart, a simple plot of the
quality variable on the vertical axis and time on the
horizontal axis. Control limits indicate the range of
variation of the quality variable. The most important
concept of Shewharts' statistical approach is that a
controlled process only varies due to 'normal' causes.
If the process is not in control, additional variation is
possible through 'special' causes. These special
causes can be identified and eliminated to make the
process predictable [1].
In chromatography, process variables such as flow
performance of a certain chromatographic method.
Also the ageing of a colunm or, for example, a con-
taminated detector can take the system out of statisti-
cal control. Therefore in chromatography, univariate
control charts are used to check whether an analyti-
cal method is in statistical control or not. The contri-
bution of this paper is to show how to apply multi-
variate control charts, based on Hotelling's T 2 statis-
tic and principal component analysis, in chromatog-
raphy. Results of a multivariate process control are
also discussed to illustrate the performance of such a
process control.
2. Theory

To control the performance of a chromatographic

* Corresponding author. Fax: + 31-10-4605671. method one has to check the chromatographic sys-

0169-7439/97/$17.00 © 1997 Elsevier Science B.V. All rights reserved.

PII S0169-7439(97)00054-3
52 A. Nijhuis et aL / Chemometrics and Intelligent Laboratory Systems 38 (1997) 51-62

tern. A way to do this is to analyse a check sample 4"

together with the unknown samples at regular inter-

vals. The measurements of the check sample are pre-
sented in control charts. With univariate control the 2" ij

concentration of each compound of interest is inves- X2 ": ,.~ .

tigated with a control chart of its own. A univariate
/ ,.," .-.. g . /
control chart usually consists of two warning limits
(target value ___20.) and two control limits (target
o- / i I I I
:.' /
"t" • • Q •

value +30"). Different rules apply to interpret the

control charts in order to distinguish between out-
of-control and in-control situations.
(1) One or more observations outside of the con-
trol limits.
(2) A run of at least 8 observations, where the type
of run could be either a run up or down, or a run
above or below the centre line.
(3) Two or more consecutive observations outside
the warning limits but still inside the control limits.
(4) Four or five consecutive observations beyond
the 1 ~r limits.
(5) An unusual or nonrandom pattern in the data.
The most important rule and a basic criterion for
Shewhart charts is rule number 1. The supplementary
criteria are applied to increase the sensitivity of the
univariate control charts. A big disadvantage of the
univariate control charts appears as the number of
variables to be measured increases. As mentioned
before, each variable is monitored with its own con-
trol chart. In case of several variables an equal num-
ber of univariate control charts is required. In prac-
tice it demands much work from the analyst to check
the process with these univariate charts and the prob-
ability to make mistakes is larger when several con-
trol charts should be checked [2].
Another disadvantage is that out-of-control situa-
tions can be missed due to correlation in the data set.
This means that a measurement can be in control in
all univariate charts whereas in fact it is an out-of-
control situation [3]. The detection and correction of
such situations is of paramount importance for keep-
ing the within-laboratory variation under control. In
case of chromatography they indicate that the corre-
lation between the analyte concentrations has
changed. For instance, it may appear that when the
concentration of a given analyte is at the high side,
the concentration of another analyte is usually at the
low side. It may then be abnormal that at a certain
instance both are at the high side or both are at the
":~ D °
.4
4 -3 -2 "i bXl i ~ 3 ;~
Fig. 1. Different in-control and out-of-control observations in
combination with univariate and multivariatecontrol limits (or =
0.003).
low side. This information is obtained by considering
the two control charts simultaneously in what is called
a multivariate control chart, which is based on prin-
cipal component analysis (PCA). A PCA can express
correlations between variables in a relatively small
number of 'latent variables' (principal components)
which are uncorrelated.
In Fig. 1 different in-control and out-of-control
observations are given in combination with univari-
ate (30., i.e. a = 0.003) and multivariate control lim-
its ( a = 0.003). There are areas in this plot where an
observation can be multivariate in control and uni-
variate out-of-control or vice versa. For example, ob-
servation A is in control both for the univariate and
multivariate case. However, observation B (low x l,
low x2) is only in control for the multivariate case
due to the correlation structure of the data. On the
other hand, observation C (high xl, low x2) is only
in control for the univariate case. For the multivari-
ate case, observation C is clearly out-of-control since
a high xl should be allocated with a high x2. Ob-
servation D is out-of-control for both the univariate
and the multivariate case.
An advantage of multivariate process control is
that only two control charts are needed, the so-called
T2-chart and a ~ chart. The T2-chart is based on
the significant principal components while the Sv/-S-P-E
chart represents the error of the model based on the
remaining principal components. The T2-chart has its
 A. Nijhuis et aL/ Chemometrics and Intelligent Laboratory Systems 38 (1997) 51-62
origin in the work of Hotelling and is supported by
the Mahalanobis distance which takes the correlation
in the data into account. For a new observation (y),
Hotelling's T2-statistic [4] is given by
T2= ( y- "I")Ts-I( y - 7")
where S is the k X k covariance matrix of the data
table with n observations and k variables and where
r is the target vector of k variables.
There is only one limit for the T2-chart instead of
two for the univariate charts. This limit is the upper
control limit calculated as
(n-1)(n+l)k
UCLr2 = n(n-k) .Fl_~(k, n-k)
Here, Fl_~(k, n - k) is the 100(1 - or) percentile of
the F-distribution with k and n - k degrees of free-
dom [3].
In the presence of large correlations between the
concentrations of the compounds in the control sam-
ple, the covariance matrix S in Eq. (1) can become
nearly singular. Therefore it is common to calculate
the TZ-value by a principal component analysis. The
T2-value is then estimated from the scores t of the
multivariate measurement in the space defined by A
( < k) significant principal components (first term of
(3)),
t? t,
T 2 = E ~2 + E sz
i=1 ti i=A+l ti
where ti is the score of the measurement vector y, on
the ith principal component and s ti2 is the variance of
these scores.
The second part of Eq. (3) represents the contribu-
tion to the T 2 due to pure noise. Thus,
T z= TA2 + e
where i?2 is the value estimated from A principal
components and e is the residual T 2.
Multivariate process control based on PCA there-
fore consists of two charts: a i?a2-chart, which moni-
tors the multivariate distance of a new measurement
from the target value in the reduced PCA space and
a ~-chart, which monitors the deviation from the
PCA model. The limits for the ~/SPE chart and the
i?aZ-chart are calculated from a learning data set. This
data set should be cleared from abnormal situations,
53
taking into account that statistically 5% of the data
exceeds the 2or warning limits. This means that 1
observation out of 20 observations will produce a
false warning and should not be deleted. However,
when a warning is produced by more than 5% of the
(1)
data, abnormal observations must be deleted. After
this correction the limits are recalculated.
Eq. (2) can be used for the calculation of the con-
trol limit. This equation makes use of the assumption
that Hotelling's T 2 statistic can be approximated by
an F-distribution. This is true if the ith observation
Yi is independent of both ~- and S. However, this as-
sumption is not true for the start-up stage of a con-
(2) trol chart. Gnanadesikan and Kettenring [5] have
shown, based on a result of Wilks [6], that Eq. (2) can
be simplified by the assumption that the UCL can be
approximated by a beta-distribution.
UCLr2
( m - 1) 2
Bl_(~/2)( p / 2 , ( m - - p - 1)/2)
m
(5)
where B 1_ ~ ( p / 2 , (m - p - 1)/2) is the 100(1 - a )
percentile of the beta distribution with parameters
p / 2 and ( m - p - 1)/2 [7]. This approximation is
correct only when individual Yi values collected in
(3) the start-up stage of the process are checked to see
whether they fall within the control limits [7].
For the Svt-S-P-Echart the weighted chi-squared dis-
tribution ( g x ~ ) of Box [8] is used, with the weight
g and h degrees of freedom. Factors g and h are
calculated from the mean value (m) and variance (v)
of the values of the ~ obtained for the learning
set, as g = v / 2 m and h = 2m2/v. Using these ap-
(4) proximations the control limit for the ~ chart can
be calculated as [9]:
UCL s¢-/~- = ~ ( v / 2 m ) X21_~ ( 2 m 2 / v ) (6)
Now multivariate control charts can be built without
inverting the covariance matrix and with control lim-
its that are quite easily calculated from the beta-dis-
tribution and the chi-squared distribution, respec-
tively.
With these two charts, different types of devia-
54 A. Nijhuis et al. / Chemometrics and Intelligent Laboratory Systems 38 (1997) 51-62
%**,,
\ t, c 2
-." o°°"
PCl ~
Fig. 2. Multivariate control chart; SvrSvrSvrSvrSvrSplotted
vrS~ against PC1 and
PC2 (adapted from Ref. [9], see text for explanation). The cylinder
includes the normal operation conditions (NOC).
tions from normal operating conditions (NOC) can be
defined [10]:
(1) The process is disturbed in one or more mod-
elled variables, without changing the model relation.
The process will be out-of-control in the T2-chart, but
x/SPE will remain in control (see blocked observa-
tions in Fig. 2). In chromatography, this means that
there is a deviation from the target value for one or
more check sample components. However, the corre-
lation structure of the components remains the same
(the model relation). For example, suppose that there
is a strong increase in the peak area of component A
and that this component A has a large correlation with
component B. Due to this correlation also the peak
area of component B has increased. In this case the
correlation structure is maintained and there will be
an out-of-control situation only in the T2-chart.
(2) When a new event occurs, which is not cov-
ered by the model, a significant deviation can be seen
in the ~ - c h a r t . In this case the T2-chart will re-
main in control (see triangular observations in Fig. 2).
A new event related to our example can be that the
peak area of component A is increased while from
component B the peak area is decreased. In normal
conditions the second component also had to in-
crease, so in this case the event is not longer covered
by the model and there will be an out-of-control situ-
ation only in the ~ - c h a r t .
(3) Any combinatory effect of the first and the
second type causes an out-of-control situation in both
the T 2- and x/SPE -chart (the circles in Fig. 2). So in
this case the correlation is disturbed by different de-
viations in component A and B, and there are large
deviations from the target value.
With this knowledge, an out-of-control situation
can be assigned to a certain effect. However, when a
more specific investigation is required, the effects of
individual variables must be observed.
A critical problem is to find the correct number
(A) of significant principal components. Because in
chromatography the correlation structure can be very
weak, the number of significant PCs may be difficult
to find. There are a number of rules for deciding how
many PCs have to be included in the model. A very
obvious method is to select those PCs that together
account for a large percentage, e.g. 80% or 90%, of
total variance. Or choose all eigenvalues greater than
the average eigenvalue. Another approach making use
of the eigenvalues is the scree-graph. In this graph the
eigenvalues are plotted against the PC number and
then the PC must be found where the lines joining the
points are 'steep' to the left and 'not steep' to the
right [11]. Other tests such as the Bartlett test or the
split-sample procedure are also available, but the
success of these tests depends on the size of the data
matrix [12]. In practice (with chromatography data)
the size of the learning set will be too small for a
proper use of these tests.
An alternative is the algorithm of Dijksterhuis and
Heiser, who evaluated permutation tests in multivari-
ate data analysis [13]. In the permutation test ele-
ments in the column of a matrix are permuted inde-
pendently to remove the correlations from the data.
The idea of this method is that the eigenvalues found
for the permuted data matrices Xp are smaller than
the eigenvalues found for the original data matrix X.
The probability that an eigenvalue of the original data
matrix X is exceeded by the corresponding eigen-
value for the permuted data, can be interpreted as the
level of significance of that eigenvalue. Another pos-
sibility is the evaluation of the variation of the eigen-
vector during cross-validation. By deleting a number
of rows randomly from the data matrix and recalcu-
lating the PCA, the stability of the eigenvectors
(loadings) can be evaluated. This stability can be ex-
pressed by the variance of the loadings for each vari-
able or by the variance of the angles of the eigenvec-
tors in space. By plotting the variance of the loadings
or the variance of the PC angles as a function of the
 A. Nijhuis et al. / Chemometrics and Intelligent Laboratory Systems 38 (1997) 51-62
PC number, the stability of the eigenvectors as a
function of the PC number can be evaluated. Ideally
one would expect a stepwise decrease of the stability
for noise vectors.
The algorithm, which is akin to Jackknifing [14],
for the evaluation of the variance of the loadings is
summarised in the flow-chart given in Fig. 3.
The algorithm for the evaluation of the variance of
the angles is divided into a few steps. First, all eigen-
vectors for each dimension must be aligned in the
same direction. Eigenvectors with an angle of about
180° are essentially equal but for a different sign. To
achieve the alignment, the inner products of all
eigenvectors with the 'overall'-vector for the corre-
sponding PC are calculated. The 'overaU'-vectors are
the vectors found for the complete data matrix X. If
this inner product is negative then the sign of the
eigenvector for the subset X s must be inverted. After
aligning all eigenvectors of a PC in more or less the
same direction, a 'mean'-eigenvector can be calcu-
lated. Then the angle (~) between the subset eigen-
vector p and the corresponding 'mean'-eigenvector
is computed using the following equation:
= arccos( ffrpi/ll ~11" IIpill)
where ~ is the 'mean'-eigenvector using all data, Pi
the subset eigenvector for the ith subset, and [Ipll the
norm of vector p.
For each dimension, the variance of the angles
can be calculated. This variance is plotted against the
PC number as we did before for the variance of the
loadings. The flow-chart of the computation is given
in Fig. 4.
In addition, one can divide the variance of the an-
DeletenobjectsfrommatrixX ] < [ CP9000 gas chromatograph. All samples were mea-
100x
I
Perform PCA on matrix Ms > I
Calculate variance for each PC [
I variate charts. In the example described later in this
Plot log(variance) vs PC number ]
Fig. 3. Calculation of the variance of the PC loadings.
55
Delete n objects f r o m matrix X
lOOx
[ Perform PCA on matrix Xa I > I
I
I >° I
Clult [
l:)etwveen eigvec Xs - mean eigve° ]
I
Plot angle variation vs PC number
Fig. 4. Calculation of the angle variation.
gles (or the loadings) of each PC by the correspond-
ing mean eigenvalue Ai. Like this the variance is
weighted by the length (importance) of the eigenvec-
tor.
3. Experimental
The chromatographic method used for the devel-
opment of multivariate control charts is a method for
the quantification of the total content of trans fatty
acids in vegetable oils by capillary gas chromatogra-
phy, according to the adapted standard AOCS method
Ce lc-89: 'Fatty acid composition by GLC, cis and
trans isomers', revised 1990, 1991, updated 1992.
Analytical data on check sample BCR 162 (soya-
maize oil) were collected. The control data comprise
the fatty acid composition, obtained for 56 manual
injections and 92 automatic injections by a HP prep-
station, measured on a HP5890 gas chromatograph.
Further 88 manual injections were analysed with a
sured in a period of about 10 months. Analytes that
were selected for the control of the chromatographic
system are C16:0, C18:0, C18:1, C18:2 and C18:3.
For all data sets about a third part of the observations
was used as a learning set to calculate the control
limits and the remaining observations were used as an
observation set to evaluate the results of the multi-
paper a learning set and an observation set are used
(Tables 1 and 2), which were generated on the
CP9000 gas chromatograph with manual injection.
56 A. Nijhuis et aL / Chemometrics and Intelligent Laboratory Systems 38 (1997) 51-62

Table 1 Table 2
Learning set CP9000 manual injection Observation set CP9000 manual injection
Obs. Analyte peak area (%) Obs. Analyte peak area (%)
C16:0 C18:0 C18:1 C18:2 C18:3 C16:0 C18:0 C18:1 C18:2 C18:3
1 10.88 2.85 24.17 56.37 4.68 1 10.76 2.92 24.39 56.17 4.68
2 10.82 2.87 24.1 56.43 4.71 2 10.73 2.89 24.2 56.42 4.72
3 10.76 2.85 24.11 56.37 4.78 3 10.70 2.92 24.37 56.29 4.65
4 10.86 2.86 24.24 56.27 4.75 4 10.77 2.88 24.33 56.23 4.68
5 10.8 2.89 24.29 56.29 4.69 5 11.03 2.85 24.14 56.26 4.71
6 10.77 2.88 24.23 56.42 4.7 6 10.73 2.88 24.36 56.27 4.66
7 10.68 2.85 24.39 56.29 4.77
7 10.74 2.87 24.2 56.35 4.76
8 10.79 2.85 24.23 56.46 4.71 8 10.72 2.88 24.23 56.36 4.77
9 10.79 2.89 24.28 56.22 4.74 9 10.76 2.88 24.24 56.31 4.72
10 10.75 2.84 24.19 56.38 4.79 10 10.75 2.87 24.22 56.37 4.72
11 10.75 2.89 24.23 56.26 4.74 11 10.76 2.88 24.18 56.2 4.69
12 10.75 2.87 24.1 56.4 4.79 12 10.68 2.89 24.19 56.31 4.75
13 10.78 2.85 24.11 56.41 4.76
14 10.8 2.88 24.13 56.36 4.74
13 10.69 2.87 24.14 56.34 4.84
14 10.66 2.9 24.18 56.37 4.77
15 10.77 2.88 24.08 56.4 4.79 15 10.65 2.88 24.13 56.38 4.81
16 10.74 2.9 24.12 56.39 4.76 16 10.66 2.89 24.23 56.25 4.71
17 10.75 2.89 24.1 56.34 4.81 17 10.61 2.89 24.18 56.34 4.83
18 10.76 2.9 24.09 56.36 4.81 18 10.66 2.88 24.14 56.35 4.81
19 10.72 2.89 24.11 56.38 4.81
20 10.73 2.95 24.38 56.15 4.69
19 10.69 2.89 24.23 56.23 4.77
21 10.73 2.93 24.33 56.18 4.73
20 10.62 2.88 24.12 56.39 4.8
21 10.58 2.89 24.14 56.32 4.81
22 10.68 2.89 24.18 56.39 4.77 22 10.50 2.9 24.24 56.36 4.75
23 10.65 2.92 24.2 56.53 4.83 23 10.50 2.93 24.19 56.4 4.78
24 10.55 2.88 24.26 56.51 4.74
25 10.64 2.89 24.31 56.34 4.76
26 10.61 2.87 24.22 56.4 4.83
27 10.66 2.87 24.14 56.47 4.79
control limits of the univariate charts must be calcu-
l a t e d f r o m t h e learning d a t a set. T h u s , t h e m e a n s (~-)
a n d t h e s t a n d a r d d e v i a t i o n s ( o r ) m u s t b e c a l c u l a t e d to
d e v e l o p t h e w a r n i n g a n d c o n t r o l l i m i t s o f + 2 o-, re-
A l l c a l c u l a t i o n s a n d g r a p h s are m a d e w i t h a n appli-
s p e c t i v e l y , ___3 o ' , g i v i n g 2 0 c o n t r o l l i m i t s to b e cal-
c a t i o n d e v e l o p e d to d e s i g n m u l t i v a r i a t e c o n t r o l c h a r t s
c u l a t e d ( f o u r c o n t r o l l i m i t s f o r e a c h chart). F o r t h e
i n c h r o m a t o g r a p h y . T h i s a p p l i c a t i o n , w r i t t e n in S A S
l e a r n i n g set o f o u r e x a m p l e ( T a b l e 1) t h e l i m i t s f o u n d
6.11, u s e s t h e s i n g u l a r v a l u e d e c o m p o s i t i o n ( S V D )
are g i v e n in T a b l e 3 ( v a l u e s are r e l a t i v e a m o u n t s ) .
[15] i n s t e a d o f t h e p r i n c i p a l c o m p o n e n t a n a l y s i s
( P C A ) , b u t t h e results are t h e s a m e [16].

Table 3
The control limits for the univariate charts
4. R e s u l t s a n d discussion
Limit C16:0 C18:0 C18:1 C18:2 C18:3

4.1. Univariate control charts - 3s 10.52 2.80 23.92 56.09 4.63

-2 s 10.59 2.83 24.01 56.18 4.67
+2s 10.89 2.93 24.38 56.54 4.84
In the univariate approach five univariate charts +3s 10.96 2.96 24.47 56.64 4.89
are u s e d to statistically c o n t r o l t h e process. First, t h e
 A. Nijhuis et al. / Chemometrics and Intelligent Laboratory Systems 38 (1997) 51-62 57

C16:0 A C18:0

--3s
2.96
11.00-t
3s 2s
0 2s
tQ

J 10.75

-2s
• 2.85.

t
lo.6o 2 -3s
2.80 -3s

I026 2.75"t . . . . , .... , .... , .... , .... ,

, ,,,i,, ,,i, ,,ii,, ,,i,,I,

0 5 10 16 20 25 0 6 10 15 20 25

Tlrne Time

2,Ic18I cl3s 66.70-

_c_~_,±2_ O__]3s
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2S

8
t-
S 56.'!6
J 68,20 -2s

-3s

68.96
i,, , , I , , I , I r , , , I , , , , i , , , , i i, ,, i , , l l l l l l l l l l , i i i i i i

0 5 10 15 20 25 0 5 10 "16 20 25

~me "nrra

4~ 1 C18:3 E t3s
4,85 2s

J 4.76"

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3S

4.66
I F ' ' I I ' 1 , 1 1 1 , , 1 1 , , 1 1 1 1 , 1

0 6 10 16 20 26

Time
Fig. 5. Univariate Shewhart control charts for five analytes; C16:0, C18:0, C18:1, C18:2 and C18:3.
58 A. Nijhuis et al./ Chemometricsand Intelligent Laboratory Systems 38 (1997) 51-62

These limits are used for the five univariate control Table 5
charts to monitor the observations from the observa- The number of significantPCs for three data sets with three differ-
ent approaches
tion set (Fig. 5).
In those univariate charts a few observations are Gas chromatograph Number of significant
principal components
out-of-control. Analyte 1 (C16:0) is out-of-control for
observations 5, 22, 23 and a warning is issued for permutation varianceof variance
test loadings of angles
observation 21. In the second chart (C18:0) only ob-
servation 23 exceeds the warning limit. Further, all CP9000 (manual inj.) 2 3 3
HP5890 (manual inj.) 0 __ a __ a
observations are within the control limit. In the third HP5890 (prepstat.) 1 1 1
univariate control chart (C18:1) observation 1 is de-
tected outside the 20- warning limit and this obser- a No decrease in stability was observed.
vation is also found outside the - 2 0 - limit for the
fourth univariate control chart (C18:2). Finally, in
control chart number 5 (C18:3), observations 3, 6 and ing different numbers of significant PCs for the dif-
13 are outside the 20- warning limits. So overall, ferent methods.
three observations are out-of-control with respect to For the data sets generated on the HP5890 with a
the 3 0- control limits and 5 observations are out-of- HP prepstation, all approaches yield one significant
control with respect to the 2 0- warning limits.

4.2. Multivariate control charts A

First, the number of significant principal compo-

nents must be investigated. The T2-chart consists of ~12-
the significant PCs and the SvCSP-E-chart is based on
10"
the remaining PCs. To determine the number of sig-
nificant PCs the permutation algorithm of Dijkster- 8-
huis and Heiser has been chosen [13]. For the learn-
ing set (Table 1) this gives the results shown in Table 6-
4.
4-
The eigenvector stability was also evaluated on the I I I I I

1 2 3 4 5
chromatographic data set (Table 5). For the permuta-
tion algorithm two significant PCs are found. From PC
the plots of the eigenvector stability a shift at the third
m,0,6
PC can be noticed (Fig. 6). B
The conclusion here is that three principal compo-
--0.8
nents are significant. Thus, in comparison to the per-
O
mutation test one additional significant PC is found.
This demonstrates a traditional difficulty when find-

--1.2-
Table 4
Investigation of the significant PCs with a permutation test --1.4"
PC Eigenvalue ( )0 (~A= 1Ai//~ff= 1)~j)' 100% p-value
1 2.089 41.78 0.000 --1.6-
I I I I I
2 1.515 72.09 0.000 1 2 3 4 6
3 0.784 87.76 0.990
PC
4 0.517 98.10 0.990
5 0.095 100.00 1.000 Fig. 6. Eigenvector stability; variance of the angles (A), variance
of the loadings (B). CP9000 data for manual injection.
 A. Nijhuis et al. / Chemometrics and Intelligent Laboratory Systems 38 (1997) 51-62 59

principal component. However, for the samples anal-
ysed on the HP5890 and injected manually, the per-
mutation test found no significant components,
whereas the two eigenvector stability approaches in-
dicate a uniform decrease in eigenvector stability for
the f'lrst three components, followed by an increase in
stability for the last component (Fig. 7).
The fact that the two stability indicators yield the
same result is not surprising, as the variance of the
loadings is directly related to the variance of the an-
gles. Taking into account the values of the eigenval-
ues, the permutation test seems to be the best ap-
proach. Further, the permutation test (200 permuta-
tions) produces stable results, where the two other
approaches have a small variation in the plots when
the calculation is repeated with the same data. In
conclusion, the permutation test is preferred when the
number of significant PCs has to be investigated.
After having determined the significant number of
PCs we can start to develop the multivariate control
charts. Making use of Eq. (5) with m = 27, p = 5 and
a = 0.05, the control limit for T 2 is 9.03. The same
can be done for the ~ control limit but now
making use of Eq. (6). Substituting v = 9.38, m =
2.89 and o~= 0.05 in Eq. (6), the control limit for
is 3.35. Now the T 2 and svrffp--E
- values for each
observation in the learning set must be calculated,
using Eq. (3). The first part of the equation gives the
values for the T2-chart and the second part the val-
ues for the Sv~PE--chart. For this data set, using the
permutation test, only two PCs are significant so the
scores of the first two PCs are used for the T2-values
and the scores of the other PCs are used for the
-values. In Fig. 8 the results of the multivariate
control charts are plotted.
The multivariate control charts produced the fol-

14 •..0.8 ¸
A
? B

"~12" .~ --1.0

o -1.2
10-

o
8"
--1.6"
6"
--1,8"
4" --2.0"
I I ; I I I I I I I
1 2 3 4 6 1 2 3 4 5

PC PC

6- --1.0'
C I)
?
o

;> 3- ~ " --2.O

2- --2.6 ¸

1- --3.0 ¸

0- --3.6 ¸
I I I I I I I I I I

1 2 3 4 5 1 2 3 4 5

PC PC

Fig. 7. Eigenvector stability. HP5890 manual injection (A, B) and HP5890 prepstation (C, D). variance of the angles (A, C), variance of the
loadings (B, D).
60 A. Nijhuis et al. / Chemometrics and Intelligent Laboratory Systems 38 (1997) 51-62
15
A and 16 are in-control in the univariate charts but are
5¸
0 , - , . , . , T , - r . l . , . , . ,
0 10
Observationrtr.
so J B
gaoq _ ll ft
.0 " , ' , - , . , . , . , - , - , . ,
0 i0
ObservaLionrtr.
Fig. 8. The TE-chart (A) and the Svf~-chart (B) for the CP9000
check sample data based on two significant PCs.
lowing results for the observation set (Table 2). In the
two control charts six objects are out-of-controL In
the T2-chart, observation number 5 is out-of-control
and in the sfsP-E--chart observation numbers 11, 16,
21, 22 and 23. Objects 5, 21, 22 and 23 were also
found with the univariate control charts, so the re-
suits found with the univariate charts are partly con-
firmed. However, some warning situations in the
univariate sense (1, 3, 6 and 13) are not confirmed in
the multivariate charts. This indicates that the paral-
lel use of several univariate charts increases the
chance of false out-of-control situations, viz. (1 - (1
- c~)l/k). In the extreme case, when using 20 charts
on independent in-control processes, one may expect
that each time one of these charts will produce a
warning by accident. Furthermore, multivariate in-
vestigation of the univariate out-of-control observa-
tions revealed that they have a relatively high devia-
tion from the target value, but the correlation struc-
ture is still present. In such cases, observations can be
univariate out-of-control and multivariate in-control
(Fig. 1, observation B). On the other hand, objects 11
found to be out-of-control in the Sx/-SP-E--chart.A rea-
son for this discrepancy can be that relevant out-of-
UCL control observations are missed in the univariate
charts due to the correlation structure in the data (Fig.
1, observation C).
An interesting aspect is whether the selected num-
ber of significant eigenvectors is critical for flagging
. , . , .
out-of-control situations. In the example discussed,
20 two PCs are found to be significant and six observa-
tions are detected to be out-of-control in the multi-
variate control charts, one observation in the T2-chart
and five observations in the sfsP--E--chart. If the cal-
culation of the control charts is repeated for only one
significant PC, the same six observations are found to
1~cL be out-of-control (Fig. 9AB). However, in this case
all six out-of-control observations are found in the
sfsP--E--chart and in the T2-chart all observations are
in-control. Using three significant PCs the same re-
. , . , .
suits are found as for two significant PCs, one obser-
20 vation is out-of-control in the T2-chart (observation
number 5) and six observations in the ~ - c h a r t s
(Fig. 9CD).
From this example it appears that the method is
robust to the number of significant PCs in the sense
that out-of-control situations are correctly flagged.
However, the assignment of the cause may be differ-
ent.
Fact is that all PCs are used in the multivariate
approach. No information is thrown away. If a PC is
not used to calculate the TE-value then the variation
it describes is included for the ~ and vice versa.
A data vector is always a summary of all PCs, but
divided in a TE-part and a sVrSP-E-part (see Eq. (3)).
Thus, when the number of PCs is underestimated
(e.g., 1 PC instead of 2), T 2 will only flag out-of-
control situations which occur in the direction of PC- 1
and not in the direction of PC-2. In general, there will
be less out-of-control flagging in the T 2, when the
number of significant PCs is reduced.
This can also be seen in Fig. 10, where the scores
of the two first principal components are plotted for
the CP9000 data set. Observation 5 is found to lie
separately from most of the other observations. How-
ever, when a T2-chart is used with 1 principal com-
ponent, this observation will be in-control, because it
is in the range defined by PC 1. When the TE-chart
is based on the first two principal components, this
 A. Nijhuis et al. / Chemometrics and Intelligent Laboratory System 38 (1997) 51-62 61

ao
1
B

.o
0 lo 20 0
Observationnr Obs.&tionnr. 2o

5.0 - D
/\
UCL

0
0 20
Obs%tion nr.

Fig. 9. The @-chart (A) and the m-chart (B) for the CP9OOO check sample data based on one significant PC. The T*-chart (C) and the
m-chart (D) for the CP9000 check sample data based on three significant PCs.

observation will be out-of-control because it is out of In this &%-chart all PC scores are included and the
the range defined by PC 2. chart is simply a summary of all univariate control
When no PCs are found to be significant, still a charts. For each measurement the \/SPE-value is a
multivariate control chart can be developed. In this representation of the sum of all distances from the
case one only has one control chart, the &??-chart. value of a variable to a certain ‘mean’ value. The ad-
vantage of this multivariate chart compared to uni-
variate charts is that the process can be checked with
t1 . .
. . . only one control chart.
. . ..
0
I .
C
n5 .
5. Conclusion
-1 . . n

This paper has provided an approach of MSPC

. n n
with an application in chromatography. Including
-2
1 -2 ; g
PCA in Hotelling’s T2 statistic produces a good al-
ternative to the traditional calculation of T2 where
t2 the covariance matrix has to be inverted. It was shown
Fig. 10. Scores of the PCA for PC1 versus PC2 (0’9000). that it is possible to control a chromatographic sys-
62 A. Nijhuis et al. / Chemometn'cs and Intelligent Laboratory Systems 38 (1997) 51-62
tem with a T2-chart and a SfS-P-E-chart based on a
multivariate statistical projection method like PCA.
A possible shortcoming of multivariate charts is
that supplementary criteria for detecting out-of-con-
trol situations, as they are applied for the univariate
charts, are not yet defined for the multivariate con-
trol charts. The only, but most important, criterion in
the multivariate case is in- or outside the control limit.
It is not possible yet to detect a trend in the observa-
tions for example. However, in the future such sensi-
tivity criteria may well be applied for multivariate
charts. From the three approaches to investigate the
number of significant PCs, the permutation test seems
to have the best performance. The two other ap-
proaches, PC stability and angle variation, are pro-
ducing more or less similar results. However, our ex-
perience is that the permutation test approach tends to
be more conservative and more reliable.
Acknowledgements
We thank Professor Dr. P. Sandra (University of
Gent, Department of Organic Chemistry), for fruitful
discussions about the chromatographic aspects of this
paper. Further, we thank the Standards, Measure-
ments and Testing ( S M & T ) project for financial
support.
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