QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, VOL.

12, 203-210 (1996)

STATISTICAL PROCESS MONITORING WITH PRINCIPAL

COMPONENTS
CHRISTINA M. MASTRANGELO
School of Engineering and Applied Science, University of Virginia, Thurnton Hall, Charlottesville. VA 22902,
U.S.A.

GEORGE C . RUNGER
University of Maryland, College Park, MD 20742, U.S.A.
AND

DOUGLAS c. MONTGOMERY
Arizona State University, Tempe, AZ 85287-5906, U.S.A.

SUMMARY
Most industrial processes are characterized by a system of several variables, all of which are subject
to drifts, disturbances, and assignable causes of variation. In the chemical and process industries, there
are often inertial forces arising from raw material streams, reactors and tanks that introduce serial
correlation over time into these variables. This autocorrelation can have a profound impact on the
effectiveness of the statistical monitoring methods used for such processes. This paper reviews some
of the available methodology for multivariate process monitoring and shows the effectiveness of principal
components in this context. An application of the principal components approach with correlated
observation vectors is presented. The effectiveness of this procedure to indicate process upsets is dis-
cussed.

KEY WORDS: multivariate quality control; autocorrelation; principal components analysis

INTRODUCTION impact on most conventional statistical process

shtistical control charts have found widespread use
for process monitoring, quality improvement, and
reduction of process variability. A control chart
Provides a graphical summary of process information
and allows an analyst to determine significant depar-
tures from a state of statistical control. The Shewhart
Control chart is the foundation of traditional statisti-
cal process control (SPC). On the Shewhart chart,
departures from statistical control appear as isolated
Points or short runs of points that are not consistent
With random fluctuation around a fixed target.
In many industrial settings, key process variables
do not vary randomly around a fixed target; rather.
a dynamic or drifting behaviour is observed. For
example, in the chemical and process industries,
most processes use equipment such as tanks and
reactors or involve material streams that are driven
by inertial forces. These systems may incorporate
and/or feedforward control schemes to
compensate for these disturbances. However, these
engineering control schemes frequently do not fully
eliminate the dynamic behaviour, and key process
"Gables will exhibit stochastic drift rather than
random fluctuation, Also, in systems where the pro-
cess time constant is large relative to the sampling
interval, dynamic behaviour in the form of positive
in the process variables will be observed.
This dynamic behaviour usually has a serious
monitoring techniques. Many authors'-5 show that
positive correlation results in more false alarms than
would be expected if a standard control chart based
on the assumption of uncorrelated data is applied
to dynamic process data. Monitoring these systems
for assignable causes or other process upsets is an
important problem.
Most industrial processes are described by several
performance measures or quality characteristics that
require monitoring. For example, a chemical process
may be described by viscosity, concentration,
molecular weight, and pH of the final product. We
review multivariate SPC methods for monitoring
these types of processes, including conventional
multivariate control charts and methods based on
the underlying or latent structure of the data, such
as principal components. We discuss how the prob-
lem of autocorrelation in the process data affects
these monitoring methods. We also present an exam-
ple of the use of principal components for multivari-
ate process monitoring and discuss its effectiveness
in detecting process upsets and shifts.
CLASSICAL MULTIVARIATE! SPC
A control chart typically monitors one process vari-
able. In the univariate realm, there are several
methods of handling autocorrelated observations for
process control. The usual practice is to use a time

CCC 0748-8017/96/030203-08 Received 2 June 1995

0 1996 by John Wiley & Sons, Ltd. Revised 1 March 1996
 204 C. M. MASTRANGELO, G. C. RUNGER AND D. C. MONTGOMERY
series modelling approach to model the correlative
structure of the data and then apply a control chart
to the stream of residuals from the model. When
there are many process variables, it is relatively
common practice to develop a univariate monitoring
scheme for each variable.
One of the disadvantages of any univariate quality
control scheme is the large number of variables that
must be monitored in many applications. The grow-
ing appeal of multivariate methods overcomes this
disadvantage by offering simultaneous monitoring of
multiple variables (for a recent review of this aspect
of control charts see Reference6). For example, in
a typical application of control charts in the process
industries, there could potentially be hundreds of
variables of interest, and although not all of these
variables would be routinely charted, a large number
of univariate control charts could be required to
adequately monitor the process. This is overwhelm-
ing for the user and probably impractical. Multivari-
ate control chart techniques have several advantages
over multiple univariate control charts: a specific
Type I error rate or in-control average run length
can be maintained, relationships between variables
can be accounted for, and a single answer to the
question 'Is the process in control?' is produced.
Multivariate quality methods capitalize on the
relationship that typically exists between variables.
As an example, consider the case of two variables
with positive correlation. Figure 1 provides a scatter
plot of representative data from such a system.
Individual control charts for each variable are super-
imposed on the plot. The interior of the rectangle
formed by the control limits defines a joint control
region in which both variables are within their
respective control limits. The isolated point in the
lower-right corner of the rectangle is not detected
as unusual by either control chart. Figure 2 illustrates
the same data with a multivariate control ellipse
superimposed on the plot; the ellipse defines a region
of normal operation for the process. The point in
the lower-right comer is outside of the ellipse and
is identified by the multivariate control ellipse as a
potential assignable cause.
The geometrical description of a multivariate con-
trol chart is suitable for two or possibly three vari-
I
1------ c- - - - - - - 1-
I .
0 1.. . .
I
I
0
0
.. . -
I .
0
0
I 0
I we can show that the usual Hotelling P control
I
I------- c------ -1-
I
uZ-
XZ
Figure I . Two univariate control charts
Figure 2. Control chart with multivariate control ellipse
ables. However, an equivalent analytical procedure
based on Hotelling's Tr (Reference7) is preferred
because it can be applied to any number of variables.
Using the covariances between all variables, an ana-
lytical scheme can identify points that are unusual
in the multidimensional space of many process vari-
ables.
The majority of multivariate control chart pro-
cedures reduce the process information to a single
number criteria. Let the m x I vector x denote the
m process measurements at a sample time period
and let Z denote the covariance matrix of x. Then
the Hotelling Tr statistic is f = x Y x . Hotelling's
P is a generalization of the t-test and the Tr control
chart is obtained by plotting successive Tr values
versus time. On this chart, there is only an upper
control limit. Lowry and Montgomery6 discuss the
choice of control limit for the Hotelling P chart in
detail. By using Hotelling's Tr method, we have a
single control limit which produces a desired Type
I error or in-control average run length and uses
the available information with respect to means,
variances and correlation between the variables.
Predominantly, multivariate control chart tech-
niques have made use of variations of the TL statistic
that Hotelling developed. However, Hotelling's P
is based entirely on the most recent observation,
and consequently the procedure signals only when
a relatively large shift in the mean vector occurs. It
is relatively insensitive to small shifts in the mean
vector. This situation gave rise to exploring the
application of more sensitive control chart tech-
niques, such as the EWMA and CUSUM, to multi-
I
" ~ X l
variate data.*-1°
Traditional multivariate quality control methods
assume that the observation vectors are independent
over time. However, when processes exhibit
dynamic behaviour, such as typically observed in
the chemical and process industries, autocorrelation
1
I
XI
between successive observation vectors may result.
Even though multivariate procedures assume that
the observation vectors are independent over time,
I
I
I
=x,
chart attenuates the autocorrelation in the process
data.
I
Let pi denote the lag one autocorrelation of the
ith component of x. The lag one autocorrelation of
the P statistic is
 STATISTICAL PROCESS MONITORING
The derivation of (1) is outlined as follows.
Because T2 has a chi-square distribution with m
degrees of freedom when the process is on-target,
E(p)= m and V(P)= 2m. Denote the observed data
vector at time t by x,. The lag one autocovariance
of P is
Y = E(x’J-Ixp’,+ 1Z-1xr+1) - E(x’&-1xr)E(x’,+J-1xr+
From the chi-square distribution for P, xZ-’xfand
% + I ~ - ~ X , + , can each be expressed as a sum of
squares of m independent. standard normal random
variables Z,, and Z,,, for i = 1,2,...,m, respectively.
Using the independence property, the cross-product
terms in y cancel, and we obtain
Assume that U and W are each standard normal
random variables with correlation p. Then
Furthermore.
- E(Z?,i)HZ?+l,i)
Applying this result to E( Z?,iZ?+,,i)
we obtain
(4)
i i
Because the variance of T2 is 2m, the result for p
equation (1 ) is obtained. Consequently, the lag
one autocorrelation of the T2 statistic p equals the
average of the squares of the lag one autocorre-
h o n s for each individual variable. Because
-1 < pi < 1, p is smaller than the individual pi. For
example, if m = 4, p1= pz = f i = 0.6, and p4 = 0, then
P is only 0.27.Thus one would expect that in some
Situations, multivariate process monitoring tech-
%ues based on P would be less sensitive to auto-
conelation than are univariate control chart tech-
niques.
205
MONITORING WITH LATENT VARIABLES
Most industrial processes are described with many
process variables; therefore, multivariate monitoring
methods are of considerable practical importance.
Some methods for mdtivariate process monitoring
are based on finding the important dimensions in
which the process operates. That is, given that the
process has m variables, it probably moves in a
subspace of dimension less than m. Principal compo-
nent analysis (PCA) and partial least squares (PLS)
)
are two multivariate statistical methods which pro-
ject variable information, which is highly correlated
and noisy, down onto low-dimensional subspaces
which contain relevant information about the pro-
cess. When this set of variables include both ‘input’
and ‘output’ variables, PLS is a reasonable way to
model the latent structure in the system and reduce
dimensionality. For an example, see Reference 11.
When the process has only inputs or only outputs,
then PCAI2 is a simpler approach, and one that is
easy to implement.
The objective of PCA is to reduce the dimen-
sionality of a data set in which there are a large
number of interrelated variables, while explaining
as much of the data variation as possible. The
reduction is achieved by transforming the original
variables to a new set of variables called principal
components. Let x’ = [x,,x2,...,x,,,] represent a ran-
dom vector of observations on m variables with
a covariance matrix C. The method of principal
components is based on the following property: 2,
an m x m symmetric non-singular matrix, may be
reduced to a diagnonal matrix L by premultiplying
and postmulitplying it by a particular orthonormal
matrix U such that U%U=L. The diagnonal
elements of L, Zlrl2r...rlmr are called the eignevalues
of 2 and the columns of U, ul,u2....,u,, are called
the eigenvectors of 2.Geometrically, this transform-
ation is a rotation of the original axes of the vari-
ables to new axes.
PCA transforms M correlated variables x1,x2,. ..,x,
into m new variables zl,z2,...,z,,, using- the matrix of
eigenvectors U:
z = U’X.
The transformed variables are called the principal
components of x, and the ith principal component is
zi = U’iX
Therefore,
The ith principal component has a mean of zero,
and its variance is the eigenvalue li. Unlike the
original variables, the principal components are
uncorrelated. Notable points of PCA are (a) the
generation of new variables is a function of the
 206 C. M. MASTRANGELO, G. C. RUNGER AND D. C. MONTGOMERY
covariance matrix or the correlation matrix of the
original variables, and (b) the observations are not
assumed to follow a multivariate normal distribution.
The new variables generated by PCA are often
referred to as latent variables. Suppose there are m
original variables. The first latent variable is that
linear combination of the original variables with
greatest variance (for all coefficient vectors of unit
length). The second principal component variable is
that linear combination with greatest variance chosen
from among coefficient vectors of unit length that
are orthogonal to the first coefficient vector. Con-
tinuing in this manner, up to m latent variables can
be constructed.
Although using all m latent variables does not
provide a dimensional reduction of the original data,
the benefit from PCA is the following: if the data
falls in a lower dimensional region of the full m-
dimensional space, then a few (say, three or fewer)
latent variables can be used to describe most of the
variability in the process. Thus, the m-dimensional
data set can be approximated with three or fewer
variables. In Figure 3, the data in three dimensions
can be described by a single variable which is the
distance of each point from the origin along the
vector c,. It is convenient to normalize each original
variable to a zero mean. The distance of each point
is the value of the first latent variable and c, is the
vector of coefficients of the first latent variable. If
a second latent variable is used, each point in the
Figure can be described by its distance from the
origin along each of the vectors cI and c2. This pair
of latent variables approximate each point by a point
in the plane defined by cI and c2.
The third latent variabIe in this example would
equal the distance of each point along a vector
perpendicular to the plane defined by cI and c2. In
this case, each point can be well approximated by
one or two latent variables and the third latent
variable is approximately zero at each point.
One advantage of PCA is that the latent variables
can sometimes be interpreted as measures of funda-
mental physical characteristics of the process such
as heating rates, material balances, or surface
smoothness. In these cases, process insights are
gained by interpreting the coefficients that incorpor-
ate the measured variables in the latent variables.
I trol charting the R vector is sometimes a valuable
1%
Figure3. Thnedimensional data falling in a two-dimensional
region
Furthermore, if the latent variables are used in con-
trol charts, we are essentially monitoring these
physical characteristics of the process, and we can
obtain information useful for diagnosing the root
cause of a control chart signal. Because the latent
variables are uncorrelated, ideally each one measures
a fundamentally different characteristic of the pro-
cess and avoids the redundancies that often occur
in the raw variables.
Another advantage of PCA is that the reduction
to fewer latent variables can increase the sensitivity
of a control scheme to assignable causes. It is well
known that for a F control scheme, the performance
to detect a shift of the process from, say, the zero
vector, to the vector p is a function of ( I ) the
number of variables, and (2) p and 8 only through
the non-centrality parameter A = pT.-’p. Let
vlrv2,...,v, denote the eigenvectors of Z correspond-
ing to ordered (decreasing) eigenvalues dl,d2,.. .,d,,,
of 2.Then,
For a control chart, larger values of h are easier to
detect. If only the first k latent variables are used
in a multivariate control chart, such as the chi-square
chart, then the non-centrality parameter equals the
sum of the first k terms in (6) and this is denoted
as A& If the off-target mean is substantially in the
direction of the first k latent variables, then the
decrease from h to Ak is more than compensated by
using fewer variables in the principal component
chart and detection sensitivity improves.
The disadvantage of PCA as a process monitoring
method is that shifts of the process mean to a vector
that is orthogonal to the first k eigenvectors of 2:
are invisible to the control scheme. This may or
may not be important, depending on the type of
assignable cause that is anticipated. Consequently,
it has been suggested that principal component
residuals should be charted in some casesL2to sup-
plement or replace a control scheme based on the
first k latent variables. A principal component
residual vector is the difference between a vector x
and its approximation by the first k latent variables.
Let the matrix V have columns equal to the rn
eigenvectors of I; and let V, be the submatrix that
consists of the first k columns of V. The residual
associated with x is
The vector R can be used in a multivariate control
scheme to detect shifts to a p that is outside of the
subspace of the latent variables. Consequently, con-
alternative to charting the latent variables.
For the purpose of statistical inference, it is
assumed that the set of observation vectors are
 STATISTICAL PROCESS MONITORING
independent and normally distributed. This assump-
tion is implicit when PCA is used. JolliffeI3 and
Jackson12 both point out that if PCA is to be used
in a descriptive or exploratory manner, rather than
an inferential tool, then the traditional assumptions
of normality and independence are not essential in
order for the technique to be effective. Even though
O u r use of PCA tends toward the descriptive or
exploratory nature of PCA, the use of principal
Components with correlated observation vectors indi-
cate process upsets remarkably well.
The application of PCA to statistical process
monitoring is increasing. Scranton et ~ 1 .applied
'~ a least a proportion l l m of the total variance is
multivariate exponentially weighted moving average
control chart to principal component variables to
improve the detection of small process shifts.
Nomikos and Ma~Gregor'~ employ multiway PCA
to monitor batch processes over time. Runger and
discuss the selection of appropriate principal
components for multivariate process monitoring.
These analyses assume that the measurements
obtained at each sample time are uncorrelated.
Rungerl7 showed that the residuals from a PCA are
not autocorrelated. The residuals can be monitored
in an application in which an assignable cause shifts
the process mean out of the subspace defined by
the first few principal components. In this work, we
focus on graphical approaches for the more difficult
Problem of autocorrelated data. Exponential smoo-
thing might be useful even for autocorrelated data,
and it might be combined with simple graphics,
but more research is needed to make good use of
the method.
The same philosophy used for univariate monitor-
ing can be applied in developing multivariate SPC
Procedures; that is, start with an appropriate refer-
ence set that defines normal operating conditions for
the process, chart observations, and then look for
assignable causes when a point signals out Of con-
trol.
EXAMPLE
Seven variables from a continuous chemical process
comprise the dataset. The observations are collected
relatively frequently compared to the process time
constant, thus resulting in correlated data. Using the
Box and Jenkins'" approach, the time series were
estimated and fitted by ARIMA models. The
ANMA modelling was not required as part of the
Principal components approach, but it gives some
idea of the stochastic structure of the data. The first
three variables exhibit AR( 1) behaviour, variable 4
is an ARMA( 1, I ) model, variables 5 and 6 are
4R(2), and variable 7 is modelled as an
A N A ( 2 , l ) . Strong autocorrelation exists in this
dafa set which makes it typical of the data found
In many process plants.
Table1 summarizes the variance contributions of
the principal components. Recall that the eigenvalue
Of a principal component or latent variable rep-
207
resents the variance of the ith principal component.
Note that in Table I, the principal components are
ordered from the largest to smallest proportion of
total variance explained by the ith component.
Selecting the number of principal components
to retain is subjective. However, there are several
guidelines that can be used. One rule of thumb
suggests retaining components until at least 70-80
per cent of the variation is explained. Another sug-
gests retaining only those components whose vari-
ance li is greater than unity, or retaining only those
components whose individual variances explain at
another alternative. For this example, l/m = 117 =
0.1428. Using these guidelines, the first three princi-
pal components or latent variables are retained and
have the following form:
Pc 1: 21= O.27hl + 0.270X6 + 0.267~7+ 0.260~4
+
+ 0*006x,- 0.039~3 0.038~5
Pc2: z2 = 0.061~1- 0.05 1x6 - o*@ktr7+ 0*104x4
+ 0.508~2+ O . 5 O h 3 - 0'045x5
Pc3: z3 = 0-047X1- 0.125X6 - 0.138x7 O.O78X4
+ 0.041x2+ 0 . 0 0 0 2 ~+~0 . 9 7 6 ~ ~
Recall that the new variables, z,, are linear combi-
nations of the original variables multiplied by the
eigenvectors of S, the sample covariance matrix.
The factor pattern measures the correlation of
each principal component with the original variable
and is used to interpret the principal component by
showing how much an original variable 'contributes'
to ti. In Table 11, significant correlations between
the original variables, xi, and the latent variables zi
are highlighted. The first principal component can
be interpreted as essentially a weighted average of
variables 1, 6, 7, 4, whereas the second component
is an average of variables 2 and 3 and the third
component is primarily directed by variable 5. Note
that the interpretation of the latent variables obtained
by examining the factor pattern could be obtained
by examining the coefficients of xi in the principal
components. The factor pattern may be a more
reliable guide in attempting to interpret the principal
components because the correlations correct for dif-
ferences in the variances of the original variables.
By substituting the values from the dataset into
the above principal components, individual transfor-
med observations, or z-scores, are obtained. Figure 4
depicts the in-control status of the process; this data
will serve as the reference distribution. The plotted
points are the z-scores of the first two latent vari-
ables, z , and z2, To determine the effectiveness of
using principal components with autocorrelated data
for process monitoring purposes, shifts of each vari-
able were simulated. The factor scores for a lo
shift are shown in Figure 5. The numbers 51 to 60
denote the subsequent time periods after the simu-
lated shift began. As Figure 5 shows, two 'pools'
of factor scores result with a transitional data stream
in-between. As the shift increases, the transitional
data stream becomes easier to recognize; thus
 208 C. M. MASTRANGELO, G. C. RUNGER AND D. C. MONTGOMERY

Table I. Variation explained by latent variables

Principal component Eigenvalue Proportion of variance Cumulative variance

1 3.4605 0.4944 0.4944

2 1*8222 0.2689 0.7632
3 1 a003 1 0.1433 0.9065
4 0.4892 0.0699 0.9764
5 0-1554 0.0222 0.9986
6 0-0081 0.0012 0.9998
7 0.00 15 0@002 1.oooO

Table 11. The factor pattern of the dataset

Latent variables
Original variables, xi 22

0.942 0.1 15 0.047

0.934 -0.095 -0.125
0.924 -0.082 -0.139
0.901 0.195 0.078
0.02 1 0.956 0.04 1
-0.137 0.946 0.0002
0.132 -0.085 0.979

v)

H2'
:I
LO]

-0.5

- 1 .o-j
' .
..
0

.
.. .
0
.
0 0
0

0
0
.
0

.
0

I
a
0
0.
. .
.. ..
0.
0
.
0
0
-.

0
0

-1.5 1 I I I I I I I 1
-6 -4 -2 0 2 4 6 8 10
Y2 Scores
Figure 4. Factor scores of the reference dataset

quickly indicating a process change. For the small operation, data far from this plane should be ident-
lo process shift incurred in this example, the shift ified. The supplemental multivariate control chart
is discernible after 6 or 7 periods. accomplishes this objective quite simply, and may
Owing to the geometry of PCA, the monitoring be interpreted as a control chart on the residuals of
of PCI and PC2 is effective for detecting assignable an observed data point (vector) from the projection
causes that shift the process mean in the plane of on the PCI-PC2 plane.
the first two latent variables. Assignable causes that This example demonstrates the appeal of using
change the process mean in a direction perpendicular principal component analysis to monitor a multi-
to this plane are not detected by monitoring these dimensional process with autocorrelated data. Instead
two variables, because the projection onto the PCI- of seven individual control charts, only one process
PC2 plane of data perpendicular to this plane score chart is needed to detect a process change.
appears identical to the original data. Consequently,
we strongly recommend monitoring the remaining CONCLUSIONS
m - 2 components with any multivariate control
chart such as the TL control chart, the MEWMA or In this paper, we have examined multivariate SPC
the MCUSUM. Although, our primary interest might methods for monitoring processes whose variables
be to observe the process in its plane of normal exhibit non-random behavior. We have shown that
 STATISTICAL PROCESS MONITORING 209

3-

. ..
’
9 .

.‘a
.
*
’. . ’ .
.I
2-
s

.
. *.
’e

. . ..
m

a .*
60
1- I

.59
al
s 0-
, ’ . ... m56
.55
.. .. ...
W
*
8 . ‘$34
1.. a m

. . ’.. .
m m %
a . a *52
-1 - m m
. -51
. .
s
.*

-2 I I I I I 1 I
1
-5 0 5 10 15

Y2 Score
Figure5. Factor scores of a 10 shift in all variables
the conventional P control chart may be less sensi-
the to autocorrelation because the lagged correlation
of the Tt statistic is smaller than the lagged corre-
lation of the individual variables. Monitoring auto-
correlated process variables with latent variables was
also explored. Preliminary investigation shows that
in applications where dimensionality may be reduced
to two or three dimensions, principal component
analysis may be used as a viable process monitor-
ing tool.
ACKNOWLEDGEMENT
b.Mastrangelo was supported for this work, in
Part, by NSF under grant DMI-9501903.
REFERENCES
1. L. C. Alwan. ‘Autocorrelation: fixed versus variable Control
limits’, Quality Engineering, 4. (2) 167-188 (1991).
2. L. C. Alwan, ‘Effects of autocorrelation on control chart
performance’. Communications in statisrics: Theory and
Methods, 21, 1025-1049 (1992).
3. L. C. Alwan and H. V. Roberts, ‘Time series modeling for
quality statistical process control’, Journal of Business and
Economic Statistics, 6, ( 1 ). 87-95 ( 1988).
4. D. S. Emer, ‘A control chart for dependent data’, ASQC
Technical conference Transactions, Atlanta, GA. 1980.
5. D. C. Montgomery and C. M. Mastrangelo, ‘Some statistical
process control methods for autocorrelated data’. Journal of
Quality Technology, 23, (3). 179-193 (1991).
6. c. A. Lowry and D.C. Montgomery. ‘A review of multivari-
ate control charts’, IIE Transactions. 27. 800-810 (1995).
7. H. Hotelling, ‘Multivariate quality control-illustrated by the
air testing of sample bombsights’ in C. Eisenhart, M. W.
Hastay and W. A. Wallis (eds) Techniques of Statistical
Analysis, McGraw Hill, New York, NY. 1947.
8. J. J. Pignatiello and G. C. Runger. ‘Comparison of multivari-
ate CUSUM charts’, Journal of Qualify Technology, 22, 173-
186 (1990).
9. R. B. Crosier, ‘Multivariate generalizations of cumulative
sum quality control schemes’, Technometrics. 30, 291-303
(1988).
10. C. A. Lowry, W. H. Woodall. C. W. Champ and S. E.
Rigdon, ‘A multivariate exponentially weighted moving aver-
age control chan‘, Technomerrics, 34, ( 1 ), 46-53 (1992).
1I. J. V. Kresta, J. F. MacGregor and T. E. Marlin, ‘Multivariate
statistical monitoring of process operating performance’, Can-
adian Journal of Chemical Engineering, 69. 3 5 4 7 (1991).
12. J. E. Jackson, A User’s Guide to Principal Components.
Wiley, New York. NY, 1991.
13. I. T. Jolliffe. Principal Component Analysis, Springer-Verlag,
New York. NY, 1986.
14. R. Scranton, G. C. Runger. J. B. Keats and D. C.Montgom-
ery, ‘Efficient shift detection using multivariate exponentially-
weighted moving average control charts and principal cornpo-
nenis’, Quality &d ReEability Engineering International, 12.
165-171 (1996).
15. P. Nomikos and J. F. MacGregor. ‘Multivariate SPC charts
for monitoring batch processes? Technomerrics, 37, ( 1 ) 41-
59 (1995).
16. G . C. Runger and F. B. Alt, ‘Choosing principal components
for multivariate statistical process control’. to appear in Corn-
municarions in Statistics-Theory and Methods.
17. G . C. Runger, ‘Multivariate statistical process control for
autocorrelated processes’. to appear in International Journal
of Production Research.
18. G . E. P. Box and G. M. Jenkins, Time Series Analysis:
Forecasting and Control, Holden Day, Oakland. California,
1976.
Authors ’ biographies:
Christina M. Mastrangelo is an Assistant Professor in
the Department of Systems Engineering. She holds BS, MS
and Ph.D. degrees in industrial engineering, and conducts
research in statistical process control and empirical stoch-
astic modeling. She is a recipient of the Ellis R. Ott
and Shewell Awards. She has several years of industrial
experience in aerospace manufacturing and is a member
of IIE and ASQC.
George C. Runger. Ph.D. is a faculty member in Manage-
ment Science and Statistics at the University of Maryland.
His research interests are in process control and exper-
imental design strategies. He has published in journals
such as the Institute of Industrial Engineering Transactions,
Journal of Quality Technology, Quality Engineering, Jour-
210 C. M. MASTRANGELO, G. C. RUNGER AND D. C. MONTGOMERY
nal of the American Statistical Association, International
Journal of Reduction Research, IEEE Transactions, and
the Journal of Multivariate Analysis. He is a co-author of
the text Applied Statistics and Probability for Engineers.
Formerly, he was a senior engineer at IBM and on the
faculty at Rensselaer Polytechnic Institute. He holds
degrees in Industrial Engineering and Statistics.
Douglas C. Montgomery is Professor of Engineering at
Arizona State University. He received the Ph.D. in engin-
eering from Virginia Tech. His professional interests are
in the development and application of statistical method-
ology for problems in engineering and the sciences. Dr.
Montgomery is an author of 10 books and numerous
technical papers. He is a recipient of the Ellis R. Ott
Award and both the Shewell Award and Brumbaugh
Award from the American Society for Quality Control.
He is currently the editor of the Journal of Quality Tech-
nology. Dr. Montgomery is a Fellow of the American
Statistical Association, a Fellow of the American Society
for Quality Control, and a Fellow of the Institute of
Industrial Engineers.