Title
Robust Multivariate Control Chart for Outlier Detection Using Hierarchical Cluster Tree in SW2.
Abstract
The goal of this paper is to develop a new multivariate control chart that can effectively detect potential outlier(s) in multi-dimensional data while keeping the masking and swamping effects under control. The hierarchical clustering tree plays a central role in the proposed control chart, in an attempt to improve the Sullivan and Woodall's second method, known as the SW2 method. Historical multivariate datasets taken from the literature are used as the benchmarks to illustrate the performance of the proposed control charts in comparison to nine existing methods for outlier detection. The two criteria, the masking and swamping rates, are used as yardsticks for the evaluation purpose. An additional simulation study by means of Monte Carlo experiments further verifies that the proposed control chart that incorporates the hierarchical clustering tree performs much better in outlier detection and swamping prevention than the original SW2 and minimum volume ellipsoid methods. Copyright (c) 2012 John Wiley & Sons, Ltd.
Year
DOI
Venue
2013
10.1002/qre.1448
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL
Keywords
Field
DocType
hierarchical cluster tree,multivariate control chart,masking effect,swamping effect,outlier detection
Hierarchical clustering,Econometrics,Data mining,Anomaly detection,Multivariate control charts,Monte Carlo method,Ellipsoid,Computer science,Multivariate statistics,Outlier,Control chart,Statistics
Journal
Volume
Issue
ISSN
29
7
0748-8017
Citations 
PageRank 
References 
2
0.69
5
Authors
3
Name
Order
Citations
PageRank
Shu-Kai S. Fan128017.82
Hui-Kuo Huang220.69
Yuan-Jung Chang3101.36