A General Framework for Constructing Control Charts.

A general framework for the construction of control charts is presented. The method is based on using the density of the sample subgroup statistic as a measure of how unusual newly observed subgroups are. This methodology includes, as special cases, many common control chart techniques. The method is also easily applied to multivariate and multimodal situations. A non-parametric control chart is implemented by estimating the density of the sample subgroup statistic using a kernel estimator of the bootstrap distribution of the observed subgroup statistics. Several examples of the method are presented in the parametric and non-parametric situations. The potential performance of the non-parametric version of the method is demonstrated through an empirical study of average run length properties. Copyright © 2005 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]