Integration of support vector machines and control charts for multivariate process monitoring

Statistical process control tools have been used routinely to improve process capabilities through reliable on-line monitoring and diagnostic processes. In the present paper, we propose a novel multivariate control chart that integrates a support vector machine (SVM) algorithm, a bootstrap method, and a control chart technique to improve multivariate process monitoring. The proposed chart uses as the monitoring statistic the predicted probability of class (PoC) values from an SVM algorithm. The control limits of SVM-PoC charts are obtained by a bootstrap approach. A simulation study was conducted to evaluate the performance of the proposed SVM-PoC chart and to compare it with other data mining-based control charts and Hotelling's T-2 control charts under various scenarios. The results showed that the proposed SVM-PoC charts outperformed other multivariate control charts in nonnormal situations. Further, we developed an exponential weighed moving average version of the SVM-PoC charts for increasing sensitivity to small shifts.