Change-point Methods in Statistical Process Control†

Change-point methodologies applied to statistical process control are predicated on the possibility that a special cause induces a shift from an in-control statistical model to an out-of-control statistical model, and so are particularly attractive for persistent special causes. Along with indications of a loss of control, they provide estimates of when the shift occurred, and (if needed) of the before- and after-shift process parameters. A less obvious advantage is that some change-point proposals allow for the near-universal situation that the in-control distribution of process readings is not known exactly. This feature largely removes the need for extensive phase I calibration studies, and allows phase II production use to start early. In addition to the stand-alone use of change-point methodologies for both signaling and diagnosing the effects of special causes, they have been proposed as tools for following up signals given by other charting methods, when their likelihood properties lead to good estimators of the time of occurrence and effect of the special cause. Keywords: change point; LRT ; GLR ; phase I; phase II; SPC