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mss # ms238.tex; AP art.

# 9; 33(4)

Applying Hotelling’s T
Statistic to Batch Processes
Southwest Research Institute, San Antonio, TX 78228-0510

The University of Texas at San Antonio, San Antonio, TX 78249-0664

McNeese State University, Lake Charles, LA 70609-2340

In this paper we show the usefulness of Hotelling’s T2 statistic for monitoring batch processes in
both Phase I and Phase II operations. Discussions of necessary adaptations, such as in the formulas for
computing the statistic and its distribution, are included. In a Phase I operation, where the focus is on
detecting and removing outliers, consideration is given to batch processes where the batch observations are
taken from either a common multivariate normal distribution or a series of multivariate normal distributions
with different mean vectors. In a Phase II operation, where the monitoring of future observations is of
primary concern, emphasis is placed on the application of the T2 statistic using a known or estimated
in-control mean vector. A variety of data sets taken from different types of industrial batch processes are
used to illustrate these techniques.

Introduction T 2 statistic to accommodate observation vectors that

are correlated over time (Mason and Young (1999b)).
H OTELLING’S T 2 is a very versatile multivariate
control chart statistic. It can be used not only
in Phase I operations to identify outliers in the histor-
A useful overview of the T 2 , as a control statistic for
multivariate processes, can be found in Mason and
Young (1998). In this paper we extend the use of the
ical data set (HDS), but also in Phase II operations
T 2 statistic to multivariate batch processes.
to detect process shifts using new incoming observa-
tions. In either situation, orthogonally decomposing Multivariate statistical process control (SPC) for
the T 2 statistic using the MYT decomposition pro- batch processes is an extension of the corresponding
cedure (Mason, Tracy, and Young (1995, 1997)) can univariate methods. The most common of these uni-
help identify the variables causing the signal or out- variate techniques involves the plotting of the batch
lier. There are many other applications of the T 2 sample means on an individuals chart with the con-
statistic in multivariate control charts. For example, trol limits computed using the average moving range
procedures exist for enhancing the sensitivity of the of the sample means. These methods are reviewed
T 2 statistic to the detection of small process shifts in Woodall and Thomas (1995). Multivariate tech-
(Mason and Young (1999a)), and for adjusting the niques for batch processes have only recently been
developed. An excellent summary of the literature on
Dr. Mason is a Staff Analyst in the Statistical Analysis batch processes is given in Nomikos and MacGregor
Section. He is a Fellow of ASQ. (1995), and it also includes a method for monitoring
batch processes that is based on multiway principal-
Dr. Chou is a Professor in the Division of Mathematics
and Statistics. She is a Fellow of ASQ.
component analysis.

Dr. Young is a Professor in the Department of Mathemat- Most industrial processing units consist of three
ics, Computer Science, and Statistics. components: input, processing, and output. Control

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procedures may be established on any or all of the Classification of Batch Processes

process components. When the processing unit uses
batches as input, we label it a batch process (e.g., Certain types of batch processes generate product
see Fuchs and Kenett (1998)). For example, in the similar to that produced by a steady-state continu-
production of certain grades of silica specially pre- ous process. Limited between-batch variation is ac-
pared feedstock is required as input for a given pro- ceptable, but when variation becomes large the out-
duction run. However, variation in feedstock prepa- lying batches are rejected and must be reworked. In
ration produces different batches in production. these processes, we assume that observations come
from the same p-dimensional normal distribution,
Batches also occur in processes where the entire Np (µ,Σ), have a common mean vector, µ, and have a
processing unit is changed at specified time intervals. common covariance matrix, Σ. We will label batch
Many types of reactors are run in this manner. At processes of this type as Category 1. An example
the end of a run cycle the reactor is shut down and of such a process arises in the production of certain
refurbished, and production resumes with a newly types of pigments used in specialty grades of paints
rebuilt reactor. Although the relationships among and coatings. Although different batches of paint are
the process variables are maintained, variation in the produced, customers seldom tolerate much variation
start position (due to refurbishing) produces different in the color of the paint across the batches.
Since the batches from a Category 1 process are
Processes that may purposely be shifted to a assumed to come from the same multivariate distri-
different configuration to change production from bution, the resulting data should be centered as close
one product to another product inherently generate as possible about the common mean vector, µ. If µ
batches. This is a common occurrence in the plastics is known and attainable, it is designated as the in-
industry and job shops where many different prod- control mean vector. An example of the in-control
ucts are made at different times. Feedstock remains production regions for a set of batches taken from a
constant in this type of process, but the process- Category 1 process containing two process variables,
ing component is changed to accommodate the new x1 and x2 , is illustrated in Figure 1. The elliptical re-
product grade being produced. The runs for each gions represent the in-control data from the separate
specified product comprise a batch process since the batches, and the darkened circles denote the corre-
runs are separated by the production of other prod- sponding batch means. Observe the closeness of the
ucts. The preliminary data set in a Phase I evalua- batch means to one another, and to the overall popu-
tion would be composed of the observations on the lation mean, which is represented by a shaded circle.
different runs or batches that characterize the prod-
uct being produced. Another type of batch process, which we will label
as Category 2, produces runs with significant separa-
In this paper we demonstrate the usefulness of the tion between its batch mean vectors. The batch ob-
T 2 as a control chart statistic for batch processes servations in this type of process come from different
occurring in both Phase I and Phase II operations. multivariate normal distributions, Np (µi , Σ), where
For Phase I settings we consider preliminary data µi , i = 1, 2, . . . , k, represents the population mean
sets where the batch observations are taken from ei- vector of the ith batch. Nevertheless, all batches pro-
ther (1) a series of multivariate normal distributions duced in a Category 2 process must be contained in
having the same covariance matrix but possibly dif- an acceptable region defined by customer satisfac-
ferent mean vectors; or (2) a common multivariate tion. The differences among the batch means can be
normal distribution with the same mean vector and due to known or unknown causes.
covariance matrix. It is assumed that the batches are
well defined and that the mean vectors and covari- As an example, consider a bivariate Category 2
ance matrices are known or can be estimated. For batch process where the operation is chemical in na-
Phase II operations we consider process monitoring ture and depends on the addition of a particular cat-
using new observations where there is a known or alyst. A new “barrel” of catalyst is used on each
estimated target mean vector. In either phase, dis- batch produced. Although the catalyst concentra-
cussions of necessary adaptations, such as parameter tion for a given barrel is fixed, the concentration level
estimation, are included. A secondary focus of this varies within acceptable process limits between bar-
paper is on using the T 2 statistic to identify outliers rels. Thus, the output is dependent on the level of
in multivariate batch processes. the catalyst.

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FIGURE 2. In-Control Production Regions for Batches

from a Category 2 Process.
FIGURE 1. In-Control Production Regions for Batches
from a Category 1 Process.
tion is applicable, the two determinations are equiva-
lent. However, for a Category 2 batch process, where
An example of the output from such a process is
different multivariate normal distributions can exist,
illustrated in Figure 2. The small ellipses represent
the determinations can be different. For example,
the in-control production regions of the individual
several batches may be maintaining in-control rela-
batches while the large ellipse depicts the in-control
tionships between the process variables yet may be
production region for the overall process. The verti-
out-of-control relative to the overall mean vector.
cal axis on the right side of the graph represents the
level of the catalyst. Changing the level of the cat-
Phase I Operation
alyst moves the mean of the distribution of the pro-
cess variables for a given batch to a different position. The construction of an in-control data set in
The relationship between the two process variables, a Phase I multivariate control chart operation for
x1 and x2 , is represented by the orientation of the batch data includes the investigation of some of the
small ellipses centered about the batch mean points. same potential problems as occur when construct-
Observe the positive correlation of the two process ing control charts for non-batch data. For example,
variables within a batch, although there is negative an analyst must decide which variables to monitor,
correlation between the batch mean components. select the correct transformations for the chosen vari-
Since the batches from a Category 2 process are ables, and determine if the observations are indepen-
assumed to come from different distributions, no spe- dent or correlated over time. Consideration also must
cific target mean vector is specified. However, all be given to the effects of missing observations, and
batches should produce data that are located within the data set must be checked for the possibility of
a fixed statistical distance from the overall mean of severe collinearities existing among the variables.
all the batches when the process is stable. For exam-
ple, the large elliptical region of Figure 2 defines the Some problems require different solutions with
in-control region of batch production for the given batch processes. There are those that involve de-
set of batches. termining if any outliers are contained in the data
set, and some that require deciding on an estima-
Control procedures for batch processes, whether tion procedure for the common covariance matrix. In
the type is Category 1 or Category 2, must address addition, the batch means must be examined to de-
two issues. The first concerns the determination of termine if they differ significantly from one another.
whether the relationships between and among the Unfortunately, these problems are interrelated. For
process variables are being maintained relative to example, significant differences between batch means
those observed in the historical database. The sec- may be due to the presence of outliers. Outliers,
ond concerns the determination of whether the pro- in turn, can have a significant influence on parame-
cess is in statistical control. For a Category 1 batch ter estimation. However, outliers cannot be detected
process, where a single multivariate normal distribu- without proper estimates of the parameters.

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Batch Size = 1 size Nno longer reduces to k but has the general form
N = i=1 ni .
Suppose we collect data on k batches taken from
either a Category 1 or a Category 2 batch pro- Since observations may be taken from differ-
cess. Assume the batch size is one (i.e., ni = 1, ent distributions for the batches in a Category 2
i = 1, . . . , k) so that a single observation is made on batch process, the definition and detection of out-
p variables from k each batch. Thus, the total sample liers changes from those given for a Category 1 batch
size is N = i=1 ni = k. In this setting, individual process. With batches, the overall sample mean in
outliers can be detected by computing the T 2 value Equation (1) is equivalent to the weighted average of
for each observation, X, and comparing the value to the batch means; i.e.,
an upper control limit (UCL).

The procedure for purging outliers for batch pro- Xij ni X i
i=1 j=1 i=1
cesses where a single observation is made on each X= = , (3)
batch is equivalent to the procedure for continuous N N
production processes. The corresponding T 2 statis- where Xij is the j th observation in the ith batch, and
tic and its distribution for the purging procedure are Xi represents the mean vector of the ith batch. Sim-
given as ilarly, the covariance matrix estimator used in Equa-
    tion (1) measures not only process variation within
T 2 = X− X S−1 X− X batches but also process variation due to differences
  between batches. The estimator S is the total varia-
(N − 1)2
∼ B[p/2,(N −p−1)/2] , (1) tion, SST , divided by (N − 1) and is written as
k n
where X and S are the common estimators, respec- S= Xij − X Xij − X
tively, of the overall sample mean and the over- N − 1 i=1 j=1
all covariance matrix, and B(p/2,(N −p−1)/2) repre- SST
sents the beta distribution with parameters (p/2) = .
N −1
and ((N − p − 1)/2). The UCL is given as
The total variation also can be written as
(N − 1)2  ni 
UCL = B[α,p/2,(N −p−1)/2] , (2)
N SST = Xij − Xi Xij − Xi
i=1 j=1
where B[α,p/2,(N −p−1)/2] is the upper αth quantile of   

B[p/2,(N −p−1)/2] . + ni Xi −X Xi −X
It is useful to note that the T 2 statistics in a i=1

Phase I operation are not independent of one an- = Within-Batch Variation

other. This occurs because the observation X is not + Between-Batch Variation
independent of X and S. However, in a Phase II = SSW + SSB .
operation future observations are independent of the
estimated parameters obtained in Phase I, but the In a Category 1 batch process, we assume that
plotted T 2 statistics are dependent. More details on the between-batch variation is minimal and is strictly
these results can be found in Tracy, Young and Ma- due to random fluctuations. Thus, the correspond-
son (1992). ing elements of SST and SSW are very similar in
size. However, in a Category 2 batch process, the
Batch Size > 1
between-batch variation can be large and produce
When the batch sizes in a Category 1 or Cate- a considerable difference between corresponding el-
gory 2 batch process exceed one the outlier purging ements of SST and SSW . Further, the ratio of the
procedures are more complicated. In this case, we sample size to the number of variables might be small
can have outliers among the batch means or among for a given batch. This could lead to a within-group
the individual batch values. For example, Category covariance matrix estimate that is near singular. In-
1 batch processes are checked for individual outliers dividual batches also may contain statistical outliers,
using the T 2 statistic in Equation (1) and the corre- which tend to greatly influence the estimate of the
sponding UCL in Equation (2). However, the sample covariance matrix for small sample sizes.

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FIGURE 4. Bivariate Data for Two Separate Batches.

FIGURE 3. Two Batches of Data With Outliers and
Similar Correlations.
of the data points are separated from their respective
batch means. Also, notice the similarity of the two
As an illustration of the effects of between-batch batches with respect to their orientation and vari-
variation on a Category 2 process, consider the plot ation, even though their mean vectors are different.
given in Figure 3 of a set of data taken from a bivari- This is substantiated by examination of the summary
ate process composed of two separate batches and statistics presented in Table 1 for the two batches of
having an outlier in each batch. The orientation of data.
the data implies that x1 and x2 have the same cor-
relation in each batch, but the batch separation im- Translation to the origin is achieved by subtract-
plies the two batches have different mean vectors. ing the estimates of the respective batch means from
If the batch classification is ignored, then the over- the corresponding batch data. For the Batch 1
all sample covariance matrix, S, is based on devia- sample in Table 1 we compute (x1 − 2.367) and
tions taken from the overall mean. However, given (x2 −1.665), whereas for the Batch 2 sample we com-
the large separation between the two sets of data, pute (x1 − 4.289) and (x2 − 4.714). This re-locates
a better estimator of process variation could be ob- both batches at a common origin. As noted from the
tained by taking a weighted average (weighted on last column of Table 1, the variation statistics for the
the degrees of freedom) of the two separate within- combined translated data are very similar to those
batch covariance matrix estimators. This estimator, for the individual batches. The correlation between
in general, is given by the translated x1 and x2 is 0.909, the variance of the
translated x1 is 0.105, and the variance of the trans-

k lated x2 is 0.140. These values compare favorably
(ni − 1)Si with the statistics of either batch, and they reinforce
i=1 SSW
SW = = , (4) the usefulness of the mean translation. The graph of
N −k N −k
the overall mean-translated data set is presented in
where Si is the covariance matrix estimate for the Figure 5.
ith batch.
Although the use of centering appears to be very
The problems noted above can be circumvented by helpful, a close examination of the data in Figure 5
subtracting the corresponding estimated batch mean reveals the continued presence of some mean-vector
vectors from each set of batch data prior to data
analysis. With this translation, the mean differences
TABLE 1. Summary Statistics for Two Batches of Data
among the batches are removed and all data are cen-
tered at the origin. Translating the batch data also
will provide the appropriate estimate of the common Batch 1 Batch 2 Translated
covariance matrix.
Sample Size 245 272 517
Consider the scatter plot of observations presented x1 Mean 2.367 4.289 0.000
in Figure 4. Suppose the graph represents data taken x2 Mean 1.665 4.714 0.000
from two separate independent batches from a Cate- x1 Variance 0.107 0.105 0.105
gory 2 batch process involving two variables. There x2 Variance 0.140 0.140 0.140
is an indication in the plot that both batches have Corr (x1 , x2 ) 0.914 0.904 0.909
observations that are potential outliers, since several

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The distribution of the T 2 statistic and its appli-

cability to a particular situation can be readily es-
tablished using a Q-Q plot (e.g., see Seber (1984)).
For example, if one considers the transformed data
of Batch 1 in Figure 5, there are three obvious out-
lying points. If these are removed during the data
cleaning procedures of Phase I and a corresponding
Q-Q plot is constructed using the beta distribution
in (1), then the resulting plot is given in Figure 6.
The trend in the plot lies along a 45-degree line and
FIGURE 5. Translation of Two Batches to Common indicates that the beta distribution provides a good
Origin. fit to the T 2 values for Batch 1.

differences between the two batches. Observe that The Batch 2 data in Figure 5 appear to have seven
the bulk of the translated observations of Batch 1 outlying points that could be removed in the data
are located in the first quadrant with a lesser amount cleaning effort. With their removal the resulting Q-
located in the third quadrant; however, the opposite Q plot, given in Figure 7, is similar to that obtained
occurs with the translated observations of Batch 2. for the Batch 1 data. The trend is again highly lin-
This mean-vector difference is unexpected and occurs ear, indicating the validity of the beta distribution
primarily because the frequency distributions of the assumption for the T 2 values for Batch 2.
two sets of batch data are not symmetrical (as in a
normal distribution), but skewed. The Q-Q plot of the combined batches (with the
combined 10 outliers removed) is presented in Figure
This disparity between the batches can be at-
8. As expected, the trend is highly linear, and the re-
tributed to the effects of operator control on the pro-
sults indicate that, even with the disparity observed
cess. The first variable (x1 ) is an operator-control
due to operator differences, the departure from the
variable and the second variable (x2 ) moves in re-
specified beta distribution used in describing the T 2
sponse to changes in x1 . In addition, there are nu-
statistic for separate or combined batches is small.
merous other “lurking” variables having great influ-
This small discrepancy will not affect overall conclu-
ence on x2 . Lead operators (on different shifts) run
sions drawn in using the T 2 as the control statistic for
the process differently, but obtain the same overall
this situation. Thus, we can identify individual out-
process results (e.g., the same production level or the
liers by ignoring the batch differences, treating the
same product). Thus, although the correlation be-
translated data as a single group, and determining
tween the two variables remains relatively constant,
signaling points using the T 2 statistic in Equation
the mean vectors across the two batches differ due to
(1) with the translated data. This is accomplished
operator differences.
by plotting the T 2 values on a control chart (e.g., see
The above data example poses an interesting Fuchs and Kenett (1998) or Wierda (1994)). Any T 2
problem. If we use a mean translation, all the trans- value exceeding the UCL of the chart is declared an
formed observations from a Category 2 batch process outlier.
will have a p-variate normal distribution, Np (0,Σ),
with mean vector 0 and covariance matrix Σ. This Using an α = 0.01 and the T 2 statistic in Equation
result is based on the assumption that the untrans- (1) with the translated data from Figure 5, we can
formed data have a multivariate normal distribution. now identify the observations located a significant
However, as seen in the data in Figure 5, there may distance from the center of the data (i.e., from the
be situations where the underlying distribution is origin). In the first pass through the data, three
nonnormal. Because this has occurred in this ex- observations from Batch 1 and seven observations
ample, it is useful to briefly describe one possible so- from Batch 2 are designated as outliers (i.e., these are
lution to this assumption violation. To do so we will the same 10 observations deleted in Figure 8). The
consider the distribution, not of the original data, covariance matrix is re-estimated from the remaining
but of the T 2 values. If this distribution is similar to translated observations. One observation from each
the beta distribution given in (1), we will consider it batch is removed on the second pass, but a third pass
appropriate to continue using the T 2 charting proce- detects no remaining outlying observations. Thus,
dure. there are a total of 12 observations designated as

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FIGURE 6. Q-Q Plot of Batch 1 With Three Outliers FIGURE 8. Q-Q Plot of Combined Batches With Ten
Removed. Outliers Removed.

outliers, four from Batch 1 and eight from Batch 2. Category 1 batch data in a Phase I operation is
The outlying observations are designated with sym- that the process is centered. This implies that the
bols in Figure 9. With the removal of these outliers, mean vectors of the k individual batches are all
an estimate of the covariance matrix can be obtained equal. Translating the observations from the differ-
from the remaining translated data. ent batches to a common origin in order to identify
outliers for individual observations will remove any
Category 1 Batch Mean Outliers possible mean differences between the batches for the
In Category 1 batch processes it is assumed that translated data. However, if the assumption of equal
the batch mean vectors do not have significant differ- batch means is invalid, batch mean differences among
ences. Therefore, the specification, or estimation, of the untranslated data may go undetected, particu-
the means of the p process variables plays an impor- larly if these differences appear after the purging of
tant role in developing control charts for future obser- the individual outlier data. Given the importance
vations. When new observations are monitored, the of this assumption, we recommend performing a test
target mean vector may be specified as µT . Other- of hypotheses to determine the batch mean vector
wise, µT must be estimated using the overall sample differences.
mean estimate given in Equation (3). Unfortunately, Assume that an observation from the ith batch
with batch data, the outlying batch means can dis- is distributed as X ∼ Np (δi , Σ) and that an ob-
tort the estimate of the in-control mean vector. For servation from the j th batch is distributed as X ∼
example, the plot given in Figure 10 represents a set Np (δj , Σ). In the form of a statistical hypothesis,
of batch means with three obvious outliers located the assumption of equal batch means is represented
at points A, B, and C. The inclusion of Point B or as
Point C will shift the overall batch mean to either
the left or right (respectively), while the inclusion of H0 : δ 1 = δ 2 = · · · = δ k . (5)
Point A will shift the overall mean upward and to The alternative hypothesis is represented as
the right.
HA : δi = δj for some i = j.
A basic assumption in using the T 2 statistic with

FIGURE 7. Q-Q Plot of Batch 2 With Seven Outliers FIGURE 9. Translated Batch Data With Deleted Out-
Removed. liers.

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TABLE 2. Batch Means for Six Batches

Batch # x̄1 x̄2 x̄3 ni

1 10.633 9.808 2.425 12

2 8.816 16.875 2.058 12
3 3.745 9.800 1.027 11
4 5.900 7.033 3.408 12
5 9.563 2.809 0.463 11
6 7.358 9.325 1.683 12
Average 7.670 9.275 1.844 12

FIGURE 10. Plot of Batch Means With Outliers. where SW is the sample covariance matrix computed
using Equation (4) and the translated data with the
individual outliers removed.
Under H0 , each observation vector X is assumed to
The distribution of the statistic in Equation (7),
come from a common multivariate normal distribu-
under the assumption of a true null hypothesis, is
tion; i.e., X ∼ Np (δ, Σ). Under HA , at least one
that of an F variable. The distribution (i.e., see
batch observation comes from a different multivari-
Wierda (1994)) is given as
ate normal distribution.  
p(k − 1)(n − 1)
Before testing H0 , the issue of batch sample size T2 ∼ F(p,nk−k−p+1) ,
n[k(n − 1) − p + 1]
must be addressed. Even if the number of obser-
vations was originally the same for each batch, the where F(p,nk−k−p+1) represents the F distribution
Phase I purging of individual outliers may have re- with parameters (p) and (nk − k − p + 1). For a given
duced the sample size in several of the batches. We α level, the UCL for the T 2 statistic is computed as
suggest using an average value for the batch sample  
(k − 1)(n − 1)p
size; i.e., use UCL = F(α,p,nk−k−p+1) , (8)
n[nk − k − p + 1]
n= ni , (6) where F(α,p,nk−k−p+1) is the upper αth quantile of
k i=1 F(p,nk−k−p+1) . The T 2 value in Equation (7) is com-
puted for each of the k batch means and compared to
where ni , i = 1, 2, . . . , k, is the number of observa-
the UCL in Equation (8). Batch means with T 2 val-
tions in the ith batch, and n is rounded up to the
ues that exceed the UCL are declared outliers. The
nearest integer. Since most processing units take ob-
corresponding batches are removed and a new in-
servations electronically on a regular sampling basis,
control mean vector is estimated for use in Phase II
the discrepancies between the ni should be small.
However, variation in the length of a run cycle can
produce a few extra observations per cycle. To demonstrate the procedure, consider a Cate-
gory 1 batch process where 12 observations are col-
Establishing the reasonableness of the hypothesis
lected on three process variables for each of k = 6
in Equation (5) is important. If there are no differ-
batches. The estimated batch mean vectors, after
ences between the batch means, the best estimator of
individual outliers are removed, are given in Table
the overall in-control mean vector is given in Equa-
2. The average sample size for the batches, using
tion (3). If there are outliers, the outlying batch
Equation (6), is computed as 11.67. Thus, a value
means will need to be excluded from the calculations
of n = 12 is used in determining the UCL in Equa-
in Equation (3). Using the average value in Equa-
tion (8). The correlation matrix for the three process
tion (6) for sample size, we can test the validity of
variables is given in Table 3.
the hypothesis in Equation (5) with a T 2 statistic for
detecting batch mean outliers. The statistic is given To test the hypothesis of equal batch means, the
by T 2 statistic in Equation (7) is computed using the es-
    timated covariance matrix SW employed in comput-
T 2 = Xi − X S−1 W Xi − X , (7) ing the correlation matrix. The T 2 values for the six

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TABLE 3. Correlation Matrix for Six-Batch HDS TABLE 4. T 2 Values for Six-Batch HDS

x1 x2 x3 Batch # T 2 Value
x1 1.000 −0.528 −0.043 1 0.068
x2 −0.528 1.000 0.519 2 1.062
x3 −0.043 0.519 1.000 3 0.063
4 0.220
5 0.473
batch means are presented in Table 4. For α = 0.01, 6 0.001
n = 12, k = 6, and p = 3 the UCL in Equation (8) is
computed as 0.882. Since the T 2 value for Batch 2
exceeds this UCL, the corresponding batch mean is the sample variance of the pooled batch means (e.g.,
declared to be significantly different from the other see Woodall and Thomas (1995)). Thus, SB de-
batch means. An examination of Table 2 reveals the scribes the relationships between the components of
reason. The mean of the variable x2 for Batch 2 the batch mean vectors rather than of the individual
is 16.875, which somewhat exceeds the other batch observations. For example, in the Category 2 batch
means on this variable. Thus, the analyst should process example presented in Figure 2, the correla-
delete Batch 2 before computing the overall batch tion between the two process variables is positive,
mean vector for use in the Phase II operations on while the correlation between the batch mean vector
this process. components is negative. The downward shifting of
the overall process could be due to an unknown “lurk-
Category 2 Batch Mean Outliers ing” variable, or to a known uncontrollable variable
For Category 2 batch processes, it is known that such as the catalyst concentration of the previous
the batch means differ. However, in a Phase II op- batch.
eration, it is necessary to define an in-control region To demonstrate how to develop an in-control re-
so that one can determine if a current batch gives gion for later use in a Phase II operation, consider a
evidence of process stability. The true p-dimensional Category 2 batch process where 12 observations are
center of this region is given as collected on three process variables for each of k = 16
batches. The estimated means of the batches, after
1 outliers are removed, are given in Table 5. The cor-
µ= µi ,
k i=1

where µi represents the mean vector of the ith batch, TABLE 5. Batch Means for 16 Batches
and the best estimate of µ is given by X in Equation
(3). Assuming the batch data can be described by a Batch # x̄1 x̄2 x̄3 ni
multivariate normal distribution, an in-control region
1 161.6091 207.0545 33.42727 11
based on a T 2 statistic can be developed. The form
2 152.6545 205.4182 15.11909 11
and distribution of the statistic is given as 3 143.9455 206.6545 15.9 11
    4 149.7 200.15 16.3 12
T 2 = Xi − X S−1 B X i − X
5 158.6333 194.025 12.425 12
(k − 1)2 6 178.3727 195.2636 13.57273 11
∼ B(α,p/2,(k−p−1)/2) . (9) 7 133.3636 200.7909 0.000909 11
8 140.2 202.4727 0.581818 11
where SB = SSB /(k−1). Similarly, the UCL is given 9 159.2 197.1 24.33636 11
by 10 145.2182 193.9273 9.8 11
(k − 1)2 11 150.6333 194.8083 2.925 12
UCL = B(α,p/2,(k−p−1)/2) . (10)
k 12 148.8167 201.875 2.558333 12
13 143.7455 194.8 1.527273 11
The T 2 statistic in Equation (9) is based on the
14 145.9 192.0333 3.908333 12
estimated between-batch variation, SB . Note that,
15 149.5636 187.8091 0.963636 11
in the special case of a univariate batch process, this
16 147.3583 194.325 2.183333 12
estimated between-batch variance is based on using

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TABLE 6. Correlation Matrix for 16-Batch HDS

x1 x2 x3
x1 1.000 −0.776 −0.571
x2 −0.776 1.000 0.484
x3 −0.571 0.484 1.000

relation matrix based on the between-batch variation

is given in Table 6. FIGURE 11. T 2 Control Chart of HDS for a 16-Batch
The T 2 chart for the 16 batch means is presented Process.
in Figure 11. For α = 0.05, k = 16, and p = 3
the UCL in Equation (10) is computed as 10.263.
statistic for monitoring this observation is given
Since no batch mean is out of statistical control, all
the data can be used in computing the overall mean    
estimate given by Equation (3). T 2 = X− X S−1 X− X ,

Phase II Operation: Category 1 Process where the covariance matrix, S, and the target
mean vector estimate, X, are obtained using
Before beginning a Phase II operation for a Cate-
the HDS of size N = nk.
gory 1 batch process we must have an appropriate es-
timator of the covariance matrix. We have available (ii) When process control is based on the more
the estimator SW , which is based on the translated conservative covariance estimator SW , the T 2
observations with individual outliers removed and is statistic is given by
the appropriate estimator to use in testing for mean    
differences. However, with the removal of individ- T 2 = X− X S−1 W X− X .
ual outliers and the exclusion of observations from
the outlying batches that exhibit a significant mean (iii) For the situation where the target mean vector,
difference, one could use the common estimator S µT , is specified and the estimator S is used, the
obtained from the remaining observations. For ex- T 2 control statistic is given as
ample, consider the data in Table 2. Because Batch 
2 is an outlier, we would exclude it from the HDS and T 2 = (X − µT ) S−1 (X − µT ) , (11)
estimate the covariance matrix using S and the data
where S is again obtained from the HDS.
from the remaining five batches. We use S rather
than SW because the between-batch variation, SB , (iv) When the in-control mean vector is specified
is assumed to be entirely due to inherent process vari- but the estimator SW is used, the T 2 statistic
ation (e.g., see Alt (1982) and Wierda (1994)). is given as

The estimator SW excludes between-batch varia- T 2 = (X − µT ) S−1
W (X − µT ) ,
tion, and thus it is not influenced by batch mean dif-
ferences. However, if mean differences do not exist The T 2 formulas, distributions, and UCLs for the
among the batches, the estimator S is a more efficient above four cases are presented in Table 7. When
estimator of Σ than SW (e.g., see Wierda (1994)). process control is based on the monitoring of the
Since both covariance estimators have merit depend- subgroup mean, X S , of a future sample of m obser-
ing on the circumstances, we will consider Phase II vations taken on a given batch, slight modifications
operations for monitoring future process observations must be made to these formulas. These results are
using both S and SW . We also present control pro- also contained in Table 7.
cedures for monitoring a Category 1 batch process
for the four cases of interest presented below. Phase II Operation: Category 2 Process
(i) Consider a single future observation vector, X, For a Phase II operation for Category 2 batch pro-
that is taken from a Category 1 batch pro- cesses, control procedures can be based on observing
cess with an unknown mean target vector. Us- either a single future observation or the sample mean
ing the covariance matrix estimator S, the T 2 vector of a subgroup of future observations for the

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TABLE 7. Phase II Formulas for Category 1 Batch Process

Subgroup Target Cov. T2 T2

size: m Mean: µT Est. Statistic Distribution∗

 p(N −1)
S (X − µT ) S−1 (X − µT ) N −p F(p,N −p)

 p(N −k)
SW (X − µT ) S−1
W (X − µT ) N −k−p+1 F(p,N −k−p+1)

p(N +1)(N −1)

S X− X S−1 X− X N (N −p) F(p,N −p)

p(N −k)(N +1)

SW X− X S−1
W X− X N (N −k−p+1) F(p,N −k−p+1)

p(N −1)
S XS −µT S−1 XS −µT m(N −p) F(p,N −p)

p(N −k)
SW XS −µT S−1
W XS −µT m(N −k−p+1) F(p,N −k−p+1)

p(m+N )(N −1)

S XS − X S−1 XS − X mN (N −p) F(p,N −p)

p(m+N )(N −k)

SW XS − X S−1
W X S − X mN (N −k−p+1) F(p,N −k−p+1)

∗ The T 2 UCL is the upper αth quantile of the T 2 distribution given above.

batch being produced. Recall that the objective in Phase II Data Example
this situation is to determine if the present batch
is in-control (i.e., the T 2 value corresponding to the To demonstrate a Phase II operation, consider a
batch data is within the T 2 control region). When batch process for producing a specialty plastic poly-
the target mean is unknown, the historical data set mer. A detailed chemical analysis is performed on
provides the estimates X and S. Note that, since each batch to assure that the composition of seven
the HDS is composed of single observations from k measured components adhere to a rigid chemical for-
batches, S = SB and N = k. Therefore, the formulas mulation. The rigid formulation is necessary for mold
for a Category 2 batch process are the same as those release when the plastic is transformed to a usable
given in Table 7 for a Category 1 batch process except product.
that we replace S with SB , and we let N = k. Also,
none of the formulas based on SW are applicable. A preliminary data set consisting of 52 batches
acceptable to the customer is used to construct a

FIGURE 12. T 2 Control Chart for HDS for Polymer FIGURE 13. T 2 Control Chart for New Observations on
Process. Polymer Process.

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TABLE 8. Summary Statistics for HDS for Polymer Process

x1 x2 x3 x4 x5 x6 x7

N 52 52 52 52 52 52 52
Mean 87.10 7.18 3.31 0.35 0.09 0.86 1.16
Minimum 86.60 6.80 3.00 0.30 0.00 0.80 0.98
Maximum 87.50 7.70 3.60 0.42 0.18 0.97 1.40
Std. Dev. 0.248 0.175 0.125 0.020 0.028 0.045 0.103

TABLE 9. Correlation Matrix for HDS for Polymer Process

x1 x2 x3 x4 x5 x6 x7

x1 1.000 −0.519 −0.659 −0.436 −0.092 −0.418 −0.426

x2 −0.519 1.000 0.040 −0.021 −0.054 −0.186 −0.211
x3 −0.659 0.040 1.000 0.634 0.308 0.136 0.125
x4 −0.436 −0.021 0.634 1.000 0.399 0.020 0.018
x5 −0.092 −0.054 0.308 0.399 1.000 −0.265 −0.220
x6 −0.418 −0.186 0.136 0.020 −0.265 1.000 0.693
x7 −0.426 −0.211 0.125 0.018 −0.220 0.693 1.000

historical data set. Each batch has only one obser- α = 0.001, N = 52 (i.e., n = 1 and k = 52), and
vation vector. This example suffices for either a Cat- p = 7 the UCL = 34.238. Twenty six new batches
egory 1 or a Category 2 batch process since control are produced and a T 2 control chart (using the above
is based on a single observation vector. A T 2 chart target mean vector) is presented in Figure 13. Sig-
(with α = 0.001) of the data, using the statistic in nals are observed on the observations on Batches #5,
Equation (1) with N = 52, p = 7, and α = 0.001, #7, #9, #14, and #21.
is presented in Figure 12. The UCL of 20.418 is ob-
tained from Equation (2). Although observations #3 Discussion
and #7 produce signals on the chart, both were re-
tained in the HDS. With the assumption that X is distributed as a p-
variate normal, Np (µ, Σ), it can be shown that the
Summary statistics for the seven measured vari-
common covariance matrix estimator S is a function
ables obtained from the HDS are presented in Table
of the maximum likelihood estimator of Σ, and it
8. Examination of the ranges and standard devia-
is an unbiased, least-squares estimator. Due to these
tions reveals tight control on the operational ranges
properties, one would expect superior performance of
of the individual variables. However, these statistics
the T 2 statistic in detecting individual outliers. This
are not as critical to the customer as the relationships
is indeed the case. The work by Wierda (1994) con-
between and among the variables. The correlation
cludes that the T 2 statistic, when based on the com-
matrix for the seven variables is presented in Table
mon estimator, S, is more powerful than one based
9. This matrix indicates the structure or relation-
on SW (as presented in Equation (4)) in detecting in-
ships that must be maintained among the variables.
dividual outliers in a single batch when there are no
Any deviation can produce serious problems for the
mean differences among the batches. Studies com-
paring the power of the T 2 in detecting outliers to
Suppose that a target mean vector for this batch the power of T 2 statistics using alternative covari-
process is specified as ance matrix estimators have been performed (e.g.
see Chou, Mason, and Young; 1999). With the ba-
µT = (87.15, 7.16, 3.29, 0.34, 0.08, 0.85, 1.14) .
sic assumption of a single multivariate normal dis-
The T 2 value of a future observation, X, on the tribution, the T 2 approach again produces superior
process will be computed using Equation (11). For results.

Vol. 33, No. 4, October 2001

mss # ms238.tex; AP art. # 9; 33(4)


We have recommended translation of the batch When the batch data are collected from the same
data to a common origin by subtracting individual multivariate normal distribution, the T 2 statistic is
batch mean vectors from the corresponding batch ob- an excellent choice for use in purging outliers. When
servations. This translation produces an overall set the batch data are collected from multivariate nor-
of data satisfying the basic assumption of a single mal distributions with different mean vectors, the
multivariate normal distribution. Since the different translation of the different batches to a common ori-
batches have a common covariance structure, it is gin again allows one to use the overall T 2 statistic
possible to use the powerful T 2 statistic when seek- to identify outliers. The approach yields a powerful
ing to remove individual outliers. The translation procedure.
also produces a more precise covariance estimate.
We believe the translation to a common origin to
be an important step in developing a control pro- The authors wish to thank the editor and the ref-
cedure for batch processes with batch sizes greater erees for their helpful comments and suggestions on
than one. Clearly, the translation cannot be applied earlier versions of this paper.
to batches of size n = 1. The control procedure for
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Vol. 33, No. 4, October 2001