Univariate and data-depth based multivariate control charts using trimmed mean and winsorized standard deviation

Abstract: Over the years, the most popularly used control chart for statistical process control has been Shewhart's $\bar{X}-S$ or $\bar{X}-R$ chart along with its multivariate generalizations. But, such control charts suffer from the lack of robustness. In this paper, we propose a modified and improved version of Shewhart chart, based on trimmed mean and winsorized variance that proves robust and more efficient. We have generalized this approach of ours with suitable modifications using depth functions for Multivariate control charts and EWMA charts as well. We have discussed the theoretical properties of our proposed statistics and have shown the efficiency of our methodology on univariate and multivariate simulated datasets. We have also compared our approach to the other popular alternatives to Shewhart Chart already proposed and established the efficacy of our methodology.