An optimal multivariate control chart for normal variables using the Multiple dependent state scheme

This research proposes a multivariate control chart, whose parameters are optimized using genetic algorithms. It is based on a variation of the Hotelling T
²
chart using a sampling scheme called multiple dependent state sampling (MDS). The new chart is compared with the Hotelling T
²
chart by the out-of-control ARL for different scenarios. It was observed that the new chart with its optimized parameters is more efficient to detect an out-of-control process. As an illustration of the new chart, an application in the resolution of a real problem is given.