Multivariate Triple Sampling Hotelling's T2 Chart for Autocorrelated Processes

In this study, first, a multivariate triple sampling (MTS) Hotelling's control chart was designed to monitor autocorrelated processes. A first‐order vector autoregressive model was combined with the s‐skip sampling strategy to assess the chart's monitoring process and investigate how autocorrelation influences monitoring efficiency. Autocorrelated data were used to compare the performance of the proposed MTS chart with that of the existing Hotelling's chart in terms of average run length and average number of observations to signal. Then, the impact of the s‐skip sampling technique on the proposed MTS chart's detection capability and sampling economy was explored based on samples collected after skipping “s” items. Finally, the proposed MTS chart was implemented using real‐world applications. The findings confirm the effectiveness of the MTS chart in improving process monitoring via autocorrelation schemes.