On-line monitoring data quality of high-dimensional data streams

In recent years, effective monitoring of data quality has increasingly attracted attention of researchers in the area of statistical process control. Among the relevant research on this topic, none used multivariate methods to control the multidimensional data quality process, but instead relied on multiple univariate control charts. Based on a novel one-sided multivariate exponentially weighted moving average (MEWMA) chart, we propose a conditional false discovery rate-adjusted scheme to on-line monitor the data quality of high-dimensional data streams. With thousands of input data streams, the average run length loses its usefulness because one will likely have out-of-control signals at each time period. Hence, we first control the percentage of signals that are false alarms. Then, we compare the power of the proposed MEWMA scheme with that of two alternative methods. Compared with two competitors, numerical results show that the proposed MEWMA scheme has higher average power.