Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals

Authors:
Ming Ha Lee;Michael B. Khoo
Affiliations:
Faculty of Engineering, Computing and Science, Swinburne University of Technology Sarawak Campus, Kuching, Malaysia 93350;School of Mathematical Sciences, Universiti Sains Malaysia, Penang, Malaysia 11800
Venue:
Computational Statistics
Year:
2014

Citing 7
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Abstract

This study develops a procedure for the statistical design of the variable sampling intervals (VSI) multivariate exponentially weighted moving average (MEWMA) chart. The VSI MEWMA chart is compared with the corresponding fixed sampling interval (FSI) MEWMA chart, in terms of the steady-state average time to signal for different magnitude of shifts in the process mean vector. It is shown that the VSI MEWMA chart performs better than the corresponding standard FSI MEWMA chart for detecting a wide range of shifts in the process mean vector.