The Performance of Robust Multivariate Ewma Control Charts

F. Jamaluddin*, H. H. Ali, S. S. Syed Yahaya and Z. Zain
Additional contact information
F. Jamaluddin*: School ofQuantitative Sciences, UniversitiUtara Malaysia, 06010Sintok, Kedah, Malaysia
H. H. Ali: School ofQuantitative Sciences, UniversitiUtara Malaysia, 06010Sintok, Kedah, Malaysia
S. S. Syed Yahaya: School ofQuantitative Sciences, UniversitiUtara Malaysia, 06010Sintok, Kedah, Malaysia
Z. Zain: School ofQuantitative Sciences, UniversitiUtara Malaysia, 06010Sintok, Kedah, Malaysia Center for Testing Measurement and Appraisal, UniversitiUtara Malaysia, 06010 Sintok, Kedah, Malaysia

The Journal of Social Sciences Research, 2018, 52-58 Special Issue: 6

Abstract: Multivariate Exponential Weighted Moving Average (MEWMA) control chart is a popular statistical tool for monitoring multivariate process over time. However, this chart is sensitive to the presence of outliers arising from the use of classical mean vector and covariance matrix in estimating the MEWMA statistic. These classical estimators are known to be sensitive to the outliers. To address this problem, robust MEWMA control charts based on modified one-step M-estimator (MOM) and Winsorized modified one-step M-estimator (WM) are proposed. Their performance is then compared with the standard MEWMA control chart in various situations. The findings revealed that the proposed robust MEWMA control charts are more effective in controlling false alarm rates especially for large sample sizes and high percentage of outliers.

Keywords: Multivariate Control Chart; Robust MEWMA control Chart; Outliers; Modified one-step M-estimator; Winsorized modified one-step M-estimator (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.arpgweb.com/pdf-files/spi6.35.52.58.pdf (application/pdf)
https://www.arpgweb.com/journal/7/special_issue/12-2018/6/4 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arp:tjssrr:2018:p:52-58

Access Statistics for this article

The Journal of Social Sciences Research is currently edited by Dr. Paola Magnano

More articles in The Journal of Social Sciences Research from Academic Research Publishing Group Rahim Yar Khan 64200, Punjab, Pakistan.
Bibliographic data for series maintained by Managing Editor ().