Multivariate EWMA Charts with Variable Sampling Intervals

Lee M. H.
Additional contact information
Lee M. H.: School of Engineering; Computing and Design, Swinburne University of Technology (Sarawak Campus), Jalan Simpang Tiga, 93350 Kuching, Sarawak, Malaysia. mhlee@swinburne.edu.my

Stochastics and Quality Control, 2009, vol. 24, issue 2, 231-241

Abstract: The standard multivariate control chart usually employs fixed sample size at fixed sampling interval (FSI) to monitor a process. In this study, a multivariate exponentially weighted moving average (MEWMA) chart with variable sampling intervals (VSI) is investigated. The MEWMA chart with VSI varies the sampling interval from the process as a function of the data from the process. The performance measure of the VSI MEWMA chart is obtained through a Markov chain approach and it is compared with the corresponding standard FSI MEWMA chart in terms of average time to signal for different magnitude of shifts in the process mean. It is shown that the VSI MEWMA chart is more efficient than the corresponding standard FSI MEWMA chart in detecting shifts in the process mean.

Keywords: Multivariate EWMA; variable sampling intervals; Markov chain; average time to signal; average sampling interval (search for similar items in EconPapers)
Date: 2009
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/EQC.2009.231 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

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:bpj:ecqcon:v:24:y:2009:i:2:p:231-241:n:6

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/eqc/html

DOI: 10.1515/EQC.2009.231

Access Statistics for this article

Stochastics and Quality Control is currently edited by George P. Yanev

More articles in Stochastics and Quality Control from De Gruyter
Bibliographic data for series maintained by Peter Golla ().