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

Ming Lee () and Michael Khoo ()

Computational Statistics, 2014, vol. 29, issue 1, 189-214

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. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Average time to signal; Multivariate EWMA chart; Statistical design; Variable sampling intervals (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:29:y:2014:i:1:p:189-214

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DOI: 10.1007/s00180-013-0443-4

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