A multivariate exponentially weighted moving average control chart for monitoring process variability
Arthur Yeh,
Dennis Lin,
Honghong Zhou and
Chandramouliswaran Venkataramani
Journal of Applied Statistics, 2003, vol. 30, issue 5, 507-536
Abstract:
This paper introduces a new multivariate exponentially weighted moving average (EWMA) control chart. The proposed control chart, called an EWMA V-chart, is designed to detect small changes in the variability of correlated multivariate quality characteristics. Through examples and simulations, it is demonstrated that the EWMA V-chart is superior to the &7CS&7C-chart in detecting small changes in process variability. Furthermore, a counterpart of the EWMA V-chart for monitoring process mean, called the EWMA M-chart is proposed. In detecting small changes in process variability, the combination of EWMA M-chart and EWMA V-chart is a better alternative to the combination of MEWMA control chart (Lowry et al. , 1992) and &7CS&7C-chart. Furthermore, the EWMA M- chart and V-chart can be plotted in one single figure. As for monitoring both process mean and process variability, the combined MEWMA and EWMA V-charts provide the best control procedure.
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:30:y:2003:i:5:p:507-536
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DOI: 10.1080/0266476032000053655
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