Adaptive MEWMA charts for univariate and multivariate simple linear profiles

Abdul Haq

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 16, 5383-5411

Abstract: The adaptive multivariate EWMA (MEWMA) charts have been widely recognized as an efficient process monitoring tool because of their ability to quickly respond against the shift of various sizes. In this paper, an adaptive MEWMA (AMEWMA) chart is proposed for monitoring the simple linear profile. In addition, new MEWMA and AMEWMA charts are also proposed to monitor the multivariate simple linear profile. The run length characteristics of these control charts are computed using the Monte Carlo simulation method. A detailed comparative study is conducted to compare the detection abilities of the proposed and existing charts when detecting different shifts in the parameters of the univariate and multivariate simple linear profiles. It is found that the AMEWMA chart performs substantially better than the existing charts. An example is given to explain the implementation of the AMEWMA chart.

Date: 2022
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DOI: 10.1080/03610926.2020.1839100

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