Multivariate EWMA control chart with adaptive sample sizes

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Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.3/92856

Title: Multivariate EWMA control chart with adaptive sample sizes
Author(s): Lee, M. H.
Abstract: Standard multivariate control charts usually employ fixed sample sizes at equal sampling intervals to monitor a process. In this study, a multivariate exponential weighted moving average (MEWMA) chart with adaptive sample sizes is investigated. Performance measure of the adaptive-sample-size MEWMA chart is obtained through a Markov chain approach. The performance of the adaptive-sample-size MEWMA chart is compared with the fixed-sample-size control chart in terms of steady-state average run length for different magnitude of shifts in the process mean. It is shown that the adaptive-sample-size chart is more efficient than the fixed-sample-size MEWMA control chart in detecting shifts in the process mean.
Publication type: Journal article
Research centre: Swinburne University of Technology. Sarawak Campus. School of Engineering, Computing and Science
Source: Communications in Statistics: Simulation and Computation, Vol. 39, no. 8 (2010), pp. 1548-1561
Publication year: 2010
FOR Code(s): 010401 Applied Statistics; 091008 Manufacturing Safety and Quality
Keyword(s): Adaptive sample sizes; Average run length; Control chart; EWMA chart; Markov chain approach
Publisher: Taylor & Francis
ISSN: 0361-0918
Publisher URL: http://dx.doi.org/10.1080/03610918.2010.507897
Peer reviewed