The design of the multivariate synthetic exponentially weighted moving average control chart

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Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.3/228069

Title: The design of the multivariate synthetic exponentially weighted moving average control chart
Author(s): Lee, Ming Ha
Abstract: A multivariate synthetic exponentially weighted moving average (MSEWMA) control chart is presented in this study. The MSEWMA control chart consists of a multivariate exponentially weighted moving average (MEWMA) control chart and a conforming run length control chart. The average run length of the MSEWMA control chart is obtained using a Markov chain approach. From the numerical comparisons, it is shown that the MSEWMA control chart is more efficient than the multivariate synthetic T 2 control chart and the MEWMA control chart for detecting shifts in the process mean vector.
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. 41, no. 10 (2012), pp. 1785-1793
Publication year: 2012
FOR Code(s): 01 Mathematical Sciences; 08 Information and Computing Sciences
Keyword(s): Average run length; Markov chain approach; MSEWMA; Multivariate exponentially weighted moving average chart; Synthetic chart
Publisher: Taylor & Francis
ISSN: 0361-0918
Publisher URL: http://dx.doi.org/10.1080/03610918.2011.620205
Peer reviewed