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The Performance of Robust Multivariate Ewma Control Charts

Author

Listed:
  • F. Jamaluddin*

    (School ofQuantitative Sciences, UniversitiUtara Malaysia, 06010Sintok, Kedah, Malaysia)

  • H. H. Ali

    (School ofQuantitative Sciences, UniversitiUtara Malaysia, 06010Sintok, Kedah, Malaysia)

  • S. S. Syed Yahaya

    (School ofQuantitative Sciences, UniversitiUtara Malaysia, 06010Sintok, Kedah, Malaysia)

  • Z. Zain

    (School ofQuantitative Sciences, UniversitiUtara Malaysia, 06010Sintok, Kedah, Malaysia Center for Testing Measurement and Appraisal, UniversitiUtara Malaysia, 06010 Sintok, Kedah, Malaysia)

Abstract

Multivariate Exponential Weighted Moving Average (MEWMA) control chart is a popular statistical tool for monitoring multivariate process over time. However, this chart is sensitive to the presence of outliers arising from the use of classical mean vector and covariance matrix in estimating the MEWMA statistic. These classical estimators are known to be sensitive to the outliers. To address this problem, robust MEWMA control charts based on modified one-step M-estimator (MOM) and Winsorized modified one-step M-estimator (WM) are proposed. Their performance is then compared with the standard MEWMA control chart in various situations. The findings revealed that the proposed robust MEWMA control charts are more effective in controlling false alarm rates especially for large sample sizes and high percentage of outliers.

Suggested Citation

  • F. Jamaluddin* & H. H. Ali & S. S. Syed Yahaya & Z. Zain, 2018. "The Performance of Robust Multivariate Ewma Control Charts," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 52-58:6.
    • Handle: RePEc:arp:tjssrr:2018:p:52-58
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    References listed on IDEAS

    as
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    Full references (including those not matched with items on IDEAS)

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