IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v9y2021i9p1038-d548369.html
   My bibliography  Save this article

A New Robust Multivariate EWMA Dispersion Control Chart for Individual Observations

Author

Listed:
  • Jimoh Olawale Ajadi

    (Department of Building and Real Estate, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong)

  • Inez Maria Zwetsloot

    (Department of Systems Engineering and Engineering Management, City University of Hong Kong, Kowloon, Hong Kong)

  • Kwok-Leung Tsui

    (Grado Department of Industrial and Systems Engineering, Virginia Tech, Blacksburg, VA 24061-0002, USA)

Abstract

A multivariate control chart is proposed to detect changes in the process dispersion of multiple correlated quality characteristics. We focus on individual observations, where we monitor the data vector-by-vector rather than in (rational) subgroups. The proposed control chart is developed by applying the logarithm to the diagonal elements of the estimated covariance matrix. Then, this vector is incorporated in an exponentially weighted moving average (EWMA) statistic. This design makes the chart robust to non-normality in the underlying data. We compare the performance of the proposed control chart with popular alternatives. The simulation studies show that the proposed control chart outperforms the existing procedures when there is an overall decrease in the covariance matrix. In addition, the proposed chart is the most robust to changes in the data distribution, where we focus on small deviations which are difficult to detect. Finally, the compared control charts are applied to two case studies.

Suggested Citation

  • Jimoh Olawale Ajadi & Inez Maria Zwetsloot & Kwok-Leung Tsui, 2021. "A New Robust Multivariate EWMA Dispersion Control Chart for Individual Observations," Mathematics, MDPI, vol. 9(9), pages 1-18, May.
    • Handle: RePEc:gam:jmathe:v:9:y:2021:i:9:p:1038-:d:548369
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/9/9/1038/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2227-7390/9/9/1038/
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:9:y:2021:i:9:p:1038-:d:548369. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.