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Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals

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Listed:
  • Ming Lee
  • Michael Khoo

Abstract

This study develops a procedure for the statistical design of the variable sampling intervals (VSI) multivariate exponentially weighted moving average (MEWMA) chart. The VSI MEWMA chart is compared with the corresponding fixed sampling interval (FSI) MEWMA chart, in terms of the steady-state average time to signal for different magnitude of shifts in the process mean vector. It is shown that the VSI MEWMA chart performs better than the corresponding standard FSI MEWMA chart for detecting a wide range of shifts in the process mean vector. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • Ming Lee & Michael Khoo, 2014. "Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals," Computational Statistics, Springer, vol. 29(1), pages 189-214, February.
    • Handle: RePEc:spr:compst:v:29:y:2014:i:1:p:189-214
    DOI: 10.1007/s00180-013-0443-4
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    References listed on IDEAS

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    1. Yu-Chang Lin & Chao-Yu Chou, 2011. "Robustness of the EWMA and the combined X¯ --EWMA control charts with variable sampling intervals to non-normality," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(3), pages 553-570, November.
    2. Alireza Faraz & Kamyar Chalaki & M. Moghadam, 2011. "On the properties of the hotelling’s T 2 control chart with variable sampling intervals," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(3), pages 579-586, April.
    3. Rigdon, Steven E., 1995. "A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart," Statistics & Probability Letters, Elsevier, vol. 24(4), pages 365-373, September.
    4. Liu, J.Y. & Xie, M. & Goh, T.N. & Liu, Q.H. & Yang, Z.H., 2006. "Cumulative count of conforming chart with variable sampling intervals," International Journal of Production Economics, Elsevier, vol. 101(2), pages 286-297, June.
    5. L Bessegato & R Quinino & L L Ho & L Duczmal, 2011. "Variable interval sampling in economical designs for online process control of attributes with misclassification errors," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(7), pages 1365-1375, July.
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