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An alternative approach to multivariate EWMA control chart

Author

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  • Xia Pan

Abstract

This Paper proposes a multivariate EWMA scheme that is alternative to the traditional EWMA-M. The distribution of the chart statistic is derived from Box quadratic form and the sensitivity of the chart is examined. The average run lengths of the M-EWMA scheme are numerically computed with the integral equation method. The exponential weight of 0.2 is found to be the optimal choice for the sensitive chart to detect assignable causes in the mean vector of processes.

Suggested Citation

  • Xia Pan, 2005. "An alternative approach to multivariate EWMA control chart," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(7), pages 695-705.
    • Handle: RePEc:taf:japsta:v:32:y:2005:i:7:p:695-705
    DOI: 10.1080/02664760500079522
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    Cited by:

    1. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    2. Bock, David, 2007. "Consequences of using the probability of a false alarm as the false alarm measure," Research Reports 2007:3, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    3. David Bock, 2008. "Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(2), pages 213-227.
    4. Jeffrey E. Jarrett & Xia Pan & Yi Yang & Youyou Huang & Lingyan Huang & Fenglin Li, 2021. "Combining SERVQUAL and QFD to Evaluate and Improve Airline Service Quality," International Journal of Business and Management, Canadian Center of Science and Education, vol. 14(5), pages 154-154, July.

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