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

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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.

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Authors and Affiliations

  1. Faculty of Engineering, Computing and Science, Swinburne University of Technology Sarawak Campus, 93350 , Kuching, Sarawak, Malaysia

    Ming Ha Lee

  2. School of Mathematical Sciences, Universiti Sains Malaysia, 11800 , Penang, Malaysia

    Michael B. C. Khoo

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  1. Ming Ha Lee
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  2. Michael B. C. Khoo
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Correspondence to Ming Ha Lee.

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Lee, M.H., Khoo, M.B.C. Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals. Comput Stat 29, 189–214 (2014). https://doi.org/10.1007/s00180-013-0443-4

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