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Multivariate EWMA Charts with Variable Sampling Intervals

Multivariate EWMA Charts with Variable Sampling Intervals Abstract The standard multivariate control chart usually employs fixed sample size at fixed sampling interval (FSI) to monitor a process. In this study, a multivariate exponentially weighted moving average (MEWMA) chart with variable sampling intervals (VSI) is investigated. The MEWMA chart with VSI varies the sampling interval from the process as a function of the data from the process. The performance measure of the VSI MEWMA chart is obtained through a Markov chain approach and it is compared with the corresponding standard FSI MEWMA chart in terms of average time to signal for different magnitude of shifts in the process mean. It is shown that the VSI MEWMA chart is more efficient than the corresponding standard FSI MEWMA chart in detecting shifts in the process mean. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Economic Quality Control de Gruyter

Multivariate EWMA Charts with Variable Sampling Intervals

Economic Quality Control , Volume 24 (2) – Oct 1, 2009

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Publisher
de Gruyter
Copyright
Copyright © 2009 by the
ISSN
1869-6147
eISSN
1869-6147
DOI
10.1515/EQC.2009.231
Publisher site
See Article on Publisher Site

Abstract

Abstract The standard multivariate control chart usually employs fixed sample size at fixed sampling interval (FSI) to monitor a process. In this study, a multivariate exponentially weighted moving average (MEWMA) chart with variable sampling intervals (VSI) is investigated. The MEWMA chart with VSI varies the sampling interval from the process as a function of the data from the process. The performance measure of the VSI MEWMA chart is obtained through a Markov chain approach and it is compared with the corresponding standard FSI MEWMA chart in terms of average time to signal for different magnitude of shifts in the process mean. It is shown that the VSI MEWMA chart is more efficient than the corresponding standard FSI MEWMA chart in detecting shifts in the process mean.

Journal

Economic Quality Controlde Gruyter

Published: Oct 1, 2009

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