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Increasing the Sensitivity of Multivariate EWMA Control Chart

Summary: [This abstract is based on the author's abstract.]When a multivariate exponentially weighted moving average (MEWMA) control chart is used to detect shifts in multivariate statistical quality control, statistics are generally computed based on the asymptotic form of their covariance matrix so the chart will be insensitive at startup. However, if initial out-of-control conditions are needed for quick detection, the MEWMA statistics should be computed based on the exact covariance matrix to assure fast initial response and to further enhance the control chart's sensitivity for detecting small shifts. Plots and factors that simplify the design of the exact MEWMA control chart are given.

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  • Topics:
  • Keywords: Exponentially weighted moving average control charts (EWMA),In-control process,Control limits,Out-of-control process,Average run length (ARL),Multivariate control charts
  • Author: Khoo, Michael B.
  • Journal: Quality Engineering