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A Multivariate Sign EWMA Control Chart

Summary: [This abstract is based on the authors' abstract.] This article presents a new multivariate statistical process control methodology for monitoring location parameters. The methodology adapts a multivariate sign test, incorporating the exponentially weighted moving average (EWMA) control into the weighted sign test to produce a nonparametric counterpart to the usual multivariate EWMA. When the process distribution comes from the elliptical direction class, a Markov chain model can be used to generate a control chart. This control chart is fast and easy to produce and detects process shifts very efficiently. Two examples demonstrate the control chart’s advantages using real data from manufacturing.

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  • Topics: Statistics
  • Keywords: Control charts, Distribution-free procedures, Exponentially weighted moving average control charts (EWMA), Markov chains, Multivariate control charts, Location parameter, Manufacturing process, Nonparametric methods, Statistical process control (SPC)
  • Author: Zou, Changliang ; Tsung, Fugee
  • Journal: Technometrics