Management Science and Financial Engineering

The Korean Operations Research and Management Science Society (한국경영과학회)
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A General Multivariate EWMA Control chart

  • Choi, SungWoon (Associate pressor the of department of Industrial Engineering Kyungwon University, Seongnam City) ;
  • Lee, SaangHoon (Associate pressor the of department of Industrial Engineering Kyungwon University, Seongnam City)
  • Published : 2000.05.01
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Abstract

This papeer proposes a general approach of the multivariate expontially weighted moving average(MEWMA) chart, in which the smoothing matrix has full elements instead of only diagonal elements. The average run length (ARL) properties of this scheme are examined for a diverse set of quality control environments and the information to design the chhart is provied. Performance of the scheme is measured by estmating ARL and compared to those of two group cumulative sum (CUSUM) chats. The comparison resullts show that the MEWMA chart can improve its ARL performance in detecting a small shifts out-of-control in the start-up stage, the general MEWMA chart of a full smoothing matrix appears to offer an exceptional protection aginst departures from control in the process mean.

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References

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