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Comparison of EWMA and CUSUM Charts with Variable Sampling Intervals for Monitoring Variance-Covariance Matrix

원문정보

초록

영어

To monitor all elements simultaneously of variance-covariance matrix Σ of several correlated quality characteristics under multivariate normal process Np(μ, Σ), multivariate exponentially weighted moving average (EWMA) chart and cumulative sum (CUSUM) chart are considered and compared. Numerical performances of the considered variable sampling interval (VSI) charts are evaluated using average run length (ARL), average time to signal (ATS), average number of switches (ANSW) to signal, and the probability of switch Pr(switch) between two sampling interval d1 and d2 where d1 < d2. For small or moderate changes of Σ, the performances of multivariate EWMA chart is approximately equivalent to that of multivariate CUSUM chart

목차

Abstract
1. Introduction
2. Control Statistic for Variance-Covariance Matrix
3. CUSUM Chart with VSI Procedure
4. EWMA Chart with VSI procedure
5. Numerical Performances and Concluding Remarks
References

저자정보

  • Duk-Joon Chang Department of statistics, Changwon National University, Changwon

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