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| An Improved Multivariate EWMA Control Chart |
| TANG Linghan1,MIAO Rui1,YANG Dong2,ZHAO Yanzheng1,JIANG Zhibin1 |
| (1. School of Mechanical Engineering, Shanghai Jiaotong University, Shanghai 200240, China; 2. School of Business and Management, Donghua University, Shanghai 200051, China) |
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Abstract This paper researched on the optimization of multivarate exponentially weighted moving average(MEWMA) control chart. In the retrospective phase, a new covariance matrix S2 based on successive differences is recommended for estimating the common covariance matrix Σ. An improved MEWMA chart based on estimator S2 was established. When step shifts or ramp shifts in mean value occur, the signal probabilities and ARLs(average run length) of two MEWMA charts are compared. According to the simulation results, the new control chart presents a remarkable optimization with large smoothing factor r and noncentrality parameter λ.
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Received: 20 June 2009
Published: 30 June 2010
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