A multivariate exponentially weighted moving average control chart for monitoring process variability

Arthur B. Yeh, Dennis K.J. Lin, Honghong Zhou, Chandramouliswaran Venkataramani

Research output: Contribution to journalArticle

59 Citations (Scopus)

Abstract

This paper introduces a new multivariate exponentially weighted moving average (EWMA) control chart. The proposed control chart, called an EWMA V-chart, is designed to detect small changes in the variability of correlated multivariate quality characteristics. Through examples and simulations, it is demonstrated that the EWMA V-chart is superior to the S-chart in detecting small changes in process variability. Furthermore, a counterpart of the EWMA V-chart for monitoring process mean, called the EWMA M-chart is proposed. In detecting small changes in process variability, the combination of EWMA M-chart and EWMA V-chart is a better alternative to the combination of MEWMA control chart (Lowry et al., 1992) and S-chart. Furthermore, the EWMA M-chart and V-chart can be plotted in one single figure. As for monitoring both process mean and process variability, the combined MEWMA and EWMA V-charts provide the best control procedure.

Original languageEnglish (US)
Pages (from-to)507-536
Number of pages30
JournalJournal of Applied Statistics
Volume30
Issue number5
DOIs
StatePublished - Jun 1 2003

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Exponentially Weighted Moving Average Control Chart
Process Monitoring
Chart
Exponentially Weighted Moving Average
Process Mean
Control Charts
Charts
Control charts
Exponentially weighted moving average
Process monitoring
Monitoring
Figure

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Yeh, Arthur B. ; Lin, Dennis K.J. ; Zhou, Honghong ; Venkataramani, Chandramouliswaran. / A multivariate exponentially weighted moving average control chart for monitoring process variability. In: Journal of Applied Statistics. 2003 ; Vol. 30, No. 5. pp. 507-536.
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A multivariate exponentially weighted moving average control chart for monitoring process variability. / Yeh, Arthur B.; Lin, Dennis K.J.; Zhou, Honghong; Venkataramani, Chandramouliswaran.

In: Journal of Applied Statistics, Vol. 30, No. 5, 01.06.2003, p. 507-536.

Research output: Contribution to journalArticle

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