An Extension for the Univariate Exponentially Weighted Moving Average Control Chart

Authors

  • Michael B.C. Khoo

DOI:

https://doi.org/10.11113/matematika.v20.n.143

Abstract

The univariate Exponentially Weighted Moving Average (EWMA) control chart, which will be called the EWMA chart hereafter is a good alternative to the Shewhart control chart when one is interested in detecting small shifts quickly. The performance of the EWMA control chart is comparable to that of the cumulative sum (CUSUM) control chart but the former is easier to set up and operate. In this paper, an approach by means of transformation of using the EWMA chart in a multivariate process monitoring will be discussed. Keywords: EWMA; CUSUM; MEWMA; Hotelling; noncentrality parameter; mean vector; covariance matrix; average run length; in-control; out-of-control

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Published

01-06-2004

Issue

Volume 20 (June 2004)

Section

Analysis and Algebra

License

Copyright of articles that appear in MATEMATIKA: MJIAM belongs exclusively to Penerbit UTM Press, Universiti Teknologi Malaysia. This copyright covers the rights to reproduce the article, including reprints, electronic reproductions or any other reproductions of similar nature.

How to Cite

An Extension for the Univariate Exponentially Weighted Moving Average Control Chart. (2004). MATEMATIKA, 20, 43-48. https://doi.org/10.11113/matematika.v20.n.143