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Multivariate EWMA Charts with Variable Sampling Intervals

Author

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  • Lee M. H.

    (School of Engineering; Computing and Design, Swinburne University of Technology (Sarawak Campus), Jalan Simpang Tiga, 93350 Kuching, Sarawak, Malaysia. mhlee@swinburne.edu.my)

Abstract

The standard multivariate control chart usually employs fixed sample size at fixed sampling interval (FSI) to monitor a process. In this study, a multivariate exponentially weighted moving average (MEWMA) chart with variable sampling intervals (VSI) is investigated. The MEWMA chart with VSI varies the sampling interval from the process as a function of the data from the process. The performance measure of the VSI MEWMA chart is obtained through a Markov chain approach and it is compared with the corresponding standard FSI MEWMA chart in terms of average time to signal for different magnitude of shifts in the process mean. It is shown that the VSI MEWMA chart is more efficient than the corresponding standard FSI MEWMA chart in detecting shifts in the process mean.

Suggested Citation

  • Lee M. H., 2009. "Multivariate EWMA Charts with Variable Sampling Intervals," Stochastics and Quality Control, De Gruyter, vol. 24(2), pages 231-241, January.
    • Handle: RePEc:bpj:ecqcon:v:24:y:2009:i:2:p:231-241:n:6
    DOI: 10.1515/EQC.2009.231
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