A Multivariate Exponentially Weighted Moving Average Control Chart (Q4029699)
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scientific article; zbMATH DE number 146331
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A Multivariate Exponentially Weighted Moving Average Control Chart |
scientific article; zbMATH DE number 146331 |
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A Multivariate Exponentially Weighted Moving Average Control Chart (English)
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1 April 1993
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multivariate exponentially weighted moving average control chart
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Hotelling \(T\)-square chart
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statistical process control
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multivariate cumulative sum control charts
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average run length
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0.9041786193847656
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0.8844262957572937
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0.8844262957572937
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0.8758452534675598
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0.8694773316383362
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A multivariate extension of the exponentially weighted moving average (EWMA) control chart is presented, and guidelines given for designing this easy-to-implement multivariate procedure. A comparison shows that the average run length (ARL) performance of this chart is similar to that of multivariate cumulative sum (CUSUM) control charts in detecting a shift in the mean vector of a multivariate normal distribution. As with the Hotelling's \(\chi^ 2\) and multivariate CUSUM charts, the ARL performance of the multivariate EWMA chart depends on the underlying mean vector and covariance matrix only through the value of the noncentrality parameter.
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