A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart

DOI10.2307/2291599zbMATH Open0881.62105OpenAlexW4233767085MaRDI QIDQ4366120FDOQ4366120

Sharad S. Prabhu, George Runger

Publication date: 8 February 1998

Full work available at URL: https://doi.org/10.2307/2291599

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zbMATH Keywords

average run lengthstatistical process controlmultivariate control chartexponentially weighted moving averagesmultivariate exponentially weighted moving averages

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics in engineering and industry; control charts (62P30)

Cited In (35)

• Parallel discretization of the Markov chain approximation for the autoregressive moving average chart
• One-sided and two one-sided MEWMA charts for monitoring process mean
• Optimal Statistical Design of a Multivariate EWMA Chart Based on ARL and MRL
• On the performance of combinedEWMAschemes forμandσ: a markovian approach
• Control charts based on quasi-likelihood estimation for monitoring profiles
• Monitoring simple linear profiles using variable sample size schemes
• Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986)
• Investigating zero-state and steady-state performance of MEWMA-CoDa control chart using variable sampling interval
• On designing efficient multivariate exponentially weighted moving average control chart for compositional data using variable sample size
• A gradient approach to efficient design and analysis of multivariate EWMA control charts
• The steady-state behavior of multivariate exponentially weighted moving average control charts
• Asymmetric monitoring of multivariate data with nonlinear dynamics
• Optimization of univariate and multivariate exponentially weighted moving-average control charts using genetic algorithms
• Multivariate Control Charts for Monitoring the Process Mean and Variability Using Sequential Sampling
• Statistical quality control using image intelligence: A sparse learning approach
• Robust kernel distance multivariate control chart using support vector principles
• Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals
• Evaluations of some Exponentially Weighted Moving Average methods
• Properties of Multivariate Control Charts with Estimated Parameters
• Monitoring multivariate simple linear profiles using individual observations
• A spatial rank-based multivariate EWMA control chart
• The performance of the MEWMA control chart when parameters are estimated
• Multivariate EWMA charts with variable sampling intervals
• The computation of average run length and average time to signal: an overview
• Hotelling's \(T^2\) control chart with double warning lines
• Adaptive CUSUM procedures with Markovian mean estimation
• A multivariate control chart for simultaneously monitoring process mean and variability
• Screening-assisted dynamic multiple testing with false discovery rate control
• Statistical Surveillance. Optimality and Methods
• Title not available (Why is that?)
• The economic design of multivariate binomial EWMA VSSI control charts
• A setwise EWMA scheme for monitoring high-dimensional datastreams
• Martingales and first passage times of AR(1) sequences
• AVERAGE RUN LENGTH COMPUTATION OF ARMA CHARTS FOR STATIONARY PROCESSES
• On-line control of false discovery rates for multiple datastreams

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