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Comparison of EWMA and CUSUM Charts with Variable Sampling Intervals for Monitoring Variance-Covariance Matrix

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Author(s)
Duk-Joon Chang
Issued Date
2020
Keyword
LRT Statistic ARL ATS ANSW Probability of Switches
Abstract
To monitor all elements simultaneously of variance-covariance matrix  of several correlated quality characteristics under multivariate normal process Np(μ, ), multivariate exponentially weighted moving average (EWMA) chart and cumulative sum (CUSUM) chart are considered and compared. Numerical performances of the considered variable sampling interval (VSI) charts are evaluated using average run length (ARL), average time to signal (ATS), average number of switches (ANSW) to signal, and the probability of switch Pr(switch) between two sampling interval d1 and d2 where d1 < d2. For small or moderate changes of , the performances of multivariate EWMA chart is approximately equivalent to that of multivariate CUSUM chart
Publisher
조선대학교 기초과학연구원
Citation
Duk-Joon Chang. (2020). Comparison of EWMA and CUSUM Charts with Variable Sampling Intervals for Monitoring Variance-Covariance Matrix, 조선자연과학논문집 | Vol.13, No.4 p.152 ~ p.157
Type
Laboratory article
ISSN
2005-1042
URI
http://oak.chosun.ac.kr/handle/2020.oak/16400
http://www.chosun.ac.kr/user/indexSub.do?codyMenuSeq=24427455&siteId=ricns&dum=dum&boardId=175013&page=1&command=view&boardSeq=329550&categoryId=315121&categoryDepth=00140004
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2020 > Vol.13, No.4
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