EWMA Control Charts for Dispersion Matrix with Accumulate-Combine Approach

Exponentially weighted moving average(EWMA) vectors based on accumulate-combine approach for monitoring dispersion matrix are proposed. And we obtain the asymptotic distribution of the proposed EWMA vectors. The numerical performance of the proposed EWMA charts shows that small smoothing constants with accumulate-combine approach is preferred for detecting small shifts of the production process.

1. Introduction

2. EWMA Chart with Combine-Accumulate Approach

3. EWMA Chart with Accumulate-Combine Approach

4. Computational Results and Conclusion

References

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