A new non-parametric multivariate EWMA sign control chart for monitoring process dispersion

Abstract

In this paper, a new non-parametric multivariate exponentially weighted moving average (NMEWMA) sign chart is proposed for monitoring the process dispersion. The run length characteristics of the NMEWMA sign chart are computed with the help of Markov chain and Monte Carlo simulations. Moreover, the NMEWMA sign chart is also used to detect changes in the process mean and dispersion simultaneously. An illustrative example is also used to explain the implementation of proposed control chart.

Keywords:

• Arcsine transformation
• average run length
• Markov chain
• MEWMA
• non-parametric procedure
• statistical process control