Advanced search
Publication Cover
Journal of the American Statistical Association Volume 91, 1996 - Issue 436
Submit an article Journal homepage
146
Views
119
CrossRef citations to date
0
Altmetric
Theory and Method

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

George C. Runger Department of Industrial and Management Systems Engineering, Arizona State University, Tempe, AZ, 85287
&
Sharad S. Prabhu Statistical Quality Improvement R & D Department, SAS Institute, Inc., Cary, NC, 27513
Pages 1701-1706 | Received 01 Nov 1994, Published online: 27 Feb 2012
 
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Abstract

A Markov chain approximation is used to determine the run length performance of a multivariate statistical process control chart. The Markov chain approach is widely used in the analysis of univariate control charts we extend the advantages of this type of analysis to a multivariate exponentially weighted moving averages control chart. The analysis can be applied whenever the multivariate control statistic can be modeled as a Markov chain and the run length performance depends on the off-target mean only through the noncentrality parameter.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related Research Data

Multivariate statistical process control charts: an overview
Source: Wiley
One-sided and two one-sided MEWMA charts for monitoring process mean
Source: Informa UK Limited
The computation of average run length and average time to signal: an overview
Source: Informa UK Limited
Parallel discretization of the Markov chain approximation for the autoregressive moving average chart
Source: Informa UK Limited
Monitoring Compositional Data using MEWMA Scheme
Source: Wiley
Multivariate Control Charts for Monitoring the Mean Vector and Covariance Matrix
Source: Informa UK Limited
A control chart based on likelihood ratio test for monitoring process mean and variability
Source: Wiley
Optimal statistical design of variable sample size multivariate exponentially weighted moving average control chart based on median run-length
Source: Informa UK Limited
Economic and Eco-Statistical Designs Phase II Profile Monitoring
Source: Wiley
Memory‐type multivariate control charts with auxiliary information for process mean
Source: Wiley
Memory-type multivariate charts with fixed and variable sampling intervals for process mean when covariance matrix is unknown
Source: Wiley
Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals
Source: Springer Science and Business Media LLC
Hotelling’s T2 control chart with double warning lines
Source: Springer Science and Business Media LLC
Multioutput least square SVR-based multivariate EWMA control chart: The performance evaluation and application
Source: Informa UK Limited
Identification of the change point: an overview
Source: Springer Science and Business Media LLC
The economic design of multivariate binomial EWMA VSSI control charts
Source: Informa UK Limited

Linking provided by 

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.