Multivariate EWMA Control Chart with Adaptive Sample Sizes

Abstract

Standard multivariate control charts usually employ fixed sample sizes at equal sampling intervals to monitor a process. In this study, a multivariate exponential weighted moving average (MEWMA) chart with adaptive sample sizes is investigated. Performance measure of the adaptive-sample-size MEWMA chart is obtained through a Markov chain approach. The performance of the adaptive-sample-size MEWMA chart is compared with the fixed-sample-size control chart in terms of steady-state average run length for different magnitude of shifts in the process mean. It is shown that the adaptive-sample-size chart is more efficient than the fixed-sample-size MEWMA control chart in detecting shifts in the process mean.

Keywords:

• Adaptive sample sizes
• Average run length
• Control chart
• Markov chain approach
• Multivariate EWMA chart

Mathematics Subject Classification:

• 62P30
• 60J20