The Design of the Multivariate Synthetic Exponentially Weighted Moving Average Control Chart

Abstract

A multivariate synthetic exponentially weighted moving average (MSEWMA) control chart is presented in this study. The MSEWMA control chart consists of a multivariate exponentially weighted moving average (MEWMA) control chart and a conforming run length control chart. The average run length of the MSEWMA control chart is obtained using a Markov chain approach. From the numerical comparisons, it is shown that the MSEWMA control chart is more efficient than the multivariate synthetic T ² control chart and the MEWMA control chart for detecting shifts in the process mean vector.

Keywords:

• Average run length
• Markov chain approach
• Multivariate exponentially weighted moving average chart
• Synthetic chart

Mathematics Subject Classification:

• 62P30
• 62H86