A Comparative Study of CUSUM and EWMA Charts: Detection of Incipient Drifts in a Mutlivariate Framework

This contribution to the field of statistical process control concerns a multivariate control chart in the case of incipient process drifts. The design of this chart is based on the assumption that an a priori knowledge of the process operation states is available. The detection is based on a multimodal T ² hoteling statistic and a dynamic model of the drift. The generated diagnosis makes possible the anticipation of the direction of the drift (toward a known or unknown operation state). The performances of this chart are compared with the classical T ² chart using a set of simulated data.

Keywords:

• Statistical process control
• Multivariate control charts
• Hoteling
• CUSUM
• EWMA
• Detection
• Multimodal

Additional information

Notes on contributors

Nassim Boudaoud

Nassim Boudaoud is a senior lecturer in industrial quality and reliability at the Université de technologie de Compiègne. He is a member of RUFEREQ and of the quality and reliability group within the SFDS.

Zohra Cherfi

Zohra Cherfi is a senior lecturer in charge of the education in industrial quality and reliability at the Mechanical Engineering Department of the Université de technologie de Compiègne, in Compiègne, France. She is a member of the Réseau universitaire français pour l'enseignement et la recherche en qualité (RUFEREQ), and chairman of the quality and reliability group within the Société française de statistiques (SFDS).