Journal of the Korean Data and Information Science Society

  • Volume 4
  • /
  • Pages.31-44
  • /
  • 1993
  • /
  • 1598-9402(pISSN)
The Korean Data and Information Science Society (한국데이터정보과학회)
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Multivariate EWMA Control Charts for the Variance-Covariance Matrix with Variable Sampling Intervals

가변추출간격상(假變抽出間格上)에서 분산(分散)-공분산(共分散) 행례(行例)에 대한 다변량(多變量) 기하이동평균(幾何移動平均) 처리원(處理圓)

  • Cho, Gyo-Young (Department of Statistics, Kyungpook National University)
  • Published : 1993.06.25
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Abstract

Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. A variable sampling interval (VSI) feature is considered in these charts. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average time to signal (ATS) performances. The numerical results show that multivariate VSI EWMA control charts are more efficient than corrsponding multivariate fixed sampling interval (FSI) EWMA control charts.

Keywords

References

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