Multivariate Exponentially Weighted Moving Average Chart for Monitoring Poisson Observations∗
نویسندگان
چکیده
In many practical situations, multiple variables often need to be monitored simultaneously to ensure the process is in control. In this article, we develop a feasible multivariate monitoring procedure based on the general Multivariate Exponentially Weighted Moving Average (MEWMA) to monitor the multivariate count data. The multivariate count data is modeled using Poisson-Lognormal distribution to characterize their inter-relations. We systematically investigate the effects of different charting parameters, and propose an optimization procedure to identify the optimal charting parameters. In particular, we provide a design table to the quality engineers as a simple tool to design the optimal MEWMA chart. To further improve the efficiency, we integrate the variable sampling intervals (VSI) in the monitoring scheme. We use simulation studies and an example to elicit the application of the proposed scheme. The results are encouraging and demonstrate effectiveness of the proposed methods well.
منابع مشابه
Multi-Objective Economic-Statistical Design of VSSI-MEWMA-DWL Control Chart with Multiple Assignable Causes
This paper proposes a multi-objective model for the economic-statistical design of the variable sample size and sampling interval multivariate exponentially weighted moving average control chart by using double warning lines. The Markov chain approach is used to obtain the statistical properties. We extend the Lorenzen and Vance cost function considering multiple assignable causes and multivari...
متن کاملExponentially Weighted Moving Average Control Charts for Monitoring Increases in Poisson Rate
The exponentially weighted moving average (EWMA) control chart has been widely studied as a tool for monitoring normal processes due to its simplicity and efficiency. However, relatively little attention has been paid to EWMA charts for monitoring Poisson processes. This paper extends EWMA charts to Poisson processes with emphasis on quick detection of increases in Poisson rate. Both cases with...
متن کاملThe Average Run Length Performance of a Multivariate Exponentially Weighted Moving Average Control Chart Procedure with Application
One of the most powerful tools in quality control is the statistical control chart. First developed in the 1920's by Walter Shewhart, the control chart found widespread use during World War II and has been employed, with various modifications ever since. The drawbacks to multivariate charting schemes is their inability to identify which variable was the source of the signal. The multivariate ex...
متن کاملMaximum multivariate exponentially weighted moving average and maximum multivariate cumulative sum control charts for simultaneous monitoring of mean and variability of multivariate multiple linear regression
متن کامل
Design of Exponentially Weighted Moving Average Chart for Monitoring Standardized Process Variance
Control charts for monitoring of process variance are developed based on Shewhart, exponentially weighted moving average (EWMA) and cumulative sum (CUSUM) control charts for mean. In all these variance control charts, log transformation of the sample variance is used. The design procedure of this chart is complex and it is poorly understood by the industry. In this paper a EWMA chart for monito...
متن کامل