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Journal of Korean Society for Quality Management 1994;22(1): 54-. |
| A Study on the Multivariate Exponentially Weighted Moving Average Control Charts for Monitoring the Variance-Covariance Matrix |
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| ABSTRACT |
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Multivariate exponentially weighted moving average (EWMA) control charts for monitoring the variance-covariance matrix are investigated. Two basic approaches, "combine-accumulate" approach and "accumulate-combine" approach, for using past sample information in the developement of multivariate EWMA control charts are considered. Multivariate EWMA control charts for monitoring the variance-covariance matrix are compared on the basis of their average run length (ARL) performances. The numerical results show that multivariate EWMA control charts based on the accumulate-combine approach are more efficient than corresponding multivariate EWMA control charts based on the combine-accumulate approach. |
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