A multivariate EWMA control chart for skewed populations using weighted variance method

• Main Authors: AMA, Atta, MHA, Shoraim, Syed Yahaya, Sharipah Soaad
• Format: Article
• Language: English
• Published: IRJSE 2014
• Subjects: QA Mathematics
• Online Access: http://repo.uum.edu.my/20175/1/IRJSE%202014%202%206%20191-202.pdf; http://repo.uum.edu.my/20175/; http://www.irjse.in/volume2(6).html
• Institution: Universiti Utara Malaysia

This article proposes Multivariate Exponential Weighted Moving Average control chart for skewed population using heuristic Weighted Variance (WV) method, obtained by decomposing the variance into the upper and lower segments according to the direction and degree of skewness.This method adjusts the variance-covariance matrix of quality characteristics.The proposed chart, called WV-MEWMA hereafter, reduces to standard multivariate Exponential Weighted Moving Average control chart (standard MEWMA) when the underlying distribution is symmetric.In control and out-of-control ARLs of the proposed WV-MEWMA control chart are compared with those of the weighted standard deviation Exponential Weighted Moving Average (WSD-MEWMA) and (standard MEWMA) control charts for multivariate normal, lognormal and gamma distributions. In general, the simulation results show that the performance of the proposed WV-MEWMA chart is better than WSD-MEWMA and Standard MEWMA charts when the underlying distributions are skewed.