Resumen de A General Multivariate Exponentially Weighted Moving-Average Control Chart
Douglas M. Hawkins, Sungwoon Choi, Sangmoon Lee
A general multivariate exponentially weighted moving average (MEWMA) chart is proposed in which the smoothing matrix is full, rather than having only diagonal elements. The average run length (ARL) properties of this chart are investigated for a variety of quality control situations. Performance is measured by estimating the ARL and comparing it with that of the traditional diagonal multivariate EWMA chart. Allowing nonzero off-diagonal elements in the weight matrix of the new chart can improve MEWMA performance, particularly when the process shifts out of control in the startup stage. Performance of the new chart is illustrated with some medical data.
