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The performance of robust multivariate Ewma control charts

Jamaluddin, F and Ali, H. H. and Syed Yahaya, Sharipah Soaad and Zain, Z. (2018) The performance of robust multivariate Ewma control charts. The Journal of Social Sciences Research (6). pp. 52-58. ISSN 24136670

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Multivariate Exponential Weighted Moving Average (MEWMA) control chart is a popular statistical tool for monitoring multivariate process over time. However, this chart is sensitive to the presence of outliers arising from the use of classical mean vector and covariance matrix in estimating the MEWMA statistic. These classical estimators are known to be sensitive to the outliers. To address this problem, robust MEWMA control charts based on modified one-step M-estimator (MOM) and Winsorized modified one-step M-estimator (WM) are proposed. Their performance is then compared with the standard MEWMA control chart in various situations. The findings revealed that the proposed robust MEWMA control charts are more effective in controlling false alarm rates especially for large sample sizes and high percentage of outliers

Item Type: Article
Uncontrolled Keywords: Multivariate Control Chart; Robust MEWMA control Chart; Outliers; Modified one-step M-estimator; Winsorized modified one-step M-estimator.
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions: School of Quantitative Sciences
Depositing User: Mrs. Norazmilah Yaakub
Date Deposited: 17 Mar 2019 02:56
Last Modified: 17 Mar 2019 02:56
URI: http://repo.uum.edu.my/id/eprint/25768

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