Abstract #301627

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JSM 2003 Abstract #301627
Activity Number: 410
Type: Contributed
Date/Time: Wednesday, August 6, 2003 : 2:00 PM to 3:50 PM
Sponsor: Section on Quality & Productivity
Abstract - #301627
Title: An Examination of Variable Deletion Within the MEWMA Control Chart Statistic
Author(s): Jay R. Schaffer*+ and Shawn VandenHul
Companies: University of Northern Colorado and Van & Company
Address: Dept. of Applied Stat. & Research Methods, Greeley, CO, 80639-0001,
Keywords: MEWMA ; variable deletion ; multivariate processes
Abstract:

One of the drawbacks to multivariate charting schemes is their inability to identify which variable was the source of the signal. The multivariate exponentially weighted moving average (MEWMA) developed by Lowry et al. (1992) is an example of a multivariate charting scheme whose monitoring statistic is unable to determine which variable caused the signal. This paper examines the use of variable deletion within the MEWMA control chart statistic. By deleting variables systematically, the recalculated MEWMA statistic is reduced. Critical values are developed to determine if the reduction is statistically significant. A power analysis is performed to determine the likelihood of a correct identification. In addition, a two-variable deletion scheme is also studied.

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