JSM 2005 - Toronto

Abstract #304222

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 234
Type: Contributed
Date/Time: Tuesday, August 9, 2005 : 8:30 AM to 10:20 AM
Sponsor: Section on Quality and Productivity
Abstract - #304222
Title: A Self-starting, Multivariate, Exponentially-weighted Moving Average Chart
Author(s): Edgard M. Maboudou-Tchao*+ and Douglas M. Hawkins
Companies: University of Minnesota and University of Minnesota
Address: 146 Classroom Office Building,, St paul, MN, 55108, United States
Keywords: recursive residuals ; cascade process ; probability integral transform ; Average run length ; Multivariate EWMA ; multivariate standardization
Abstract:

Multivariate statistical quality control arises when you have a vector of process measurements. The MEWMA is a good multivariate SPC tool, but assumes you know the in-control mean and covariance matrix. "Self-starting" methods use the stream of process data to simultaneously estimate the parameters and control the system. We define a self-starting MEWMA chart that can be used without a long learning process and illustrate it with data gathered in an alumina smelter.

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Revised March 2005