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Activity Number: 412
Type: Topic Contributed
Date/Time: Wednesday, August 9, 2006 : 10:30 AM to 12:20 PM
Sponsor: Section on Quality and Productivity
Abstract - #307609
Title: The Multivariate Exponentially Weighted Moving Average
Author(s): Steve Rigdon*+ and Nicole Munden
Companies: Southern Illinois University and University of Missouri
Address: , , ,
Keywords: multivariate control chart ; EWMA ; quality ; change point
Abstract:

The multivariate exponentially weighted moving average (MEWMA) control chart is now a widely used technique for monitoring a production process with many variables. It was designed to signal when a process is no longer operating in control. While doing this effectively, the chart was not designed to tell the operator when the process changed. We discuss the use of the chart to determine when the process mean has changed. The proposed method is compared to other change-point estimators.


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