The performance of robust multivariate Ewma control charts
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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Academic Research Publishing Group
2018
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| Online Access: | https://repo.uum.edu.my/id/eprint/25768/1/TJSSR%206%202018%2052%2058.pdf |
| _version_ | 1825805351924006912 |
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| author | Jamaluddin, F Ali, H. H. Syed Yahaya, Sharipah Soaad Zain, Z. |
| author_facet | Jamaluddin, F Ali, H. H. Syed Yahaya, Sharipah Soaad Zain, Z. |
| author_sort | Jamaluddin, F |
| collection | UUM |
| description | 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 |
| first_indexed | 2024-07-04T06:30:54Z |
| format | Article |
| id | uum-25768 |
| institution | Universiti Utara Malaysia |
| language | English |
| last_indexed | 2024-07-04T06:30:54Z |
| publishDate | 2018 |
| publisher | Academic Research Publishing Group |
| record_format | eprints |
| spelling | uum-257682019-03-17T02:56:10Z https://repo.uum.edu.my/id/eprint/25768/ The performance of robust multivariate Ewma control charts Jamaluddin, F Ali, H. H. Syed Yahaya, Sharipah Soaad Zain, Z. QA75 Electronic computers. Computer science 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 Academic Research Publishing Group 2018 Article PeerReviewed application/pdf en cc4_by https://repo.uum.edu.my/id/eprint/25768/1/TJSSR%206%202018%2052%2058.pdf 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 http://doi.org/10.32861/jssr.spi6.52.58 doi:10.32861/jssr.spi6.52.58 doi:10.32861/jssr.spi6.52.58 |
| spellingShingle | QA75 Electronic computers. Computer science Jamaluddin, F Ali, H. H. Syed Yahaya, Sharipah Soaad Zain, Z. The performance of robust multivariate Ewma control charts |
| title | The performance of robust multivariate Ewma control charts |
| title_full | The performance of robust multivariate Ewma control charts |
| title_fullStr | The performance of robust multivariate Ewma control charts |
| title_full_unstemmed | The performance of robust multivariate Ewma control charts |
| title_short | The performance of robust multivariate Ewma control charts |
| title_sort | performance of robust multivariate ewma control charts |
| topic | QA75 Electronic computers. Computer science |
| url | https://repo.uum.edu.my/id/eprint/25768/1/TJSSR%206%202018%2052%2058.pdf |
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