A program for ARL calculation for multivariate EWMA charts

W. E. Molnau; George Runger; Douglas Montgomery; K. R. Skinner; E. N. Loredo; S. S. Prabhu

doi:10.1080/00224065.2001.11980109

A program for ARL calculation for multivariate EWMA charts

W. E. Molnau, George Runger, Douglas Montgomery, K. R. Skinner, E. N. Loredo, S. S. Prabhu

Industrial, Systems and Operations Engineering

Research output: Contribution to journal › Article › peer-review

39 Scopus citations

Abstract

We present a computer program that calculates the average run length (ARL) for multivariate exponentially weighted moving average control charts. The program returns the ARL given values of the shift in the mean vector, the control limit, and the smoothing constant. The program may be modified to respond to single inputs or to vectors of inputs. The ARL values are determined using a Markov chain approximation.

Original language	English (US)
Pages (from-to)	515-521
Number of pages	7
Journal	Journal of Quality Technology
Volume	33
Issue number	4
DOIs	https://doi.org/10.1080/00224065.2001.11980109
State	Published - Oct 2001

Keywords

Average run length
Control charts
Statistical process control

ASJC Scopus subject areas

Safety, Risk, Reliability and Quality
Strategy and Management
Management Science and Operations Research
Industrial and Manufacturing Engineering

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10.1080/00224065.2001.11980109

Cite this

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AU - Runger, George

AU - Montgomery, Douglas

AU - Skinner, K. R.

AU - Loredo, E. N.

AU - Prabhu, S. S.

PY - 2001/10

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N2 - We present a computer program that calculates the average run length (ARL) for multivariate exponentially weighted moving average control charts. The program returns the ARL given values of the shift in the mean vector, the control limit, and the smoothing constant. The program may be modified to respond to single inputs or to vectors of inputs. The ARL values are determined using a Markov chain approximation.

AB - We present a computer program that calculates the average run length (ARL) for multivariate exponentially weighted moving average control charts. The program returns the ARL given values of the shift in the mean vector, the control limit, and the smoothing constant. The program may be modified to respond to single inputs or to vectors of inputs. The ARL values are determined using a Markov chain approximation.

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KW - Statistical process control

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A program for ARL calculation for multivariate EWMA charts

Abstract

Keywords

ASJC Scopus subject areas

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