Modified MEWMA Control Scheme for an Analytical Process Data

Modified MEWMA Control Scheme for an Analytical Process Data

Article ID

CSTSDE1U8VB

Modified MEWMA Control Scheme for an Analytical Process Data

Alpaben K. Patel University of Rajshahi

Jyoti Divecha

DOI

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Abstract

This article introduces Multivariate Modified Exponentially Weighted Moving Average (MMOEWMA) control chart, a chart for detecting shifts of all kinds in case of highly first order vector autoregressive VAR (1) process. This chart is based on modified MEWMA control chart statistic which is a correction of MEWMA chart statistic. The performance of MMOEWMA chart is illustrated along with MEWMA chart for a chemical process data. The average run length (ARL) properties of MMOEWMA scheme are derived using Markov Chain approach. Algorithm for the ARL computation and R-program of monitoring MMOEWMA control chart are provided.

Modified MEWMA Control Scheme for an Analytical Process Data

Authors

Alpaben K. Patel University of Rajshahi

Jyoti Divecha

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How to Cite

Alpaben K. Patel. 2013. “. Global Journal of Computer Science and Technology – C: Software & Data Engineering GJCST-C Volume 13 (GJCST Volume 13 Issue C3): .

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Journal Specifications

Crossref Journal DOI 10.17406/gjcst

Print ISSN 0975-4350

e-ISSN 0975-4172

GJCST Volume 13 Issue C3
Pg. 23- 33

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Submission Received December 13, 2012
Accepted January 4, 2013
Published January 15, 2013

Keywords

abrupt change average run length MEWMA multivariate modified EWMA vector autoregressive

Article Matrices

Total Score: 102

Country: India

Subject: Global Journal of Computer Science and Technology - C: Software & Data Engineering

Authors: Alpaben K. Patel, Jyoti Divecha (PhD/Dr. count: 0)

View Count (all-time): 236

Total Views (Real + Logic): 9576

Total Downloads (simulated): 2538

Publish Date: 2013 04, Fri

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Total Views: 9576

Total Downloads: 2538

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