A Program for Approximating the In-Control ARL for the MEWMA Chart

The multivariate exponentially weighted moving average (MEWMA) control chart is a control charting scheme that uses weighted averages of previously observed random vectors to monitor the mean vector of a process. The in-control average run length (ARL) for the MEWMA control chart can be expressed as...

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Bibliographic Details
Published in:Journal of quality technology 1999-01, Vol.31 (1), p.120-123
Main Authors: Bodden, Kevin M., Rigdon, Steven E.
Format: Article
Language:English
Subjects:
Computer programming
Computers
Control charts
FORTRAN
Integral Equation
Integral equations
Markov analysis
Mathematical models
Multivariate analysis
Multivariate Control Charts
Quality control
Studies
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Description
Summary:The multivariate exponentially weighted moving average (MEWMA) control chart is a control charting scheme that uses weighted averages of previously observed random vectors to monitor the mean vector of a process. The in-control average run length (ARL) for the MEWMA control chart can be expressed as the solution of an integral equation. We give a FORTRAN program that uses the quadrature method to approximate the solution of this integral equation. The program can be used to obtain either the in-control ARL for a given value of the upper control limit or the appropriate upper control limit for a desired in-control ARL.
ISSN:0022-4065
2575-6230
DOI:10.1080/00224065.1999.11979902