Variable Sampling Rate Multivariate Exponentially Weighted Moving Average Control Chart with Double Warning Lines

Abstract

This study investigates the variable sample sizes and variable sampling intervals multivariate exponentially weighted moving average control chart using double warning lines (MEWMA-DWL). The steady-state average time to signal of the MEWMA-DWL control chart is obtained by using the Markov chain approach. Then the performance of the MEWMA-DWL control chart is compared with the corresponding fixed sampling rate (FSR) MEWMA control chart. From the numerical results, the MEWMA-DWL control chart is faster than the corresponding FSR MEWMA control chart in detecting small and moderate shifts in the process mean vector.