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- W2982713068 abstract "The memory-type adaptive and non-adaptive control charts are among the best control charts for detecting small-to-moderate changes in the process parameter(s). In this paper, we propose the Crosier CUSUM (CCUSUM), EWMA, adaptive CCUSUM (ACCUSUM) and adaptive EWMA (AEWMA) charts for efficiently monitoring the changes in the covariance matrix of a multivariate normal process without subgrouping. Using extensive Monte Carlo simulations, the length characteristics of these control charts are computed. It turns out that the ACCUSUM and AEWMA charts perform uniformly and substantially better than the CCUSUM and EWMA charts when detecting a range of shift sizes in the covariance matrix. Moreover, the AEWMA chart outperforms the ACCUSUM chart. A real dataset is used to explain the implementation of the proposed control charts." @default.
- W2982713068 created "2019-11-22" @default.
- W2982713068 creator A5040725427 @default.
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- W2982713068 date "2019-11-08" @default.
- W2982713068 modified "2023-09-27" @default.
- W2982713068 title "Multivariate process dispersion monitoring without subgrouping" @default.
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- W2982713068 doi "https://doi.org/10.1080/02664763.2019.1688262" @default.
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