A Double Multivariate Homogeneously Weighted Moving Average Control Chart: An Extension Work

Document Type : Original Article

Authors
Samson Offorma Ugwu
Akaninyene U. Udom
Everestus O. Ossai
Uchenna C. Nduka
Department of Statistics, University of Nigeria, Nsukka, Enugu State, Nigeria.
10.22034/jirss.2025.2013301.1039
Abstract
This work extends an existing multivariate homogeneously weighted moving average (MHWMA)-control chart to a multivariate double homogeneously weighted moving average (MDHWMA)-control chart aimed at a more efficient monitoring of the process mean vector. Like the MHWMA-control chart, the MDHWMA-control chart statistic assigns a specific weight to the current observation, and the remaining weight is evenly assigned among the previous observations but unlike the MHWMA-control chart, the MDHWMA-control chart statistic utilizes the information contained in the observations twice. We present the design structure of the MDHWMA-control chart and on the basis of the average, standard deviation of the average and the median run lengths (ARL, SDRL & MRL) compare the performance with the MHWMA-control chart in relation to Hotelling's \chi^{2}-chart, multivariate cumulative sum (MCUSUM)-chart and the multivariate exponentially moving average (MEWMA)-chart. The comparison showed that the proposed (MDHWMA)-control chart has a better performance than the competing charts, especially for small shifts
Keywords
Control charts
Multivariate control chart, Memory-type control chart, Average run length, Median run length, Standard deviation run length
Subjects
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Journal of the Iranian Statistical Society
Volume 24, Issue 1
June 2025
Pages 139-156

  • Receive Date 10 October 2023
  • Revise Date 01 October 2025
  • Accept Date 12 October 2025