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QICID: 30519
Title: A Technical Note on
Copyright: ASQ; American Statistical Association
Author: Tseng, Sheng-Tsaing; Jou, Bo-Yan
Organization: Institute of Statistics, National Tsing-Hua University
Subject: Exponentially weighted moving average (EWMA); Multivariate control charts; Sample size; Input/Output Analysis;
Series: Technometrics, Vol. 51, No. 3, August 2009, pp. 335–338
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Abstract: [This abstract is based on the authors' abstract.]
A recent study presented a formula for determining a minimum sample size so that the asymptotic stability of a double multivariate exponentially weighted moving average (dMEWMA) controller can be achieved with a guaranteed probability. Since the condition number that is one of two key components in the sample size determination is a nuisance parameter, the problem of minimizing its effect on sample size determination is of great importance. This note proposes a stable dMEWMA controller that allows the sample size to be reduced significantly.
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