Robust multivariate control charts to detect small shifts in mean.
The classical multivariate CUSUM and EWMA charts are commonly used to detect small shifts in the mean vectors. It is now evident that those charts are easily affected by outliers which may be due to small or moderate changes in the mean vector. In this paper, we propose a robust multivariate CUSUM a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Hindawi Publishing Corporation
2011
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| Online Access: | http://psasir.upm.edu.my/id/eprint/24974/ http://psasir.upm.edu.my/id/eprint/24974/1/Robust%20multivariate%20control%20charts%20to%20detect%20small%20shifts%20in%20mean.pdf |
| _version_ | 1848845182639800320 |
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| author | Midi, Habshah Shabbak, Ashkan |
| author_facet | Midi, Habshah Shabbak, Ashkan |
| author_sort | Midi, Habshah |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | The classical multivariate CUSUM and EWMA charts are commonly used to detect small shifts in the mean vectors. It is now evident that those charts are easily affected by outliers which may be due to small or moderate changes in the mean vector. In this paper, we propose a robust multivariate CUSUM and Robust multivariate EWMA charts to remedy the problem of small changed in scatter outliers. Both the empirical and simulation results indicate that the proposed robust multivariate CUSUM and EWMA charts offer substantial improvement over other multivariate CUSUM and EWMA charts. This article also discussed the robustness of the proposed charts, when there is a small or moderate sustained shift in the data set. |
| first_indexed | 2025-11-15T08:42:45Z |
| format | Article |
| id | upm-24974 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T08:42:45Z |
| publishDate | 2011 |
| publisher | Hindawi Publishing Corporation |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-249742015-10-20T03:39:45Z http://psasir.upm.edu.my/id/eprint/24974/ Robust multivariate control charts to detect small shifts in mean. Midi, Habshah Shabbak, Ashkan The classical multivariate CUSUM and EWMA charts are commonly used to detect small shifts in the mean vectors. It is now evident that those charts are easily affected by outliers which may be due to small or moderate changes in the mean vector. In this paper, we propose a robust multivariate CUSUM and Robust multivariate EWMA charts to remedy the problem of small changed in scatter outliers. Both the empirical and simulation results indicate that the proposed robust multivariate CUSUM and EWMA charts offer substantial improvement over other multivariate CUSUM and EWMA charts. This article also discussed the robustness of the proposed charts, when there is a small or moderate sustained shift in the data set. Hindawi Publishing Corporation 2011 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/24974/1/Robust%20multivariate%20control%20charts%20to%20detect%20small%20shifts%20in%20mean.pdf Midi, Habshah and Shabbak, Ashkan (2011) Robust multivariate control charts to detect small shifts in mean. Mathematical Problems in Engineering, 2011 (923463). pp. 1-19. ISSN 1024-123X http://www.hindawi.com/ 10.1155/2011/923463 English |
| spellingShingle | Midi, Habshah Shabbak, Ashkan Robust multivariate control charts to detect small shifts in mean. |
| title | Robust multivariate control charts to detect small shifts in mean. |
| title_full | Robust multivariate control charts to detect small shifts in mean. |
| title_fullStr | Robust multivariate control charts to detect small shifts in mean. |
| title_full_unstemmed | Robust multivariate control charts to detect small shifts in mean. |
| title_short | Robust multivariate control charts to detect small shifts in mean. |
| title_sort | robust multivariate control charts to detect small shifts in mean. |
| url | http://psasir.upm.edu.my/id/eprint/24974/ http://psasir.upm.edu.my/id/eprint/24974/ http://psasir.upm.edu.my/id/eprint/24974/ http://psasir.upm.edu.my/id/eprint/24974/1/Robust%20multivariate%20control%20charts%20to%20detect%20small%20shifts%20in%20mean.pdf |