robust multivariate control charts to detect small shifts in mean鲁棒多变量控制图检测小变化的意思.pdf

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2011, Article ID 923463, 19 pages doi:10.1155/2011/923463 Research Article Robust Multivariate Control Charts to Detect Small Shifts in Mean Habshah Midi1, 2 and Ashkan Shabbak2 1 Faculty of Science, University Putra Malaysia, 43400 Serdang, Selangor, Malaysia 2 Laboratory of Applied and Computational Statistics, Institute for Mathematical Research, University Putra Malaysia, 43400 Serdang, Selangor, Malaysia Correspondence should be addressed to Ashkan Shabbak, ashkan@.my Received 14 February 2011; Accepted 16 March 2011 Academic Editor: Alexander P. Seyranian Copyright q 2011 H. Midi and A. Shabbak. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 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. 1. Introduction The overall quality of a process is often measured by the joint