WSEAS Transactions on Systems

Print ISSN: 1109-2777
E-ISSN: 2224-2678

Volume 17, 2018

Notice: As of 2014 and for the forthcoming years, the publication frequency/periodicity of WSEAS Journals is adapted to the 'continuously updated' model. What this means is that instead of being separated into issues, new papers will be added on a continuous basis, allowing a more regular flow and shorter publication times. The papers will appear in reverse order, therefore the most recent one will be on top.

Volume 17, 2018

Multivariate Control Chart with Exponentially Weighted Moving Log-Likelihood for Monitoring Process Mean and Variability

AUTHORS: Yuma Ueno, Masato Ohkubo, Yasushi Nagata

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ABSTRACT: This study aims to detect various small changes in multivariate control charts. In previous studies, the MEWMA control chart was proposed as a detection of mean vector change, the MEWMC control chart was proposed as a detection of variance covariance matrix change, and the ELR control chart was proposed as a detection of the change of the mean vector and the variance covariance matrix. This study proposes two method using log-likelihood. The first method (MEWML control chart) uses the statistic obtained by directly weighting the log-likelihood. The second method (MEWMML control chart) uses obtained maximum likelihood estimate from log-likelihood using the maximum likelihood method. As a result of Monte Carlo simulations using the ARL evaluation index, the study shows that the MEWML control chart is useful for variance covariance matrix change, and the MEWMML control chart is the most useful for various patterns.

KEYWORDS: MEWMA, multivariate control chart, log-likelihood, maximum likelihood method, MEWMC, ARL


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WSEAS Transactions on Systems, ISSN / E-ISSN: 1109-2777 / 2224-2678, Volume 17, 2018, Art. #27, pp. 244-252

Copyright © 2018 Author(s) retain the copyright of this article. This article is published under the terms of the Creative Commons Attribution License 4.0

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