Term of Award
Spring 2019
Degree Name
Master of Science in Mathematics (M.S.)
Document Type and Release Option
Thesis (restricted to Georgia Southern)
Copyright Statement / License for Reuse
This work is licensed under a Creative Commons Attribution 4.0 License.
Department
Department of Mathematical Sciences
Committee Chair
Charles Champ
Committee Member 1
Andrew Sills
Committee Member 2
Divine Wanduku
Abstract
Monitoring for a change in the means of p > 1 quality measurements is of interest. The performance of the charts used to monitor for a change in the means is affected by changes in the process variability resulting in a need to monitor for changes in variability. We introduce two new control charts that can be used to monitor for a change in the process covariance matrix Σ. The charts are a plot of the determinant of the multivariate exponentially weighted moving average (MEWMA) of the sample covariance matrix S versus the sample number. Performance comparisons are made with the EWMA charts based on |S| used to monitor for a change in |Σ|. The average run length (ARL) is used as a performance measure.
OCLC Number
1112110013
Catalog Permalink
https://galileo-georgiasouthern.primo.exlibrisgroup.com/permalink/01GALI_GASOUTH/1fi10pa/alma9916243993102950
Recommended Citation
Sorokin, Oleh, "MEWMA Charts for Controlling the Process Covariance Matrix" (2019). Electronic Theses and Dissertations. 1937.
https://digitalcommons.georgiasouthern.edu/etd/1937
Research Data and Supplementary Material
No
