Term of Award
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 of Mathematical Sciences
Committee Member 1
Committee Member 2
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.
Sorokin, Oleh, "MEWMA Charts for Controlling the Process Covariance Matrix" (2019). Electronic Theses and Dissertations. 1937.
Research Data and Supplementary Material