Optimal Exponentially Weighted Moving Average Of T2 Chart

Authors

  • García-Bustos, Sandra
  • Naranjo, Christian
  • Alvarez, Illych
  • Ruiz-Barzola, Omar
  • Mera-Intriago, Eva

DOI:

https://doi.org/10.18687/LACCEI2023.1.1.187

Keywords:

Hotelling T2 control chart Optimisation Normal Variables Genetic Algorithm Average Run Length

Abstract

We propose a chart for normal variables that uses a statistic that is a recursive form of Hotelling’s T2 statistic. The objective of this study is to improve the performance of the T2 chart. To analyse the performance of this chart, we have developed a user-friendly program that finds the best parameters through Genetic Algorithms. This algorithm minimises the out-of-control ARL (Average Run Length) for a proposed shift in the mean vector under the restriction of a desired in-control ARL value. The proposed control chart shows better performance than the Hotelling T2 chart.

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Published

2024-04-16

Issue

Section

Articles