Multivariate exponentially weighted moving covariance matrix

Technometrics

Volumn 50, Issue 2, 2008, Pages 155-166

  Hawkins, Douglas M ^a   Maboudou Tchao, Edgard M ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Average run length; Average run length bias; Regression adjustment

Indexed keywords

(E ,3E) PROCESS; AMERICAN SOCIETY FOR QUALITY (ASQ); CURRENT CONTROL (CC); MEAN VECTORS; MONITOR (CO); MULTIVARIATE EXPONENTIALLY WEIGHTED MOVING AVERAGE (MEWMA); MULTIVARIATE QUALITY CHARACTERISTICS; SHEWHART;

CONTROL THEORY; FLOWCHARTING; GRAPHIC METHODS; MATRIX ALGEBRA; MILITARY DATA PROCESSING; MONITORING; PROCESS CONTROL; PROCESS ENGINEERING; PROCESS MONITORING; PRODUCTION CONTROL; VECTORS;

COVARIANCE MATRIX;

EID: 46749103696     PISSN: 00401706     EISSN: None     Source Type: Journal    
DOI: 10.1198/004017008000000163     Document Type: Article

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