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Regulační diagram EWMA×Graf MCUSUM×
OborStatistikaStatistika
RodinaProcess / pipelineProcess / pipeline
Rok vzniku19591988
TvůrceS. W. RobertsRobert Crosier
TypStatistical process control chart for small shiftsMultivariate sequential monitoring chart
Původní zdrojRoberts, S. W. (1959). Control chart tests based on geometric moving averages. Technometrics, 1(3), 239–250. DOI ↗Crosier, R. B. (1988). Multivariate generalizations of cumulative sum quality-control schemes. Technometrics, 30(3), 291–303. DOI ↗
Další názvyexponentially weighted moving average chart, EWMA control chart, geometric moving average chart, EWMA kontrol kartıMultivariate Cumulative Sum Chart, MCUSUM Control Chart, Crosier MCUSUM Scheme, Çok Değişkenli CUSUM Kontrol Grafiği
Příbuzné32
ShrnutíThe exponentially weighted moving average (EWMA) control chart, introduced by S. W. Roberts in 1959, monitors a process using a weighted average that gives the most recent observation the greatest weight while letting older observations fade geometrically. Like CUSUM, this memory makes it highly effective at detecting small, sustained shifts in the process mean, with a single smoothing parameter λ controlling how much past information the chart retains.The Multivariate CUSUM (MCUSUM) Chart is a sequential monitoring scheme designed to detect small, persistent mean shifts in a process characterized by multiple correlated quality variables simultaneously. Introduced by Robert Crosier in 1988, it extends the classical univariate CUSUM principle to the multivariate setting by accumulating a vector-valued sum of deviations from the in-control mean, scaled by the process covariance structure, and comparing a scalar norm of that cumulative sum against a control limit.
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ScholarGatePorovnat metody: EWMA Chart · MCUSUM Chart. Získáno 2026-06-18 z https://scholargate.app/cs/compare