Directionally sensitive adaptive MEWMA charts with fixed and variable sampling rates

Abstract

A primary objective in detecting disease outbreaks is to precisely identify substantial increases in process means to control the spread of outbreaks. In this paper, we introduce a novel directionally sensitive adaptive multivariate exponentially weighted moving average chart for efficiently detecting either increases or decreases in the mean vector of a multivariate normally distributed process. In addition, the chart's sensitivity is enhanced through features such as variable sample size, variable sampling interval, and a combination of both. Monte Carlo simulation is employed to estimate zero‐state and steady‐state average time‐to‐signal (ATS) profiles. Performance measures, including expected weighted and relative ATS, are used for evaluating the performances of multivariate charts. Our results indicate that the proposed charts outperform existing charts in detecting various mean shift sizes. The application of these multivariate charts is demonstrated through illustrative examples.