基于马氏距离与绝对值距离的MEWMA数据实际重要性比较

Comparison of practical importance of MEWMA data based on Mahalanobis distance and absolute value distance

基于MEWMA数据实际重要性,研究控制图在马氏距离和绝对值距离下的不同表现.通过数值模拟得到了不同参数情况下的控制限和平均运行长度.结果表明,随着维度的增大,绝对值距离比马氏距离具有更好的监控效果.

Based on the practical importance of MEWMA data,the different performance of control charts under Mahalanobis distance and absolute value distance was researched.The control limit and the average run length under different parameters are obtained by numerical simulation.The results show that the absolute value distance has better monitoring effect than Mahalanobis distance as the dimension increases.