An adaptive multivariate EWMA mean chart with variable sample sizes and/or variable sampling intervals

New adaptive multivariate EWMA (AME) charts based on the variable sample size (VSS), variable sampling interval (VSI) and variable sample size and sampling interval (VSSI) techniques are proposed to reduce the time of the existing AME chart in detecting a mean shift in the multivariate normal process. A Monte Carlo simulation is conducted to compare the time to signal characteristics of the new VSS/VSI/VSSI AME and existing fixed sampling rate (FSR) AME and VSSI multivariate EWMA (ME) charts. It is found that the VSS/VSI/VSSI AME charts generally surpass the existing FSR AME and the non-adaptive VSSI ME charts in detecting small and moderate shifts in the mean of a multivariate normal process, in terms of the expected weighted time-to-signal and expected relative average time-to-signal performance measures. An example is given to show the implementation of the existing and proposed charts.