Academic Editor: Alexander P. Seyranian
Copyright © 2011 Habshah Midi and Ashkan Shabbak. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The classical multivariate CUSUM and EWMA charts are commonly used to detect small shifts in the mean vectors. It is now evident that those charts are easily affected by outliers which may be due to small or moderate changes in the mean vector. In this paper, we propose a robust multivariate CUSUM and Robust multivariate EWMA charts to remedy the problem of small changed in scatter outliers. Both the empirical and simulation results indicate that the proposed robust multivariate CUSUM and EWMA charts offer substantial improvement over other multivariate CUSUM and EWMA charts. This article also discussed the robustness of the proposed charts, when there is a small or moderate sustained shift in the data set.