Abstract

This article introduces Multivariate Modified Exponentially Weighted Moving Average MMOEWMA control chart a chart for detecting shifts of all kinds in case of highly first order vector autoregressive VAR 1 process This chart is based on modified MEWMA control chart statistic which is a correction of MEWMA chart statistic The performance of MMOEWMA chart is illustrated along with MEWMA chart for a chemical process data The average run length ARL properties of MMOEWMA scheme are derived using Markov Chain approach Algorithm for the ARL computation and R-program of monitoring MMOEWMA control chart are provided