MEWMA chart (Lowry et al. 1992): Zᵢ = λxᵢ + (1 − λ)Zᵢ₋₁, T²ᵢ = Zᵢᵀ Σ_Zᵢ⁻¹ Zᵢ with the exact time-varying covariance. h defaults to the value giving in-control ARL₀ = 200 (Minitab's default), found by seeded simulation when not supplied.
h
Optional
MEWMA chart (Lowry et al. 1992): Zᵢ = λxᵢ + (1 − λ)Zᵢ₋₁, T²ᵢ = Zᵢᵀ Σ_Zᵢ⁻¹ Zᵢ with the exact time-varying covariance.
hdefaults to the value giving in-control ARL₀ = 200 (Minitab's default), found by seeded simulation when not supplied.