A general procedure for identifying the variable(s) that contribute(s) to the signal of the multivariate extension of the exponentially weighted moving average (MEWMA) chart is presented. The procedure systematically removes one or two variables from the MEWMA statistic calculations. Percentages are calculated for correctly identifying various shifts.
Schaffer, Jay R. and VandenHul, Shawn
"A Graphical Examination of Variable Deletion within the MEWMA Statistic,"
Journal of Modern Applied Statistical Methods:
2, Article 3.
Available at: http://digitalcommons.wayne.edu/jmasm/vol11/iss2/3