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Paper · arXiv

A Nonparametric Adaptive EWMA Control Chart for Binary Monitoring of Multiple Stream Processes

Monitoring binomial proportions across multiple independent streams is a critical challenge in Statistical Process Control (SPC), with applications from manufacturing to cybersecurity. While EWMA charts offer sensitivity to small shifts, existing implementations rely on asymptotic variance approximations that fail during early-phase monitoring. We introduce a Cumulative Standardized Binomial EWMA (CSB-EWMA) chart that overcomes this limitation by deriving the exact time-varying variance of the EWMA statistic for binary multiple-stream data, enabling adaptive control limits that ensure statistical rigor from the first sample. Through extensive simulations, we identify optimal smoothing (λ)...

AuthorsFaruk Muritala, Austin Brown, Dhrubajyoti Ghosh et al.
Primary categorystat.ML
Published13 April 2026
Last updated at source13 April 2026
stat.MLcs.LGstat.APstat.ME
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