stat.MLApr 13, 2026

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

Authors: Faruk Muritala, Austin Brown, Dhrubajyoti Ghosh, Sherry Ni

Organizations: School of Data Science and Analytics, Kennesaw State University, Kennesaw, United States of America.

Abstract

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) and limit (L) parameters to achieve target in-control average run length (ARL0) of 370 and 500. The CSB-EWMA chart demonstrates rapid shift detection across both ARL0 targets, with out-of-control average run length (ARL1) dropping to 3-7 samples for moderate shifts (δ=0.2), and exhibits exceptional robustness across different data distributions, with low ARL1 Coefficients of Variation (CV < 0.10 for small shifts) for both ARL0 = 370 and 500. This work provides practitioners with a distribution-free, sensitive, and theoretically sound tool for early change detection in binomial multiple-stream processes.

Explore similar work

CardsList
  1. Control Charts for Multi-agent Systems

    May 11, 2026Hayden Helm, Carey Priebe, Brandon DuderstadtMulti-Agent SystemsMulti-Agent System Security

  2. ARM: Detector-Agnostic Changepoint Attribution with Finite-Sample Error Control

    Aug 3, 2026Chenchen Peng, Mixia Wu, Qijing Yan +2Change-Point DetectionMultiple Hypothesis Testing

  3. Learning to Detect Shifts in Unstructured Data Streams via Monitoring-by-Betting

    Oct 12, 2026Siyu Zhou, Jialin Ouyang, Fan Xia +8Distribution Shift DetectionChange-Point Detection