MEWMAMultivariate Exponentially-Weighted Moving Average
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In this testing, direct choice of the minimum p value was compared with the Fisher and Edgington multiple univariate methods and with Hotelling's [T.sub.2] and Lowry's MEWMA among the multivariate methods.
To capture the correlation between data streams, multivariate methods (e.g., Hotelling's [T.sup.2] [19], MCUSUM [20] and MEWMA [21]) have been used on multiple univariate signals (17).