A Group of Moving Averages Control Plan for Signaling Varying Location Shifts

Abstract

Control plans consisting of a group of moving averages (GMA plans) of various sizes are proposed for monitoring processes. Since moving averages of different sizes retain several levels of memory of past observations, these plans have good average run length (ARL) properties over a range of location shifts. The ARLs of GMA plans are compared with the conventional cumulative sum and the exponentially weighted moving average procedures.

Keywords:

• Shewhart control charts
• Cumulative sum (CUSUM)
• EWMA
• Average run length (ARL)
• Group of moving averages plans (GMA)

Acknowledgments

The author would like to acknowledge Sidney Lewis for his insightful comments on earlier versions of this paper and his detailed review of the paper. These have improved the paper significantly.