MDEWMA chart: an efficient and robust alternative to monitor process dispersion

Abstract

Control chart is the most important statistical process control tool used to monitor changes in process location and dispersion. In this study, an EWMA control chart is proposed for efficient and robust monitoring of process dispersion. The proposed chart, namely the MDEWMA chart, is based on estimating the process standard deviation (σ) using the mean absolute deviations (MD), taken from the sample median. The performance of the proposed chart has been compared with the EWMASR chart (a dispersion EWMA chart based on sample range) and MD chart (a Shewhart-type dispersion chart based on MD), under the existence and violation of normality assumption. It has been observed that the proposed MDEWMA chart is more efficient and robust when compared with both EWMASR and MD charts in terms of run length (RL) characteristics such as average RL, median RL and standard deviation of the RL distribution.

Keywords:

• dispersion charts
• EWMA
• run length
• Monte Carlo simulations
• non-normality

Acknowledgements

The authors are thankful to the Editor and referees for their constructive comments that lead to improvements in the structure of the paper. Saddam's research is partially supported by Education New Zealand under New Zealand International Doctoral Research Scholarship. He is also thankful to Dr Thomas P. Ryan for his valuable suggestions in the preparation of the revised version of this paper.