Exponentially weighted moving average control charts with reflecting boundaries

Abstract

The run length properties of one-sided exponentially weighted moving average (EWMA) control charts with different reflecting boundaries are investigated. Extensive numerical results obtained indicate that an upper-sided EWMA chart with a reflecting boundary of one standard deviation of sample mean below the in-control process mean is a reasonable choice. Comparison with one-sided cumulative sum (CUSUM) charts shows that one-sided EWMA chart is more sensitive than the corresponding CUSUM chart in detecting all shifts in the process mean except for very large shifts where a CUSUM chart is only slightly more sensitive. A new two-sided EWMA chart is obtained by running upper-sided and lower-sided EWMA charts simultaneously.

Keywords:

• Average run length
• Cumulative sum chart
• Normal distribution
• Statistical quality control
• Shewhart chart

^†Dr.Gan is a Statistical Consultant and senior Lecturer in the Department of Mathematics.

^†Dr.Gan is a Statistical Consultant and senior Lecturer in the Department of Mathematics.

Notes

^†Dr.Gan is a Statistical Consultant and senior Lecturer in the Department of Mathematics.