The extended GWMA control chart

Abstract

This study extends the generally weighted moving average (GWMA) control chart by imitating the double exponentially weighted moving average (DEWMA) technique. The proposed chart is called the double generally weighted moving average (DGWMA) control chart. Simulation is employed to evaluate the average run length characteristics of the GWMA, DEWMA and DGWMA control charts. An extensive comparison of these control charts reveals that the DGWMA control chart with time-varying control limits is more sensitive than the GWMA and the DEWMA control charts for detecting medium shifts in the mean of a process when the shifts are between 0.5 and 1.5 standard deviations. Additionally, the GWMA control chart performs better when the mean shifts are below the 0.5 standard deviation, and the DEWMA control performs better when the mean shifts are above the 1.5 standard deviation. The design of the DGWMA control chart is also discussed.

Keywords:

• GWMA control chart
• DGWMA control chart
• DEWMA control chart
• average run length
• time-varying control limits

Acknowledgements

The authors would like to thank the referees for their valuable comments and suggestions, which greatly enhanced the clarity of the paper. All of their suggestions were incorporated directly into the text. This research was supported by the National Science Council of Taiwan, under Grant No. NSC 95-2221-E-011-112-MY3.