A double exponentially weighted moving average chart for time between events

Abstract

tIn high quality processes when the events occur rarely, the times between events (TBE) are observed and also monitored instead of the number of events. In this case, it can be assumed that the times between events follow a gamma distribution. A one-sided Double Exponentially Moving Average control chart to monitor the TBE (regarded as DEWMA-TBE chart) is proposed in the present work. The design parameters of the proposed chart are provided and through a simulation study, it is seen that the DEWMA-TBE chart is more effective than the EWMA and Shewhart charts at detecting downward shifts.

Keywords:

• Average run-length
• Gamma distribution
• DEWMA chart
• EWMA chart
• Shewhart chart
• Time between events