Mixed Exponentially Weighted Moving Average–Cumulative Sum Charts for Process Monitoring

The control chart is a very popular tool of statistical process control. It is used to determine the existence of special cause variation to remove it so that the process may be brought in statistical control. Shewhart‐type control charts are sensitive for large disturbances in the process, whereas cumulative sum (CUSUM)–type and exponentially weighted moving average (EWMA)–type control charts are intended to spot small and moderate disturbances. In this article, we proposed a mixed EWMA–CUSUM control chart for detecting a shift in the process mean and evaluated its average run lengths. Comparisons of the proposed control chart were made with some representative control charts including the classical CUSUM, classical EWMA, fast initial response CUSUM, fast initial response EWMA, adaptive CUSUM with EWMA‐based shift estimator, weighted CUSUM and runs rules–based CUSUM and EWMA. The comparisons revealed that mixing the two charts makes the proposed scheme even more sensitive to the small shifts in the process mean than the other schemes designed for detecting small shifts. Copyright © 2012 John Wiley & Sons, Ltd.     

Improving the performance of CUSUM charts

The control chart is an important statistical technique that is used to monitor the quality of a process. Shewhart control charts are used to detect larger disturbances in the process parameters, whereas CUSUM and EWMA charts are meant for smaller and moderate changes. Runs rules schemes are generally used to enhance the performance of Shewhart control charts. In this study, we propose two runs rules schemes for the CUSUM charts. The performance of these two schemes is compared with the usual CUSUM, the weighted CUSUM, the fast initial response CUSUM and the usual EWMA schemes. The comparisons revealed that the proposed schemes perform better for small and moderate shifts, whereas they reasonably maintain their efficiency for large shifts as well. Copyright © 2010 John Wiley & Sons, Ltd.     

Improving the Performance of Exponentially Weighted Moving Average Control Charts

A control chart is a graphical tool used for monitoring a production process and quality improvement. One such charting procedure is the Shewhart‐type control chart, which is sensitive mainly to the large shifts. For small shifts, the cumulative sum (CUSUM) control charts and exponentially weighted moving average (EWMA) control charts were proposed. To further enhance the ability of the EWMA control chart to quickly detect wide range process changes, we have developed an EWMA control chart using the median ranked set sampling (RSS), median double RSS and the double median RSS. The findings show that the proposed median‐ranked sampling procedures substantially increase the sensitivities of EWMA control charts. The newly developed control charts dominate most of their existing counterparts, in terms of the run‐length properties, the Average Extra Quadratic Loss and the Performance Comparison Index. These include the classical EWMA, fast initial response EWMA, double and triple EWMA, runs‐rules EWMA, the max EWMA with mean‐squared deviation, the mixed EWMA‐CUSUM, the hybrid EWMA and the combined Shewhart–EWMA based on ranks. An application of the proposed schemes on real data sets is also given to illustrate the implementation and procedural details of the proposed methodology. Copyright © 2013 John Wiley & Sons, Ltd.     

Progressive Mean Control Chart for Monitoring Process Location Parameter

Control charts are widely used for process monitoring. They show whether the variation is due to common causes or whether some of the variation is due to special causes. To detect large shifts in the process, Shewhart‐type control charts are preferred. Cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts are generally used to detect small and moderate shifts. Shewhart‐type control charts (without additional tests) use only current information to detect special causes, whereas CUSUM and EWMA control charts also use past information. In this article, we proposed a control chart called progressive mean (PM) control chart, in which a PM is used as a plotting statistic. The proposed chart is designed such that it uses not only the current information but also the past information. Therefore, the proposed chart is a natural competitor for the classical CUSUM, the classical EWMA and some recent modifications of these two charts. The conclusion of this article is that the performance of the proposed PM chart is superior to the compared ones for small and moderate shifts, and its performance for large shifts is better (in terms of the average run length). Copyright © 2012 John Wiley & Sons, Ltd.     

Mixed Cumulative Sum–Exponentially Weighted Moving Average Control Charts: An Efficient Way of Monitoring Process Location

Shewhart, exponentially weighted moving average (EWMA), and cumulative sum (CUSUM) charts are famous statistical tools, to handle special causes and to bring the process back in statistical control. Shewhart charts are useful to detect large shifts, whereas EWMA and CUSUM are more sensitive for small to moderate shifts. In this study, we propose a new control chart, named mixed CUSUM‐EWMA chart, which is used to monitor the location of a process. The performance of the proposed mixed CUSUM‐EWMA control chart is measured through the average run length, extra quadratic loss, relative average run length, and a performance comparison index study. Comparisons are made with some existing charts from the literature. An example with real data is also given for practical considerations. Copyright © 2014 John Wiley & Sons, Ltd.     

Novel design of composite generally weighted moving average and cumulative sum charts

The cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) charts are popular statistical tools to improve the performance of the Shewhart chart in detecting small process shifts. In this study, we propose the mixed generally weighted moving average (GWMA)‐CUSUM chart and its reverse‐order CUSUM‐GWMA chart to enhance detection ability compared with existing counterparts. The simulation revealed that the mixed GWMA‐CUSUM and mixed CUSUM‐GWMA charts have the sensitivity to detect small process shifts and efficient structures compared with the mixed EWMA‐CUSUM and mixed CUSUM‐EWMA charts, respectively. Moreover, the mixed GWMA‐CUSUM chart with a large design parameter has robust performance, regardless of the high tail t distribution or right skewness gamma distribution.     

Improving the Performance of Combined Shewhart–Cumulative Sum Control Charts

For an improved monitoring of process parameters, it is generally desirable to have efficient designs of control charting structures. The addition of Shewhart control limits to the cumulative sum (CUSUM) control chart is a simple monitoring scheme sensitive to wide range of mean shifts. To improve the detection ability of the combined Shewhart–CUSUM control chart to off‐target processes, we developed the scheme using ranked set sampling instead of the traditional simple random sampling. We investigated the run length properties of the Shewhart–CUSUM with ranked set samples and compared their performance with certain established control charts. It is revealed that the proposed schemes offer better protection against different types of mean shifts than the existing counterparts including classical Shewhart, classical CUSUM, classical combined Shewhart–CUSUM, adaptive CUSUM, double CUSUM, three simultaneous CUSUM, combined Shewhart‐weighted CUSUM, runs rules‐based CUSUM and the mixed exponentially weighted moving average‐CUSUM. Applications on real data sets are also given to demonstrate the implementation simplicity of the proposed schemes Copyright © 2012 John Wiley & Sons, Ltd.     

New Synthetic EWMA and Synthetic CUSUM Control Charts for Monitoring the Process Mean

Exponentially weighted moving average (EWMA) and cumulative sum (CUSUM) control charts are potentially powerful statistical process monitoring tools because of their excellent speed in detecting small to moderate persistent process shifts. Recently, synthetic EWMA (SynEWMA) and synthetic CUSUM (SynCUSUM) control charts have been proposed based on simple random sampling (SRS) by integrating the EWMA and CUSUM control charts with the conforming run length control chart, respectively. These synthetic control charts provide overall superior detection over a range of mean shift sizes. In this article, we propose new SynEWMA and SynCUSUM control charts based on ranked set sampling (RSS) and median RSS (MRSS) schemes, named SynEWMA‐RSS and SynEWMA‐MRSS charts, respectively, for monitoring the process mean. Extensive Monte Carlo simulations are used to estimate the run length characteristics of the proposed control charts. The run length performances of these control charts are compared with their existing powerful counterparts based on SRS, RSS and MRSS schemes. It turns out that the proposed charts perform uniformly better than the Shewhart, optimal synthetic, optimal EWMA, optimal CUSUM, near‐optimal SynEWMA, near‐optimal SynCUSUM control charts based on SRS, and combined Shewhart‐EWMA control charts based on RSS and MRSS schemes. A similar trend is observed when constructing the proposed control charts based on imperfect RSS schemes. An application to a real data is also provided to demonstrate the implementations of the proposed SynEWMA and SynCUSUM control charts. Copyright © 2014 John Wiley & Sons, Ltd.     

Increasing the Sensitivity of Cumulative Sum Charts for Location

The cumulative sum (CUSUM) chart is a very effective control charting procedure used for the quick detection of small‐sized and moderate‐sized changes. It can detect small process shifts missed by the Shewhart‐type control chart, which is sensitive mainly to large shifts. To further enhance the sensitivity of the CUSUM control chart at detecting very small process disturbances, this article presents CUSUM control charts based on well‐structured sampling procedures, double ranked set sampling, median‐double ranked set sampling, and double‐median ranked set sampling. These sampling techniques significantly improve the overall performance of the CUSUM chart over the entire process mean shift range, without increasing the false alarm rate. The newly developed control schemes do not only dominate most of the existing charts but are also easy to design and implement as illustrated through an application example of real datasets. The control schemes used for comparison in this study include the conventional CUSUM chart, a fast initial response CUSUM chart, a 2‐CUSUM chart, a 3‐CUSUM chart, a runs rules‐based CUSUM chart, the enhanced adaptive CUSUM chart, the CUSUM chart based on ranked set sampling (RSS), and the single CUSUM and combined Shewhart–CUSUM charts based on median RSS. Copyright © 2014 John Wiley & Sons, Ltd.     

An adaptive EWMA scheme‐based CUSUM accumulation error for efficient monitoring of process location

The examination of product characteristics using a statistical tool is an important step in a manufacturing environment to ensure product quality. Several methods are employed for maintaining product quality assurance. Quality control charts, which utilize statistical methods, are normally used to detect special causes. Shewhart control charts are popular; their only limitation is that they are effective in handling only large shifts. For handling small shifts, the cumulative sum (CUSUM) and the exponential weighted moving average (EWMA) are more practical. For handling both small and large shifts, adaptive control charts are used. In this study, we proposed a new adaptive EWMA scheme. This scheme is based on CUSUM accumulation error for detection of wide range of shifts in the process location. The CUSUM features in the proposed scheme help with identification of prior shifts. The proposed scheme uses Huber and Tukey bisquare functions for an efficient shift detection. We have used average run length (ARL) as performance indicator for comparison, and our proposed scheme outperformed some of the existing schemes. An example that uses real‐life data is also provided to demonstrate the implementation of the proposed scheme.     

A New Hybrid Exponentially Weighted Moving Average Control Chart for Monitoring Process Mean

Cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts are commonly used for monitoring the process mean. In this paper, a new hybrid EWMA (HEWMA) control chart is proposed by mixing two EWMA control charts. An interesting feature of the proposed control chart is that the traditional Shewhart and EWMA control charts are its special cases. Average run lengths are used to evaluate the performances of each of the control charts. It is worth mentioning that the proposed HEWMA control chart detects smaller shifts substantially quicker than the classical CUSUM, classical EWMA and mixed EWMA–CUSUM control charts. Copyright © 2012 John Wiley & Sons, Ltd.     

An Efficient Shewhart‐Type Control Chart to Monitor Moderate Size Shifts in the Process Mean in Phase II

According to Shewhart, control charts are not very sensitive to small and moderate size process shifts that is why those are less likely to be effective in Phase II. So to monitor small or moderate size process shifts in Phase II, cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts are considered as alternate of Shewhart control charts. In this paper, a Shewhart‐type control chart is proposed by using difference‐in‐difference estimator in order to detect moderate size shifts in process mean in Phase II. The performance of the proposed control chart is studied for known and unknown cases separately through a detailed simulation study. For the unknown case, instead of using reference samples of small sizes, large size reference sample(s) is used as we can see in some of nonparametric control chart articles. In an illustrative example, the proposed control charts are constructed for both known and unknown cases along with Shewhart ‐chart, classical EWMA, and CUSUM control charts. In this application, the proposed chart is found comprehensively better than not only Shewhart ‐chart but also EWMA and CUSUM control charts. By comparing average run length, the proposed control chart is found always better than Shewhart ‐chart and in general better than classical EWMA and CUSUM control charts when we have relatively higher values of correlation coefficients and detection of the moderate shifts in the process mean is concerned. Copyright © 2015 John Wiley & Sons, Ltd.     

A New Cumulative Sum Quality Control Scheme for Monitoring the Process Mean

A control chart is a powerful statistical process monitoring tool that is frequently used in many industrial and service organizations to monitor in‐control and out‐of‐control performances of the manufacturing processes. Cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts have been recognized as potentially powerful tool in quality and management control. These control charts are sensitive to both small and moderate changes in the process. In this paper, we propose a new CUSUM (NCUSUM) quality control scheme for efficiently monitoring the process mean. It is shown that the classical CUSUM control chart is a special case of the proposed controlling scheme. The NCUSUM control chart is compared with some of the recently proposed control charts by using characteristics of the distribution of run length, i.e. average run length, median run length and standard deviation of run length. It is worth mentioning that the NCUSUM control chart detects the random shifts in the process mean substantially quicker than the classical CUSUM, fast initial response‐based CUSUM, adaptive CUSUM with EWMA‐based shift, adaptive EWMA and Shewhart–CUSUM control charts. An illustrative example is given to exemplify the implementation of the proposed quality control scheme. Copyright © 2013 John Wiley & Sons, Ltd.     

An efficient adaptive EWMA control chart for monitoring the process mean

In recent years, the memory‐type control charts—exponentially weighted moving average (EWMA) and cumulative sum (CUSUM)—along with the adaptive and dual control‐charting structures have received considerable attention because of their excellent ability in providing an overall good detection over a range of mean‐shift sizes. These adaptive memory‐type control charts include the adaptive exponentially weighted moving average (AEWMA), dual CUSUM, and adaptive CUSUM charts. In this paper, we propose a new AEWMA chart for efficiently monitoring the process mean. The idea is to first design an unbiased estimator of the mean shift using the EWMA statistic and then adaptively update the smoothing constant of the EWMA chart. The run length profiles of the proposed AEWMA chart are computed using extensive Monte Carlo simulations. Based on a comprehensive comparative study, it turns out that the proposed AEWMA chart performs better than the existing AEWMA, adaptive CUSUM, dual CUSUM, and Shewhart‐CUSUM charts, in terms of offering more balanced protection against mean shifts of different sizes. An example is also used to explain the working of the existing and proposed control charts.     

New Synthetic Control Charts for Monitoring Process Mean and Process Dispersion

A statistical quality control chart is widely recognized as a potentially powerful tool that is frequently used in many manufacturing and service industries to monitor the quality of the product or manufacturing processes. In this paper, we propose new synthetic control charts for monitoring the process mean and the process dispersion. The proposed synthetic charts are based on ranked set sampling (RSS), median RSS (MRSS), and ordered RSS (ORSS) schemes, named synthetic‐RSS, synthetic‐MRSS, and synthetic‐ORSS charts, respectively. Average run lengths are used to evaluate the performances of the control charts. It is found that the synthetic‐RSS and synthetic‐MRSS mean charts perform uniformly better than the Shewhart mean chart based on simple random sampling (Shewhart‐SRS), synthetic‐SRS, double sampling‐SRS, Shewhart‐RSS, and Shewhart‐MRSS mean charts. The proposed synthetic charts generally outperform the exponentially weighted moving average (EWMA) chart based on SRS in the detection of large mean shifts. We also compare the performance of the synthetic‐ORSS dispersion chart with the existing powerful dispersion charts. It turns out that the synthetic‐ORSS chart also performs uniformly better than the Shewhart‐R, Shewhart‐S, synthetic‐R, synthetic‐S, synthetic‐D, cumulative sum (CUSUM) ln S², CUSUM‐R, CUSUM‐S, EWMA‐ln S², and change point CUSUM charts for detecting increases in the process dispersion. A similar trend is observed when the proposed synthetic charts are constructed under imperfect RSS schemes. Illustrative examples are used to demonstrate the implementation of the proposed synthetic charts. Copyright © 2014 John Wiley & Sons, Ltd.     

Improved Exponentially Weighted Moving Average Control Charts for Monitoring Process Mean and Dispersion

Exponentially weighted moving average (EWMA) control charts are mostly used to monitor the manufacturing processes. In this paper, we propose some improved EWMA control charts for detecting the random shifts in the process mean and process dispersion. These EWMA control charts are based on the best linear unbiased estimators obtained under ordered ranked set sampling (ORSS) and ordered imperfect ranked set sampling (OIRSS), named EWMA‐ORSS and EWMA‐OIRSS charts, respectively. Monte Carlo simulations are used to estimate the average run length, median run length and standard deviation of run length of the proposed EWMA control charts. It is observed that the EWMA‐ORSS mean control chart is able to detect the random shifts in the process mean substantially quicker than the Shewhart‐cumulative sum and the Shewhart‐EWMA control charts based on the RSS scheme. Both EWMA‐ORSS and EWMA‐OIRSS location charts perform better than the classical EWMA, hybrid EWMA, Shewhart‐EWMA and fast initial response‐EWMA charts. The EWMA‐ORSS dispersion control chart performs better than the simple random sampling based CS‐EWMA and other EWMA control charts in efficient detection of the random shifts that occur in the process variability. An application to real data is also given to explain the implementation of the proposed EWMA control charts. Copyright © 2013 John Wiley & Sons, Ltd.     

Joint Monitoring of Process Mean and Variability with a Single Moving Average Control Chart

Memory based control charts are developed as alternatives to the Shewhart charts for the detection of small sustaining process shifts. Among the widely used memory control charts are the EWMA (Exponentially Weighted Moving Average), CUSUM (Cumulative Sum), and moving average schemes. Relative to the CUSUM chart, the EWMA and moving average charts are quite basic. The EWMA chart uses a weighted average as the chart statistic while the time-weighted moving average chart is based on unweighted moving average. The moving average statistic of width w is simply the average of the w most recent observations. In this article, the use of one moving average control chart to monitor both process mean and variability. This new moving average chart is efficient in detecting both increases and decreases in mean and/or variability.     

New Exponentially Weighted Moving Average Control Charts for Monitoring Process Mean and Process Dispersion

Exponentially weighted moving average (EWMA) control charts have been widely accepted because of their excellent performance in detecting small to moderate shifts in the process parameters. In this paper, we propose new EWMA control charts for monitoring the process mean and the process dispersion. These EWMA control charts are based on the best linear unbiased estimators obtained under ordered double ranked set sampling (ODRSS) and ordered imperfect double ranked set sampling (OIDRSS) schemes, named EWMA‐ODRSS and EWMA‐OIDRSS charts, respectively. We use Monte Carlo simulations to estimate the average run length, median run length, and standard deviation of run length of the proposed EWMA charts. We compare the performances of the proposed EWMA charts with the existing EWMA charts when detecting shifts in the process mean and in the process variability. It turns out that the EWMA‐ODRSS mean chart performs uniformly better than the classical EWMA, fast initial response‐based EWMA, Shewhart‐EWMA, and hybrid EWMA mean charts. The EWMA‐ODRSS mean chart also outperforms the Shewhart‐EWMA mean charts based on ranked set sampling (RSS) and median RSS schemes and the EWMA mean chart based on ordered RSS scheme. Moreover, the graphical comparisons of the EWMA dispersion charts reveal that the proposed EWMA‐ODRSS and EWMA‐OIDRSS charts are more sensitive than their counterparts. We also provide illuminating examples to illustrate the implementation of the proposed EWMA mean and dispersion charts. Copyright © 2014 John Wiley & Sons, Ltd.     

Enhancing the Performance of Combined Shewhart‐EWMA Charts

The combination of Shewhart control charts and an exponentially weighted moving average (EWMA) control charts to simultaneously monitor shifts in the mean output of a production process has proven very effective in handling both small and large shifts. To improve the sensitivity of the control chart to detect off‐target processes, we propose a combined Shewhart‐EWMA (CSEWMA) control chart for monitoring mean output using a more structured sampling technique, i.e. ranked set sampling (RSS) instead of the traditional simple random sampling. We evaluated the performance of the proposed charts in terms of different run length (RL) properties including average RL, standard deviation of the RL, and percentile of the RL. Comparisons of these charts with some existing control charts designed for monitoring small, large, or both shifts revealed that the RSS‐based CSEWMA charts are more sensitive and offer better protection against all types of shifts than other schemes considered in this study. Copyright © 2012 John Wiley & Sons, Ltd.     

An enhanced approach for the progressive mean control charts

To maintain and improve the quality of the processes, control charts play an important role for reduction of variation. To detect large shifts in the process parameters, Shewhart control charts are commonly applied but for small shifts, exponentially weighted moving averages (EWMA), cumulative sum (CUSUM), double exponentially weighted moving average (DEWMA), double CUSUM, moving average (MA), double moving average (DMA), and progressive mean (PM) control charts, are used. This study proposes double progressive mean (DPM) and optimal DPM control charts to enhance the performance of the PM chart. As the proposed DPM control charts use information sequentially, hence their performance is compared with natural competitors EWMA, CUSUM, DEWMA, double CUSUM, MA, DMA, and PM control charts. Run length and its different properties are evaluated to compare the performance of the proposed charts and counterparts. Results reveal that proposed optimal DPM outperforms the other charts. An example related to voltage on fixed capacitance level is also provided to illustrate the proposed charts.