An EWMA t chart with variable sampling intervals for monitoring the process mean

This paper proposes a variable sampling interval (VSI) version of the fixed sampling interval (FSI) exponentially weighted moving average (EWMA) t chart developed by Zhang et al. for monitoring the changes in the process mean. An optimal design strategy based on the average time to signal (ATS) is presented. We determine the optimal parameters for the VSI EWMA t chart using a Markov chain approach so that the chart has the desired robustness property against errors in estimating the process standard deviation or changing standard deviation. Also, we explain how the various parameters of this VSI EWMA t chart can be computed and how the use of the VSI feature improves the statistical efficiency of the FSI EWMA t and FSI EWMA X-bar charts in terms of out-of-control ATS performances. Comparisons with the FSI EWMA t and FSI EWMA X-bar charts are performed.