Mixed Cumulative Sum–Exponentially Weighted Moving Average Control Charts: An Efficient Way of Monitoring Process Location |
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| Authors: | Babar Zaman Muhammad Riaz Nasir Abbas Ronald J.M.M. Does |
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| Affiliation: | 1. Research Department, King Khaled Eye Specialist Hospital, Riyadh, Saudi Arabia;2. Department of Mathematics and Statistics, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia;3. Department of Statistics, University of Sargodha, Sargodha, Pakistan;4. Department of Operations Management, IBIS UvA, University of Amsterdam, Amsterdam, The Netherlands |
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| Abstract: | 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. |
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| Keywords: | average run length Shewhart cumulative sum exponentially weighted moving average statistical process control |
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